Related papers: Neural Methods for Multiple Systems Estimation Mod…

We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampling of the Hamiltonian Monte Carlo method with…

Interval-censored multi-state data arise in many studies of chronic diseases, where the health status of a subject can be characterized by a finite number of disease states and the transition between any two states is only known to occur…

Histogram-based empirical Bayes methods developed for analyzing data for large numbers of genes, SNPs, or other biological features tend to have large biases when applied to data with a smaller number of features such as genes with…

Sparse model identification enables nonlinear dynamical system discovery from data. However, the control of false discoveries for sparse model identification is challenging, especially in the low-data and high-noise limit. In this paper, we…

Many inference problems involve inferring the number $N$ of components in some region, along with their properties $\{\mathbf{x}_i\}_{i=1}^N$, from a dataset $\mathcal{D}$. A common statistical example is finite mixture modelling. In the…

Sparse coding refers to the pursuit of the sparsest representation of a signal in a typically overcomplete dictionary. From a Bayesian perspective, sparse coding provides a Maximum a Posteriori (MAP) estimate of the unknown vector under a…

Many large scale problems in computational fluid dynamics such as uncertainty quantification, Bayesian inversion, data assimilation and PDE constrained optimization are considered very challenging computationally as they require a large…

This work introduces a new method designed for Bayesian deep learning called scalable Bayesian Monte Carlo (SBMC). The method is comprised of a model and an algorithm. The model interpolates between a point estimator and the posterior. The…

Bagging can significantly improve the generalization performance of unstable machine learning algorithms such as trees or neural networks. Though bagging is now widely used in practice and many empirical studies have explored its behavior,…

Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…

Monte Carlo maximum likelihood (MCML) provides an elegant approach to find maximum likelihood estimators (MLEs) for latent variable models. However, MCML algorithms are computationally expensive when the latent variables are…

As data size and computing power increase, the architectures of deep neural networks (DNNs) have been getting more complex and huge, and thus there is a growing need to simplify such complex and huge DNNs. In this paper, we propose a novel…

Approximate Bayesian Computation is widely used to infer the parameters of discrete-state continuous-time Markov networks. In this work, we focus on models that are governed by the Chemical Master Equation (the CME). Whilst originally…

Modern neural networks tend to be overconfident on unseen, noisy or incorrectly labelled data and do not produce meaningful uncertainty measures. Bayesian deep learning aims to address this shortcoming with variational approximations (such…

We introduce the Markov Stochastic Block Model (MSBM): a growth model for community based networks where node attributes are assigned through a Markovian dynamic. We rely on HMMs' literature to design prediction methods that are robust to…

The Metropolis-Hastings (MH) algorithm is one of the most widely used Markov Chain Monte Carlo schemes for generating samples from Bayesian posterior distributions. The algorithm is asymptotically exact, flexible and easy to implement.…

In the literature on deep neural networks, there is considerable interest in developing activation functions that can enhance neural network performance. In recent years, there has been renewed scientific interest in proposing activation…

We revisit empirical Bayes in the absence of a tractable likelihood function, as is typical in scientific domains relying on computer simulations. We investigate how the empirical Bayesian can make use of neural density estimators first to…

Inferring the parameters of a stochastic model based on experimental observations is central to the scientific method. A particularly challenging setting is when the model is strongly indeterminate, i.e. when distinct sets of parameters…

Network inference has been attracting increasing attention in several fields, notably systems biology, control engineering and biomedicine. To develop a therapy, it is essential to understand the connectivity of biochemical units and the…