相关论文: A Monte-Carlo Algorithm for Dempster-Shafer Belief

To this day, a variety of approaches for providing local interpretability of black-box machine learning models have been introduced. Unfortunately, all of these methods suffer from one or more of the following deficiencies: They are either…

Stochastic reaction network models are often used to explain and predict the dynamics of gene regulation in single cells. These models usually involve several parameters, such as the kinetic rates of chemical reactions, that are not…

Combining evidence from different sources can be achieved with Bayesian or Dempster-Shafer methods. The first requires an estimate of the priors and likelihoods while the second only needs an estimate of the posterior probabilities and…

In this paper, we present a Model-Based Reinforcement Learning (MBRL) algorithm named \emph{Monte Carlo Probabilistic Inference for Learning COntrol} (MC-PILCO). The algorithm relies on Gaussian Processes (GPs) to model the system dynamics…

The problem of combining beliefs in the Dempster-Shafer belief theory has attracted considerable attention over the last two decades. The classical Dempster's Rule has often been criticised, and many alternative rules for belief combination…

This paper will focus on the process of 'fusing' several observations or models of uncertainty into a single resultant model. Many existing approaches to fusion use subjective quantities such as 'strengths of belief' and process these…

In this article we present two ways of structuring bodies of evidence, which allow us to reduce the complexity of the operations usually performed in the framework of evidence theory. The first structure just partitions the focal elements…

Approximate inference in probabilistic graphical models (PGMs) can be grouped into deterministic methods and Monte-Carlo-based methods. The former can often provide accurate and rapid inferences, but are typically associated with biases…

Models of stochastic processes are widely used in almost all fields of science. Theory validation, parameter estimation, and prediction all require model calibration and statistical inference using data. However, data are almost always…

Inferential models (IMs) offer prior-free, Bayesian-like posterior degrees of belief designed for statistical inference, which feature a frequentist-like calibration property that ensures reliability of said inferences. The catch is that…

We consider a deterministic game with alternate moves and complete information, of which the issue is always the victory of one of the two opponents. We assume that this game is the realization of a random model enjoying some independence…

When reasoning with uncertainty there are many situations where evidences are not only uncertain but their propositions may also be weakly specified in the sense that it may not be certain to which event a proposition is referring. It is…

This article presents an algorithm that generates a conservative confidence interval of a specified length and coverage probability for the power of a Monte Carlo test (such as a bootstrap or permutation test). It is the first method that…

A new method for multinomial inference is proposed by representing the cell probabilities as unordered segments on the unit interval and following Dempster-Shafer (DS) theory. The resulting DS posterior is then strengthened to improve…

Markov chain model is widely applied in many fields, especially the field of prediction. The classical Discrete-time Markov chain(DTMC) is a widely used method for prediction. However, the classical DTMC model has some limitation when the…

In the following article we consider approximate Bayesian computation (ABC) inference. We introduce a method for numerically approximating ABC posteriors using the multilevel Monte Carlo (MLMC). A sequential Monte Carlo version of the…

A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…

Probabilistic prediction of sequences from images and other high-dimensional data is a key challenge, particularly in risk-sensitive applications. In these settings, it is often desirable to quantify the uncertainty associated with the…

We propose a minimal generalization of the celebrated Markov-Chain Monte Carlo algorithm which allows for an arbitrary number of configurations to be visited at every Monte Carlo step. This is advantageous when a parallel computing machine…

It is shown that superefficient Monte Carlo computations can be carried out by using chaotic dynamical systems as non-uniform random-number generators. Here superefficiency means that the expectation value of the square of the error…