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This article tackles the old problem of prediction via a nonparametric transformation model (NTM) in a new Bayesian way. Estimation of NTMs is known challenging due to model unidentifiability though appealing because of its robust…

Simulation-based inference (SBI) with neural posterior estimation (NPE) provides rapid X-ray spectral fitting in both Gaussian and Poisson regimes by learning approximate parameter posteriors from simulations. We investigate auto-encoders…

Scientific inference is often undermined by the vast but rarely explored "multiverse" of defensible modelling choices, which can generate results as variable as the phenomena under study. We introduce RobustiPy, an open-source Python…

Geophysical inverse problems are often ill-posed and admit multiple solutions. Conventional discriminative methods typically yield a single deterministic solution, which fails to model the posterior distribution, cannot generate diverse…

Thompson sampling (TS) is a popular heuristic for action selection, but it requires sampling from a posterior distribution. Unfortunately, this can become computationally intractable in complex environments, such as those modeled using…

Existing deep learning based stereo matching methods either focus on achieving optimal performances on the target dataset while with poor generalization for other datasets or focus on handling the cross-domain generalization by suppressing…

Simulation-based inference (SBI) enables amortized Bayesian inference by first training a neural posterior estimator (NPE) on prior-simulator pairs, typically through low-dimensional summary statistics, which can then be cheaply reused for…

Wideband spectrum sensing (WSS) is an essential technology for cognitive radio. However, the sampling rate is still a bottleneck of WSS. Several sub-Nyquist sensing methods have been proposed. These technologies deteriorate in the low…

We present Nested Sampling with Slice-within-Gibbs (NS-SwiG), an algorithm for Bayesian inference and evidence estimation in high-dimensional models whose likelihood admits a factorization, such as hierarchical Bayesian models. We construct…

Nested sampling is a simulation method for approximating marginal likelihoods proposed by Skilling (2006). We establish that nested sampling has an approximation error that vanishes at the standard Monte Carlo rate and that this error is…

Transient stability simulation of a large-scale and interconnected electric power system involves solving a large set of differential algebraic equations (DAEs) at every simulation time-step. With the ever-growing size and complexity of…

Bayesian neural networks (BNNs) provide a formalism to quantify and calibrate uncertainty in deep learning. Current inference approaches for BNNs often resort to few-sample estimation for scalability, which can harm predictive performance,…

The problem of computing posterior functionals in general high-dimensional statistical models with possibly non-log-concave likelihood functions is considered. Based on the proof strategy of Nickl and Wang (2022), but using only local…

Robust Bayesian inference using density power divergence (DPD) has emerged as a promising approach for handling outliers in statistical estimation. Although the DPD-based posterior offers theoretical guarantees of robustness, its practical…

Simulation-based inference (SBI) is constantly in search of more expressive and efficient algorithms to accurately infer the parameters of complex simulation models. In line with this goal, we present consistency models for posterior…

Many real-world dynamical systems can be described as State-Space Models (SSMs). In this formulation, each observation is emitted by a latent state, which follows first-order Markovian dynamics. A Probabilistic Deep SSM (ProDSSM)…

Objective: Ultrasound Shear Wave Elastography (SWE) demonstrates great potential in assessing soft-tissue pathology by mapping tissue stiffness, which is linked to malignancy. Traditional SWE methods have shown promise in estimating tissue…

Simulation based inference (SBI) methods enable the estimation of posterior distributions when the likelihood function is intractable, but where model simulation is feasible. Popular neural approaches to SBI are the neural posterior…

We introduce a new approach for comparing the predictive accuracy of two nested models that bypasses the difficulties caused by the degeneracy of the asymptotic variance of forecast error loss differentials used in the construction of…

Nested simulation concerns estimating functionals of a conditional expectation via simulation. In this paper, we propose a new method based on kernel ridge regression to exploit the smoothness of the conditional expectation as a function of…