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Models phrased though moment conditions are central to much of modern inference. Here these moment conditions are embedded within a nonparametric Bayesian setup. Handling such a model is not probabilistically straightforward as the…
Maximum entropy method is a constructive criterion for setting up a probability distribution maximally non-committal to missing information on the basis of partial knowledge, usually stated as constrains on expectation values of some…
We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…
This paper presents a Bayesian optimization method with exponential convergence without the need of auxiliary optimization and without the delta-cover sampling. Most Bayesian optimization methods require auxiliary optimization: an…
Contextual policy search allows adapting robotic movement primitives to different situations. For instance, a locomotion primitive might be adapted to different terrain inclinations or desired walking speeds. Such an adaptation is often…
We introduce a graceful approach to probabilistic inference called bounded conditioning. Bounded conditioning monotonically refines the bounds on posterior probabilities in a belief network with computation, and converges on final…
Explanation facilities are a particularly important feature of expert system frameworks. It is an area in which traditional rule-based expert system frameworks have had mixed results. While explanations about control are well handled,…
We develop a framework for the operationalization of models and parameters by combining de Finetti's representation theorem with a conditional form of Sanov's theorem. This synthesis, the tilted de Finetti theorem, shows that conditioning…
Can we learn more from data than existed in the generating process itself? Can new and useful information be constructed from merely applying deterministic transformations to existing data? Can the learnable content in data be evaluated…
Our aim is to make a step towards clarification of foundations for the notion of entanglement (both physical and mathematical) by representing it in the conditional probability framework. In Schr\"odinger's words, this is entanglement of…
Classifiers based on probabilistic graphical models are very effective. In continuous domains, maximum likelihood is usually used to assess the predictions of those classifiers. When data is scarce, this can easily lead to overfitting. In…
Entropic tilting (ET) is a Bayesian decision-analytic method for constraining distributions to satisfy defined targets or bounds for sets of expectations. This report recapitulates the foundations and basic theory of ET for conditioning…
We study the continuity of the maximum-entropy inference map for two observables in finite dimensions. We prove that the continuity is equivalent to the strong continuity of the set-valued inverse numerical range map. This gives a…
In practice, the parameters of control policies are often tuned manually. This is time-consuming and frustrating. Reinforcement learning is a promising alternative that aims to automate this process, yet often requires too many experiments…
Prior information often takes the form of parameter constraints. Bayesian methods include such information through prior distributions having constrained support. By using posterior sampling algorithms, one can quantify uncertainty without…
Algorithms for learning the conditional probabilities of Bayesian networks with hidden variables typically operate within a high-dimensional search space and yield only locally optimal solutions. One way of limiting the search space and…
In this article, we derive first-order necessary optimality conditions for a constrained optimal control problem formulated in the Wasserstein space of probability measures. To this end, we introduce a new notion of localised metric…
A common assumption in evolutionary thought is that adaptation drives an increase in biological complexity. However, the rules governing evolution of complexity appear more nuanced. Evolution is deeply connected to learning, where…
Methods for probability updating, of which Bayesian conditionalization is the most well-known and widely used, are modeling tools that aim to represent the process of modifying an initial epistemic state, typically represented by a prior…
Deep neural networks often fail when deployed in real-world contexts due to distribution shift, a critical barrier to building safe and reliable systems. An emerging approach to address this problem relies on \emph{disagreement discrepancy}…