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This study investigates Bayesian ensemble learning for improving the quality of decision-making. We consider a decision-maker who selects an action from a set of candidates based on a policy trained using observations. In our setting, we…

Generalized linear regressions, such as logistic regressions or Poisson regressions, are long-studied regression analysis approaches, and their applications are widely employed in various classification problems. Our study considers a…

In recent times, neural networks have become a powerful tool for the analysis of complex and abstract data models. However, their introduction intrinsically increases our uncertainty about which features of the analysis are model-related…

Aggregating multiple learners through an ensemble of models aim to make better predictions by capturing the underlying distribution of the data more accurately. Different ensembling methods, such as bagging, boosting, and stacking/blending,…

Bayesian Optimization is methodology used in statistical modelling that utilizes a Gaussian process prior distribution to iteratively update a posterior distribution towards the true distribution of the data. Finding unbiased informative…

Collaborative filtering or recommender systems use a database about user preferences to predict additional topics or products a new user might like. In this paper we describe several algorithms designed for this task, including techniques…

Bayes linear analysis and approximate Bayesian computation (ABC) are techniques commonly used in the Bayesian analysis of complex models. In this article we connect these ideas by demonstrating that regression-adjustment ABC algorithms…

Discovery of an accurate causal Bayesian network structure from observational data can be useful in many areas of science. Often the discoveries are made under uncertainty, which can be expressed as probabilities. To guide the use of such…

For many types of machine learning algorithms, one can compute the statistically `optimal' way to select training data. In this paper, we review how optimal data selection techniques have been used with feedforward neural networks. We then…

This paper considers the problem of sequential fusion of predictions from neural networks (NN) and fusion of predictions from multiple NN. This fusion strategy increases the robustness, i.e., reduces the impact of one incorrect…

Bayesian Neural Networks (BNNs) place priors over the parameters in a neural network. Inference in BNNs, however, is difficult; all inference methods for BNNs are approximate. In this work, we empirically compare the quality of predictive…

Statistical methods such as the Box-Jenkins method for time-series forecasting have been prominent since their development in 1970. Many researchers rely on such models as they can be efficiently estimated and also provide interpretability.…

Bayesian Networks (BNs) have become increasingly popular over the last few decades as a tool for reasoning under uncertainty in fields as diverse as medicine, biology, epidemiology, economics and the social sciences. This is especially true…

The generalized Gauss-Newton (GGN) approximation is often used to make practical Bayesian deep learning approaches scalable by replacing a second order derivative with a product of first order derivatives. In this paper we argue that the…

Combining forecasts from multiple experts often yields more accurate results than relying on a single expert. In this paper, we introduce a novel regularized ensemble method that extends the traditional linear opinion pool by leveraging…

The paper describes the use of Bayesian regression for building time series models and stacking different predictive models for time series. Using Bayesian regression for time series modeling with nonlinear trend was analyzed. This approach…

We examine the problem of making reconciled forecasts of large collections of related time series through a behavioural/Bayesian lens. Our approach explicitly acknowledges and exploits the 'connectedness' of the series in terms of…

Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not…

We propose a unified, yet simple to code, non-conjugate variational Bayes algorithm for posterior approximation of generic Bayesian generalized mixed effect models. Specifically, we consider regression models identified by a linear…

We combine Bayesian networks (BNs) and structural reliability methods (SRMs) to create a new computational framework, termed enhanced Bayesian network (eBN), for reliability and risk analysis of engineering structures and infrastructure.…