相关论文: Horseshoe shrinkage methods for Bayesian fusion es…

In this paper we develop a dynamic form of Bayesian optimization for machine learning models with the goal of rapidly finding good hyperparameter settings. Our method uses the partial information gained during the training of a machine…

This work introduces a novel and efficient Bayesian federated learning algorithm, namely, the Federated Averaging stochastic Hamiltonian Monte Carlo (FA-HMC), for parameter estimation and uncertainty quantification. We establish rigorous…

Scientific machine learning has been successfully applied to inverse problems and PDE discovery in computational physics. One caveat concerning current methods is the need for large amounts of ("clean") data, in order to characterize the…

Since the turn of the century, approximate Bayesian inference has steadily evolved as new computational techniques have been incorporated to handle increasingly complex and large-scale predictive problems. The recent success of deep neural…

We study the problem of estimating the mode and maximum of an unknown regression function in the presence of noise. We adopt the Bayesian approach by using tensor-product B-splines and endowing the coefficients with Gaussian priors. In the…

This work proposes $\mu$GUIDE: a general Bayesian framework to estimate posterior distributions of tissue microstructure parameters from any given biophysical model or MRI signal representation, with exemplar demonstration in…

Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…

In this paper we introduce a method for significantly improving the signal to noise ratio in financial data. The approach relies on combining a target variable with different context variables and use auto-encoders (AEs) to learn…

We introduce BLAST, Bayesian Linear regression with Adaptive Shrinkage for Transfer, a Bayesian multi-source transfer learning framework for high-dimensional linear regression. The proposed analytical framework leverages global-local…

Hyperparameter tuning is a challenging problem especially when the system itself involves uncertainty. Due to noisy function evaluations, optimization under uncertainty can be computationally expensive. In this paper, we present a novel…

We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during…

We present a principled Bayesian framework for signal reconstruction, in which the signal is modelled by basis functions whose number (and form, if required) is determined by the data themselves. This approach is based on a Bayesian…

We propose Bayesian Univariate-Guided Sparse Regression (BUGS), a novel global-local shrinkage framework that incorporates marginal association information directly into the prior through a continuous modulation of shrinkage. Unlike…

Variational inference provides approximations to the computationally intractable posterior distribution in Bayesian networks. A prominent medical application of noisy-or Bayesian network is to infer potential diseases given observed…

Heteroscedastic regression models a Gaussian variable's mean and variance as a function of covariates. Parametric methods that employ neural networks for these parameter maps can capture complex relationships in the data. Yet, optimizing…

Natural images are often affected by random noise and image denoising has long been a central topic in Computer Vision. Many algorithms have been introduced to remove the noise from the natural images, such as Gaussian, Wiener filtering and…

Sparse regression problems, where the goal is to identify a small set of relevant predictors, often require modeling not only main effects but also meaningful interactions through other variables. While the pliable lasso has emerged as a…

We formulate a discrete-time Bayesian stochastic volatility model for high-frequency stock-market data that directly accounts for microstructure noise, and outline a Markov chain Monte Carlo algorithm for parameter estimation. The methods…

Beyond the generally deployed features for microstructure property prediction this study aims to improve the machine learned prediction by developing novel feature descriptors. Therefore, Bayesian infused data mining is conducted to acquire…

This work proposes a learning-based statistical refinement method for improving the denoising results of a given denoiser without knowing the precise noise distribution or accessing clean images or calibration data. While there are many…