相关论文: Bayesian aggregation of two forecasts in the parti…

One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity…

We consider the setting of sequential prediction of arbitrary sequences based on specialized experts. We first provide a review of the relevant literature and present two theoretical contributions: a general analysis of the specialist…

Predicting the winner of an election is of importance to multiple stakeholders. To formulate the problem, we consider an independent sequence of categorical data with a finite number of possible outcomes in each. The data is assumed to be…

We present a very simple yet powerful generalization of a previously described model and algorithm for estimation of multiple dipoles from magneto/electro-encephalographic data. Specifically, the generalization consists in the introduction…

Gravitational wave Bayesian parameter inference involves repeated comparisons of GW data to generic candidate predictions. Even with algorithmically efficient methods like RIFT or reduced-order quadrature, the time needed to perform these…

Gaussian processes (GPs) are flexible distributions over functions that enable high-level assumptions about unknown functions to be encoded in a parsimonious, flexible and general way. Although elegant, the application of GPs is limited by…

In a recent paper [Phys. Rev. Lett. 111, 100501 (2013)], a scheme was proposed where subsequent observers can extract unambiguous information about the initial state of a qubit, with finite joint probability of success. Here, we generalize…

The problem is that of sequential probability forecasting for finite-valued time series. The data is generated by an unknown probability distribution over the space of all one-way infinite sequences. It is known that this measure belongs to…

I begin by summarizing key ideas of the paper under discussion. Then I will talk about a graphical modeling perspective, posterior contraction rates and alternative methods of aggregation. Moreover, I will also discuss possible applications…

We develop an algebraic framework for sequential data assimilation of partially observed dynamical systems. In this framework, Bayesian data assimilation is embedded in a non-abelian operator algebra, which provides a representation of…

Predicting the outcomes of future events is a challenging problem for which a variety of solution methods have been explored and attempted. We present an empirical comparison of a variety of online and offline adaptive algorithms for…

Scientists often express their understanding of the world through a computationally demanding simulation program. Analyzing the posterior distribution of the parameters given observations (the inverse problem) can be extremely challenging.…

In this paper, we introduce a novel theoretical framework for Gaussian process regression error analysis, leveraging a function-space decomposition. Based on this framework, we develop a weighted Jacobi iterative method that utilizes…

Bayesian Optimization is methodology used in statistical modelling that utilizes a Gaussian process prior distribution to iteratively update a posterior distribution towards the true distribution of the data. Finding unbiased informative…

Optimality results for two outstanding Bayesian estimation problems are given in this paper: the estimation of the sampling distribution for the squared total variation function and the estimation of the density for the $L^1$-squared loss…

A key challenge in spatial statistics is the analysis for massive spatially-referenced data sets. Such analyses often proceed from Gaussian process specifications that can produce rich and robust inference, but involve dense covariance…

We formulate meta learning using information theoretic concepts; namely, mutual information and the information bottleneck. The idea is to learn a stochastic representation or encoding of the task description, given by a training set, that…

We propose an aggregated random-field model, and investigate the scaling limits of the aggregated partial-sum random fields. In our model, each copy of the random field in the aggregation is built from two correlated one-dimensional random…

Often, when solving forward, inverse or data assimilation problems, only a part of the solution is needed. As a model, we consider the stationary diffusion problem. We demonstrate an algorithm that can compute only a part or a functional of…

Sparse variational Gaussian process (SVGP) methods are a common choice for non-conjugate Gaussian process inference because of their computational benefits. In this paper, we improve their computational efficiency by using a dual…