相关论文: An Importance Sampling Algorithm Based on Evidence…

The unmatched ability of Deep Neural Networks in capturing complex patterns in large and noisy datasets is often associated with their large hypothesis space, and consequently to the vast amount of parameters that characterize model…

We present a subset selection algorithm designed to work with arbitrary model families in a practical batch setting. In such a setting, an algorithm can sample examples one at a time but, in order to limit overhead costs, is only able to…

Importance sampling is a popular method for efficient computation of various properties of a distribution such as probabilities, expectations, quantiles etc. The output of an importance sampling algorithm can be represented as a weighted…

We propose a novel information-theoretic approach for Bayesian optimization called Predictive Entropy Search (PES). At each iteration, PES selects the next evaluation point that maximizes the expected information gained with respect to the…

This paper surveys some well-established approaches on the approximation of Bayes factors used in Bayesian model choice, mostly as covered in Chen et al. (2000). Our focus here is on methods that are based on importance sampling strategies…

Affordances are a fundamental concept in robotics since they relate available actions for an agent depending on its sensory-motor capabilities and the environment. We present a novel Bayesian deep network to detect affordances in images, at…

Purpose: Machine learning is broadly used for clinical data analysis. Before training a model, a machine learning algorithm must be selected. Also, the values of one or more model parameters termed hyper-parameters must be set. Selecting…

Bayesian analysis plays a crucial role in estimating distribution of unknown parameters for given data and model. Due to the curse of dimensionality, it becomes difficult for high-dimensional problems, especially when multiple modes exist.…

We consider the problem of diagnosing faults in a system represented by a Bayesian network, where diagnosis corresponds to recovering the most likely state of unobserved nodes given the outcomes of tests (observed nodes). Finding an optimal…

Importance sampling (IS) is an efficient stand-in for model refitting in performing (LOO) cross-validation (CV) on a Bayesian model. IS inverts the Bayesian update for a single observation by reweighting posterior samples. The so-called…

Driven by applications in telecommunication networks, we explore the simulation task of estimating rare event probabilities for tandem queues in their steady state. Existing literature has recognized that importance sampling methods can be…

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

The Adaptive Multiple Importance Sampling (AMIS) algorithm is aimed at an optimal recycling of past simulations in an iterated importance sampling scheme. The difference with earlier adaptive importance sampling implementations like…

This article presents new methodology for sample-based Bayesian inference when data are partitioned and communication between the parts is expensive, as arises by necessity in the context of "big data" or by choice in order to take…

Independence-based (IB) assignments to Bayesian belief networks were originally proposed as abductive explanations. IB assignments assign fewer variables in abductive explanations than do schemes assigning values to all evidentially…

Importance sampling is a popular technique in Bayesian inference: by reweighting samples drawn from a proposal distribution we are able to obtain samples and moment estimates from a Bayesian posterior over latent variables. Recent work,…

Bayesian inference under a set of priors, called robust Bayesian analysis, allows for estimation of parameters within a model and quantification of epistemic uncertainty in quantities of interest by bounded (or imprecise) probability.…

Recent advances in Markov chain Monte Carlo (MCMC) extend the scope of Bayesian inference to models for which the likelihood function is intractable. Although these developments allow us to estimate model parameters, other basic problems…

Estimating failure probability is a key task in the field of uncertainty quantification. In this domain, importance sampling has proven to be an effective estimation strategy; however, its efficiency heavily depends on the choice of the…

We consider Bayesian linear regression with sparsity-inducing prior and design efficient sampling algorithms leveraging posterior contraction properties. A quasi-likelihood with Gaussian spike-and-slab (that is favorable both statistically…