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Orthogonal polynomial approximations form the foundation to a set of well-established methods for uncertainty quantification known as polynomial chaos. These approximations deliver models for emulating physical systems in a variety of…

Computational Engineering, Finance, and Science · Computer Science 2022-03-23 Chun Yui Wong , Pranay Seshadri , Andrew B. Duncan , Ashley Scillitoe , Geoffrey Parks

Specifying a Bayesian prior is notoriously difficult for complex models such as neural networks. Reasoning about parameters is made challenging by the high-dimensionality and over-parameterization of the space. Priors that seem benign and…

Machine Learning · Statistics 2020-10-22 Eric Nalisnick , Jonathan Gordon , José Miguel Hernández-Lobato

Nonparametric Bayesian approaches based on Gaussian processes have recently become popular in the empirical learning community. They encompass many classical methods of statistics, like Radial Basis Functions or various splines, and are…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

In this paper, we propose a numerical approach for solving composite primal-dual monotone inclusions with a priori information. The underlying a priori information set is represented by the intersection of fixed point sets of a finite…

Optimization and Control · Mathematics 2020-11-06 Luis Briceño-Arias , Julio Deride , Cristian Vega

There are three principle paradigms of statistical inference: (i) Bayesian, (ii) information-based and (iii) frequentist inference. We describe an objective prior (the weighting or $w$-prior) which unifies objective Bayes and…

Machine Learning · Statistics 2015-06-26 Colin H. LaMont , Paul A. Wiggins

Prior specification for nonparametric Bayesian inference involves the difficult task of quantifying prior knowledge about a parameter of high, often infinite, dimension. Realistically, a statistician is unlikely to have informed opinions…

Methodology · Statistics 2012-05-01 David C. Kessler , Peter D. Hoff , David B. Dunson

A nonparametric Bayesian approach is developed to determine quantum potentials from empirical data for quantum systems at finite temperature. The approach combines the likelihood model of quantum mechanics with a priori information over…

Statistical Mechanics · Physics 2009-10-31 J. C. Lemm , J. Uhlig , A. Weiguny

We present an information-theoretic interpretation of quantum formalism based on a Bayesian framework and devoid of any extra axiom or principle. Quantum information is construed as a technique for analyzing a logical system subject to…

Information Theory · Computer Science 2020-12-01 Michel Feldmann

Bayesian inference requires specification of a single, precise prior distribution, whereas frequentist inference only accommodates a vacuous prior. Since virtually every real-world application falls somewhere in between these two extremes,…

Methodology · Statistics 2023-09-26 Ryan Martin

Between Bayesian and frequentist inference, it's commonly believed that the former is for cases where one has a prior and the latter is for cases where one has no prior. But the prior/no-prior classification isn't exhaustive, and most…

Statistics Theory · Mathematics 2022-11-29 Ryan Martin

Dynamical system state estimation and parameter calibration problems are ubiquitous across science and engineering. Bayesian approaches to the problem are the gold standard as they allow for the quantification of uncertainties and enable…

Data Analysis, Statistics and Probability · Physics 2024-11-12 Kairui Hao , Ilias Bilionis

One goal in Bayesian machine learning is to encode prior knowledge into prior distributions, to model data efficiently. We consider prior knowledge from systems of linear partial differential equations together with their boundary…

Machine Learning · Computer Science 2021-02-16 Markus Lange-Hegermann

In Bayesian statistics, one's prior beliefs about underlying model parameters are revised with the information content of observed data from which, using Bayes' rule, a posterior belief is obtained. A non-trivial example taken from the…

High Energy Physics - Phenomenology · Physics 2007-05-23 J. Charles , A. Hocker , H. Lacker , F. R. Le Diberder , S. T'Jampens

Given the precision of current neutrino data, priors still impact noticeably the constraints on neutrino masses and their hierarchy. To avoid our understanding of neutrinos being driven by prior assumptions, we construct a prior that is…

Cosmology and Nongalactic Astrophysics · Physics 2018-05-02 Alan F. Heavens , Elena Sellentin

When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. In the…

Methodology · Statistics 2020-05-13 Ilja Klebanov , Alexander Sikorski , Christof Schütte , Susanna Röblitz

A suitable unified statistical formulation of quantum and classical mechanics in a *-algebraic setting leads us to conclude that information itself is noncommutative in quantum mechanics. Specifically we refer here to an observer's…

Quantum Physics · Physics 2018-07-02 Rocco Duvenhage

Bayesian neural networks (BNNs) can account for both aleatoric and epistemic uncertainty. However, in BNNs the priors are often specified over the weights which rarely reflects true prior knowledge in large and complex neural network…

Machine Learning · Computer Science 2023-01-25 Vishnu Raj , Tianyu Cui , Markus Heinonen , Pekka Marttinen

We are interested in the estimation and prediction of a parametric model on a short dataset upon which it is expected to overfit and perform badly. To overcome the lack of data (relatively to the dimension of the model) we propose the…

Applications · Statistics 2014-03-26 Tristan Launay , Anne Philippe , Sophie Lamarche

We propose an interdisciplinary framework that combines Bayesian predictive inference, a well-established tool in Machine Learning, with Formal Methods rooted in the computer science community. Bayesian predictive inference allows for…

Computation · Statistics 2025-08-21 Laura Vana , Ennio Visconti , Laura Nenzi , Annalisa Cadonna , Gregor Kastner

We introduce a computational efficient data-driven framework suitable for quantifying the uncertainty in physical parameters and model formulation of computer models, represented by differential equations. We construct physics-informed…

Machine Learning · Statistics 2023-02-01 Michail Spitieris , Ingelin Steinsland
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