Related papers: Data Distribution Valuation Using Generalized Baye…
Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…
We consider Bayesian optimization of the output of a network of functions, where each function takes as input the output of its parent nodes, and where the network takes significant time to evaluate. Such problems arise, for example, in…
Since the turn of the century, approximate Bayesian inference has steadily evolved as new computational techniques have been incorporated to handle increasingly complex and large-scale predictive problems. The recent success of deep neural…
We introduce a comprehensive Bayesian multivariate predictive inference framework. The basis for our framework is a hierarchical Bayesian model, that is a mixture of finite Polya trees corresponding to multiple dyadic partitions of the unit…
We derive a novel generative model from iterative Gaussian posterior inference. By treating the generated sample as an unknown variable, we can formulate the sampling process in the language of Bayesian probability. Our model uses a…
Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These…
This work presents a distributed estimation algorithm that efficiently uses the available communication resources. The approach is based on Bayesian filtering that is distributed across a network by using the logarithmic opinion pool…
Meta-analysis aims to generalize results from multiple related statistical analyses through a combined analysis. While the natural outcome of a Bayesian study is a posterior distribution, traditional Bayesian meta-analyses proceed by…
Bayesian posterior inference is prevalent in various machine learning problems. Variational inference provides one way to approximate the posterior distribution, however its expressive power is limited and so is the accuracy of resulting…
This article expands the framework of Bayesian inference and provides direct probabilistic methods for approaching inference tasks that are typically handled with information theory. We treat Bayesian probability updating as a random…
We present a Bayesian methodology for infinite as well as finite dimensional parameter identification for partial differential equation models. The Bayesian framework provides a rigorous mathematical framework for incorporating prior…
Unnormalized (or energy-based) models provide a flexible framework for capturing the characteristics of data with complex dependency structures. However, the application of standard Bayesian inference methods has been severely limited…
The recent decades have seen a surge of interests in distributed computing. Existing work focus primarily on either distributed computing platforms, data query tools, or, algorithms to divide big data and conquer at individual machines etc.…
The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and fit…
Parametric Bayesian modeling offers a powerful and flexible toolbox for machine learning. Yet the model, however detailed, may still be wrong, and this can make inferences untrustworthy. In this paper we introduce a new class of…
We consider the problem of quantitatively evaluating missing value imputation algorithms. Given a dataset with missing values and a choice of several imputation algorithms to fill them in, there is currently no principled way to rank the…
We present a new approach for inference in Bayesian networks, which is mainly based on partial differentiation. According to this approach, one compiles a Bayesian network into a multivariate polynomial and then computes the partial…
While a typical supervised learning framework assumes that the inputs and the outputs are measured at the same levels of granularity, many applications, including global mapping of disease, only have access to outputs at a much coarser…
Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…
We introduce a novel and scalable Bayesian framework for multivariate-density-density regression (DDR), designed to model relationships between multivariate distributions. Our approach addresses the critical issue of distributions residing…