相关论文: Posterior risk of modular and semi-modular Bayesia…

Bayesian posterior distributions naturally represent parameter uncertainty informed by data. However, when the parameter space is complex, as in many nonparametric settings where it is infinite-dimensional or combinatorially large, standard…

We introduce scalable algorithms for online learning of neural network parameters and Bayesian sequential decision making. Unlike classical Bayesian neural networks, which induce predictive uncertainty through a posterior over model…

Implicit stochastic models, where the data-generation distribution is intractable but sampling is possible, are ubiquitous in the natural sciences. The models typically have free parameters that need to be inferred from data collected in…

This paper considers the use of a simple posterior sampling algorithm to balance between exploration and exploitation when learning to optimize actions such as in multi-armed bandit problems. The algorithm, also known as Thompson Sampling,…

When interpreting A/B tests, we typically focus only on the statistically significant results and take them by face value. This practice, termed post-selection inference in the statistical literature, may negatively affect both point…

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

Bayesian inference is often implemented using approximations, which can yield interval estimates that are too narrow, not fully capturing the uncertainty in the posterior distribution. We address the question of how to adjust these…

We develop scalable methods for producing conformal Bayesian predictive intervals with finite sample calibration guarantees. Bayesian posterior predictive distributions, $p(y \mid x)$, characterize subjective beliefs on outcomes of…

Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…

Predictions made by deep learning models are prone to data perturbations, adversarial attacks, and out-of-distribution inputs. To build a trusted AI system, it is therefore critical to accurately quantify the prediction uncertainties. While…

Bayesian inference is a powerful tool for combining information in complex settings, a task of increasing importance in modern applications. However, Bayesian inference with a flawed model can produce unreliable conclusions. This review…

We provide a general solution to a fundamental open problem in Bayesian inference, namely poor uncertainty quantification, from a frequency standpoint, of Bayesian methods in misspecified models. While existing solutions are based on…

Optimization constrained by high-fidelity computational models has potential for transformative impact. However, such optimization is frequently unattainable in practice due to the complexity and computational intensity of the model. An…

Learning a sequence of tasks without access to i.i.d. observations is a widely studied form of continual learning (CL) that remains challenging. In principle, Bayesian learning directly applies to this setting, since recursive and one-off…

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

We introduce a novel one-parameter variational objective that lower bounds the data evidence and enables the estimation of approximate fractional posteriors. We extend this framework to hierarchical construction and Bayes posteriors,…

Bayesian observer and actor models have provided normative explanations for many behavioral phenomena in perception, sensorimotor control, and other areas of cognitive science and neuroscience. They attribute behavioral variability and…

We empirically show that Bayesian inference can be inconsistent under misspecification in simple linear regression problems, both in a model averaging/selection and in a Bayesian ridge regression setting. We use the standard linear model,…

Recursive Bayesian inference, in which posterior beliefs are updated in light of accumulating data, is a tool for implementing Bayesian models in applications with streaming and/or very large data sets. As the posterior of one iteration…

Given a supervised machine learning problem where the training set has been subject to a known sampling bias, how can a model be trained to fit the original dataset? We achieve this through the Bayesian inference framework by altering the…