Related papers: Sequential Bayesian inference with correlated heav…
The problem of sequentially maximizing the expectation of a function seeks to maximize the expected value of a function of interest without having direct control on its features. Instead, the distribution of such features depends on a given…
Causal inference can be formalized as Bayesian inference that combines a prior distribution over causal models and likelihoods that account for both observations and interventions. We show that it is possible to implement this approach…
Databases often contain corrupted, degraded, and noisy data with duplicate entries across and within each database. Such problems arise in citations, medical databases, genetics, human rights databases, and a variety of other applied…
Bayesian analyses require that all variable model parameters are given a prior probability distribution. This can pose a challenge for analyses where multiple experiments are combined if these experiments use different parametrisations for…
Causal inference has recently gained notable attention across various fields like biology, healthcare, and environmental science, especially within explainable artificial intelligence (xAI) systems, for uncovering the causal relationships…
A Bayesian pseudocoreset is a compact synthetic dataset summarizing essential information of a large-scale dataset and thus can be used as a proxy dataset for scalable Bayesian inference. Typically, a Bayesian pseudocoreset is constructed…
Bayesian models provide recursive inference naturally because they can formally reconcile new data and existing scientific information. However, popular use of Bayesian methods often avoids priors that are based on exact posterior…
In many scenarios, the observational data needed for causal inferences are spread over two data files. In particular, we consider scenarios where one file includes covariates and the treatment measured on one set of individuals, and a…
Bayesian inference, while foundational to probabilistic reasoning, is often hampered by the computational intractability of posterior distributions, particularly through the challenging evidence integral. Conventional approaches like Markov…
Bayes factors for composite hypotheses have difficulty in encoding vague prior knowledge, as improper priors cannot be used and objective priors may be subjectively unreasonable. To address these issues I revisit the posterior Bayes factor,…
Sequential probabilistic inference from streaming observations requires modeling distributions over future trajectories as new observations arrive. Although diffusion and flow-matching models are effective at capturing high-dimensional,…
Fuzzy data, prevalent in social sciences and other fields, capture uncertainties arising from subjective evaluations and measurement imprecision. Despite significant advancements in fuzzy statistics, a unified inferential regression-based…
Much is now known about the consistency of Bayesian updating on infinite-dimensional parameter spaces with independent or Markovian data. Necessary conditions for consistency include the prior putting enough weight on the correct…
Causal discovery is to learn cause-effect relationships among variables given observational data and is important for many applications. Existing causal discovery methods assume data sufficiency, which may not be the case in many real world…
Modern machine learning applications should be able to address the intrinsic challenges arising over inference on massive real-world datasets, including scalability and robustness to outliers. Despite the multiple benefits of Bayesian…
The use of synthetic data to deidentify data and to improve predictive models is well-attested to. The augmentation of datasets using synthetically generated data is an alluring proposition: in the best case, it generates realistic data…
Causal knowledge is vital for effective reasoning in science, as causal relations, unlike correlations, allow one to reason about the outcomes of interventions. Algorithms that can discover causal relations from observational data are based…
Bayesian inference has theoretical attractions as a principled framework for reasoning about beliefs. However, the motivations of Bayesian inference which claim it to be the only 'rational' kind of reasoning do not apply in practice. They…
We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…
The assumption that data samples are independent and identically distributed (iid) is standard in many areas of statistics and machine learning. Nevertheless, in some settings, such as social networks, infectious disease modeling, and…