相关论文: Targeting Bayes factors with direct-path non-equil…
We describe a method for Bayesian optimization by which one may incorporate data from multiple systems whose quantitative interrelationships are unknown a priori. All general (nonreal-valued) features of the systems are associated with…
Bayesian inverse problems use data to update a prior probability distribution on uncertain parameter values to a posterior distribution. Such problems arise in many structural engineering applications, but computational solution of Bayesian…
Thermodynamics with internal variables is a common approach in continuum mechanics to model inelastic (i.e., non-equilibrium) material behavior. While this approach is computationally and theoretically attractive, it currently lacks a…
Empirical Bayes inference is based on estimation of the parameters of an a priori distribution from the observed data. The estimation technique of the parameters of the prior, called hyperparameters, is based on the marginal distribution…
Integration against a probability distribution given its unnormalized density is a central task in Bayesian inference and other fields. We introduce new methods for approximating such expectations with a small set of weighted samples --…
With the advent of GPU-assisted hardware and maturing high-efficiency software platforms such as TensorFlow and PyTorch, Bayesian posterior sampling for neural networks becomes plausible. In this article we discuss Bayesian parametrization…
Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…
Computer models play a crucial role in numerous scientific and engineering domains. To ensure the accuracy of simulations, it is essential to properly calibrate the input parameters of these models through statistical inference. While…
Bayesian Non-negative Matrix Factorization (NMF) is a promising approach for understanding uncertainty and structure in matrix data. However, a large volume of applied work optimizes traditional non-Bayesian NMF objectives that fail to…
Generalized Bayesian Inference (GBI) tempers a loss with a temperature $\beta > 0$ to mitigate overconfidence and improve robustness under model misspecification, but existing GBI methods typically rely on costly MCMC or SDE-based samplers…
A minimal requirement for simulating multi-scale systems is to reproduce the statistical behavior of the slow variables. In particular, a good numerical method should accurately aproximate the probability density function of the…
Low-order thermoacoustic models are qualitatively correct, but they are typically quantitatively inaccurate. We propose a time-domain bias-aware method to make qualitatively low--order models quantitatively (more) accurate. First, we…
We present Posterior Temperature Optimized Bayesian Inverse Models (POTOBIM), an unsupervised Bayesian approach to inverse problems in medical imaging using mean-field variational inference with a fully tempered posterior. Bayesian methods…
Particle smoothing methods are used for inference of stochastic processes based on noisy observations. Typically, the estimation of the marginal posterior distribution given all observations is cumbersome and computational intensive. In…
We introduce a flexible, scalable Bayesian inference framework for nonlinear dynamical systems characterised by distinct and hierarchical variability at the individual, group, and population levels. Our model class is a generalisation of…
Gathering labeled data to train well-performing machine learning models is one of the critical challenges in many applications. Active learning aims at reducing the labeling costs by an efficient and effective allocation of costly labeling…
Integrative analyses based on statistically relevant associations between genomics and a wealth of intermediary phenotypes (such as imaging) provide vital insights into their clinical relevance in terms of the disease mechanisms. Estimates…
The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…
In this thesis we deal with two different topics. In the first half we investigate how the Bayesian formalism can be introduced into the problem of quantum thermometry -- a field which exploits the high level of control in coherent devices…
In this paper, we study the trade-offs of different inference approaches for Bayesian matrix factorisation methods, which are commonly used for predicting missing values, and for finding patterns in the data. In particular, we consider…