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We develop a new computational approach for "focused" optimal Bayesian experimental design with nonlinear models, with the goal of maximizing expected information gain in targeted subsets of model parameters. Our approach considers…
This paper analyzes a popular computational framework to solve infinite-dimensional Bayesian inverse problems, discretizing the prior and the forward model in a finite-dimensional weighted inner product space. We demonstrate the benefit of…
Traditionally, the MaxEnt workshops start by a tutorial day. This paper summarizes my talk during 2001'th workshop at John Hopkins University. The main idea in this talk is to show how the Bayesian inference can naturally give us all the…
Bayesian model reduction provides an efficient approach for comparing the performance of all nested sub-models of a model, without re-evaluating any of these sub-models. Until now, Bayesian model reduction has been applied mainly in the…
Bayesian methods in machine learning, such as Gaussian processes, have great advantages com-pared to other techniques. In particular, they provide estimates of the uncertainty associated with a prediction. Extending the Bayesian approach to…
Searching for accurate Machine and Deep Learning models is a computationally expensive and awfully energivorous process. A strategy which has been gaining recently importance to drastically reduce computational time and energy consumed is…
Bayesian inference provides a principled probabilistic framework for quantifying uncertainty by updating beliefs based on prior knowledge and observed data through Bayes' theorem. In Bayesian deep learning, neural network weights are…
We address the problem of providing inference from a Bayesian perspective for parameters selected after viewing the data. We present a Bayesian framework for providing inference for selected parameters, based on the observation that…
In many applications, flow measurements are usually sparse and possibly noisy. The reconstruction of a high-resolution flow field from limited and imperfect flow information is significant yet challenging. In this work, we propose an…
Recursive Bayesian inference, in which posterior beliefs are updated in light of accumulating data, is a tool for implementing Bayesian models in applications with streaming and/or very large data sets. As the posterior of one iteration…
We present a framework that enables estimation of low-dimensional sub-resolution reservoir properties directly from seismic data, without requiring the solution of a high dimensional seismic inverse problem. Our workflow is based on the…
We present a Bayesian data fusion method to approximate a posterior distribution from an ensemble of particle estimates that only have access to subsets of the data. Our approach relies on approximate probabilistic inference of model…
The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…
Fine-grained time series data are crucial for accurate and timely online change detection. While both collective anomalies and change points can coexist in such data, their joint online detection has received limited attention. In this…
Hyperparameter optimization aims to find the optimal hyperparameter configuration of a machine learning model, which provides the best performance on a validation dataset. Manual search usually leads to get stuck in a local hyperparameter…
With the increasing demand for interpretability in machine learning, functional ANOVA decomposition has gained renewed attention as a principled tool for breaking down high-dimensional function into low-dimensional components that reveal…
Solving the generalized eigenvalue problem is a useful method for finding energy eigenstates of large quantum systems. It uses projection onto a set of basis states which are typically not orthogonal. One needs to invert a matrix whose…
Distance metric learning is an important component for many tasks, such as statistical classification and content-based image retrieval. Existing approaches for learning distance metrics from pairwise constraints typically suffer from two…
The quest for precision in parameter estimation is a fundamental task in different scientific areas. The relevance of this problem thus provided the motivation to develop methods for the application of quantum resources to estimation…
We introduce an evidence-driven Bayesian formulation of physics-informed neural networks that enables automatic optimization of loss weights between PDE residuals, boundary conditions, and observational data. Unlike existing Bayesian PINN…