相关论文: Laplace's rule of succession in information geomet…

After Bayes, the oldest Bayesian account of enumerative induction is given by Laplace's so-called rule of succession: if all $n$ observed instances of a phenomenon to date exhibit a given character, the probability that the next instance of…

Laplace's method, a family of asymptotic methods used to approximate integrals, is presented as a potential candidate for the tool box of techniques used for knowledge acquisition and probabilistic inference in belief networks with…

Bayesian parameter inference depends on a choice of prior probability distribution for the parameters in question. The prior which makes the posterior distribution maximally sensitive to data is called the Jeffreys prior, and it is…

A method for sequential inference of the fixed parameters of a dynamic latent Gaussian models is proposed and evaluated that is based on the iterated Laplace approximation. The method provides a useful trade-off between computational…

In Bayesian inference, making deductions about a parameter of interest requires one to sample from or compute an integral against a posterior distribution. A popular method to make these computations cheaper in high-dimensional settings is…

While learning the maximum likelihood value of parameters of an undirected graphical model is hard, modelling the posterior distribution over parameters given data is harder. Yet, undirected models are ubiquitous in computer vision and text…

Bayesian methods are increasingly applied in these days in the theory and practice of statistics. Any Bayesian inference depends on a likelihood and a prior. Ideally one would like to elicit a prior from related sources of information or…

Laplace's method approximates a target density with a Gaussian distribution at its mode. It is computationally efficient and asymptotically exact for Bayesian inference due to the Bernstein-von Mises theorem, but for complex targets and…

A Bayesian inference method for problems with small samples and sparse data is presented in this paper. A general type of prior ($\propto 1/\sigma^{q}$) is proposed to formulate the Bayesian posterior for inference problems under small…

It is shown that a consistent application of Bayesian updating from a prior probability density to a posterior using evidence in the form of expectation constraints leads to exactly the same results as the application of the maximum entropy…

In this article, we develop a semiparametric Bayesian estimation and model selection approach for partially linear additive models in conditional quantile regression. The asymmetric Laplace distribution provides a mechanism for Bayesian…

The Rician distribution, a well-known statistical distribution frequently encountered in fields like magnetic resonance imaging and wireless communications, is particularly useful for describing many real phenomena such as signal process…

We consider Bayesian variable selection in sparse high-dimensional regression, where the number of covariates $p$ may be large relative to the samples size $n$, but at most a moderate number $q$ of covariates are active. Specifically, we…

The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…

Classification approaches based on the direct estimation and analysis of posterior probabilities will degrade if the original class priors begin to change. We prove that a unique (up to scale) solution is possible to recover the data…

Bayes' theorem incorporates distinct types of information through the likelihood and prior. Direct observations of state variables enter the likelihood and modify posterior probabilities through consistent updating. Information in terms of…

The Laplace approximation has been one of the workhorses of Bayesian inference. It often delivers good approximations in practice despite the fact that it does not strictly take into account where the volume of posterior density lies.…

Using an asymmetric Laplace distribution, which provides a mechanism for Bayesian inference of quantile regression models, we develop a fully Bayesian approach to fitting single-index models in conditional quantile regression. In this work,…

Using a hierarchical construction, we develop methods for a wide and flexible class of models by taking a fully parametric approach to generalized linear mixed models with complex covariance dependence. The Laplace approximation is used to…

Bayesian Neural Networks provide a principled framework for uncertainty quantification by modeling the posterior distribution of network parameters. However, exact posterior inference is computationally intractable, and widely used…