Related papers: Bayesian model updating via streamlined Bayesian a…
Many scientifically well-motivated statistical models in natural, engineering and environmental sciences are specified through a generative process, but in some cases it may not be possible to write down a likelihood for these models…
Approximate Bayesian Computation (ABC) methods have gained in their popularity over the last decade because they expand the horizon of Bayesian parameter inference methods to the range of models for which only forward simulation is…
Most classification models work by first predicting a posterior probability distribution over all classes and then selecting that class with the largest estimated probability. In many settings however, the quality of posterior probability…
In this study, we introduce a novel methodological framework called Bayesian Penalized Empirical Likelihood (BPEL), designed to address the computational challenges inherent in empirical likelihood (EL) approaches. Our approach has two…
Due to the privacy protection or the difficulty of data collection, we cannot observe individual outputs for each instance, but we can observe aggregated outputs that are summed over multiple instances in a set in some real-world…
Bayesian model comparison (BMC) offers a principled approach for assessing the relative merits of competing computational models and propagating uncertainty into model selection decisions. However, BMC is often intractable for the popular…
Reliable uncertainty quantification remains a central challenge in predictive modeling. While Bayesian methods are theoretically appealing, their predictive intervals can exhibit poor frequentist calibration, particularly with small sample…
Bayesian active learning relies on the precise quantification of predictive uncertainty to explore unknown function landscapes. While Gaussian process surrogates are the standard for such tasks, an underappreciated fact is that their…
In image classification tasks, the ability of deep CNNs to deal with complex image data has proven to be unrivalled. However, they require large amounts of labeled training data to reach their full potential. In specialised domains such as…
Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…
In this paper, we propose a novel sequential data-driven method for dealing with equilibrium based chemical simulations, which can be seen as a specific machine learning approach called active learning. The underlying idea of our approach…
This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…
We consider Bayesian inference when only a limited number of noisy log-likelihood evaluations can be obtained. This occurs for example when complex simulator-based statistical models are fitted to data, and synthetic likelihood (SL) method…
We present a novel Balanced Incremental Model Agnostic Meta Learning system (BI-MAML) for learning multiple tasks. Our method implements a meta-update rule to incrementally adapt its model to new tasks without forgetting old tasks. Such a…
We introduce a scalable Bayesian preference learning method for identifying convincing arguments in the absence of gold-standard rat- ings or rankings. In contrast to previous work, we avoid the need for separate methods to perform quality…
The study presents a novel approach for stochastic nonlinear model updating in structural dynamics, employing a Bayesian framework integrated with Markov Chain Monte Carlo (MCMC) sampling for parameter estimation by using an approximated…
The rising interest in Bayesian deep learning (BDL) has led to a plethora of methods for estimating the posterior distribution. However, efficient computation of inferences, such as predictions, has been largely overlooked with Monte Carlo…
Information theoretic active learning has been widely studied for probabilistic models. For simple regression an optimal myopic policy is easily tractable. However, for other tasks and with more complex models, such as classification with…
Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…
PAC-Bayesian algorithms and Gibbs posteriors are gaining popularity due to their robustness against model misspecification even when Bayesian inference is inconsistent. The PAC-Bayesian alpha-posterior is a generalization of the standard…