English
Related papers

Related papers: Bayesian Entropic Inverse Theory Approach to Impli…

200 papers

This paper is concerned with inverse acoustic scattering problem of inferring the position and shape of a sound-soft obstacle from phaseless far-field data. We propose the Bayesian approach to recover sound-soft disks, line cracks and…

Numerical Analysis · Mathematics 2021-07-28 Zhipeng Yang , Xinping Gui , Ju Ming , Guanghui Hu

We consider distributed estimation of a Gaussian source in a heterogenous bandwidth constrained sensor network, where the source is corrupted by independent multiplicative and additive observation noises, with incomplete statistical…

Information Theory · Computer Science 2018-05-23 Alireza Sani , Azadeh Vosoughi

Max-value entropy search (MES) is one of the state-of-the-art approaches in Bayesian optimization (BO). In this paper, we propose a novel variant of MES for constrained problems, called Constrained MES via Information lower BOund…

Machine Learning · Computer Science 2023-02-21 Shion Takeno , Tomoyuki Tamura , Kazuki Shitara , Masayuki Karasuyama

Bayesian inference allows the transparent communication of uncertainty in material flow analyses (MFAs), and a systematic update of uncertainty as new data become available. However, the method is undermined by the difficultly of defining…

Applications · Statistics 2024-03-28 Jiayuan Dong , Jiankan Liao , Xun Huan , Daniel Cooper

Inverse scattering problems have many important applications. In this paper, given limited aperture data, we propose a Bayesian method for the inverse acoustic scattering to reconstruct the shape of an obstacle. The inverse problem is…

Analysis of PDEs · Mathematics 2019-05-30 Zhaoxiang Li , Zhiliang Deng , Jiguang Sun

We introduce the entropic measure transform (EMT) problem for a general process and prove the existence of a unique optimal measure characterizing the solution. The density process of the optimal measure is characterized using a…

Mathematical Finance · Quantitative Finance 2019-02-22 Renjie Wang , Cody Hyndman , Anastasis Kratsios

We consider the problem of robust optimization within the well-established Bayesian optimization (BO) framework. While BO is intrinsically robust to noisy evaluations of the objective function, standard approaches do not consider the case…

Low-rank matrix completion is a widely studied problem with many variants. Inductive matrix completion (IMC) incorporates row and column side information to significantly narrow the search space. Prior work falls into two regimes: methods…

Machine Learning · Statistics 2026-05-19 Yuepeng Yang , Cong Ma

Suppose that a compound Poisson process is observed discretely in time and assume that its jump distribution is supported on the set of natural numbers. In this paper we propose a non-parametric Bayesian approach to estimate the intensity…

Statistics Theory · Mathematics 2020-05-21 Shota Gugushvili , Ester Mariucci , Frank van der Meulen

Markov chain Monte Carlo (MCMC) methods remain the mainstay of Bayesian estimation of structural equation models (SEM), though they often incur a high computational cost. We present a bespoke approximate Bayesian approach to SEM, drawing on…

Methodology · Statistics 2026-05-20 Haziq Jamil , Håvard Rue

We develop an entropic framework to model the dynamics of stocks and European Options. Entropic inference is an inductive inference framework equipped with proper tools to handle situations where incomplete information is available. The…

Pricing of Securities · Quantitative Finance 2019-08-20 Mohammad Abedi , Daniel Bartolomeo

Problems of probabilistic inference and decision making under uncertainty commonly involve continuous random variables. Often these are discretized to a few points, to simplify assessments and computations. An alternative approximation is…

Artificial Intelligence · Computer Science 2013-03-08 William B. Poland , Ross D. Shachter

Various logit-adjusted parameterizations of the cross-entropy (CE) loss have been proposed as alternatives to weighted CE for training large models on label-imbalanced data far beyond the zero train error regime. The driving force behind…

Machine Learning · Computer Science 2023-03-15 Tina Behnia , Ganesh Ramachandra Kini , Vala Vakilian , Christos Thrampoulidis

The method of maximum entropy (ME) is extended to address the following problem: Once one accepts that the ME distribution is to be preferred over all others, the question is to what extent are distributions with lower entropy supposed to…

Mathematical Physics · Physics 2009-10-31 Ariel Caticha

A statistical model is said to be un-normalised when its likelihood function involves an intractable normalising constant. Two popular methods for parameter inference for these models are MC-MLE (Monte Carlo maximum likelihood estimation),…

Statistics Theory · Mathematics 2018-02-01 Lionel Riou-Durand , Nicolas Chopin

An evolutionary form of a generalized Bayesian update method, which is strictly derivative- free yet directed through an additive update term based purely on the statistical moments of the design variables, is proposed for nonlinear inverse…

Methodology · Statistics 2013-12-17 M Venugopal , D Roy , R M Vasu

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…

Computation · Statistics 2015-01-15 Brendon J. Brewer

Unknown constraints arise in many types of expensive black-box optimization problems. Several methods have been proposed recently for performing Bayesian optimization with constraints, based on the expected improvement (EI) heuristic.…

We propose a semiparametric Bayesian methodology for estimating the average treatment effect (ATE) within the potential outcomes framework using observational data with high-dimensional nuisance parameters. Our method introduces a Bayesian…

Methodology · Statistics 2025-11-21 Gözde Sert , Abhishek Chakrabortty , Anirban Bhattacharya

The problem of pricing Bermudan options using Monte Carlo and a nonparametric regression is considered. We derive optimal non-asymptotic bounds for a lower biased estimate based on the suboptimal stopping rule constructed using some…

Pricing of Securities · Quantitative Finance 2009-08-03 Denis Belomestny