相关论文: A General Space of Belief Updates for Model Misspe…

An agent is a misspecified Bayesian if she updates her belief using Bayes' rule given a subjective, possibly misspecified model of her signals. This paper shows that a belief sequence is consistent with misspecified Bayesian updating if and…

We propose a framework for general Bayesian inference. We argue that a valid update of a prior belief distribution to a posterior can be made for parameters which are connected to observations through a loss function rather than the…

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

This work considers Bayesian inference under misspecification for complex statistical models comprised of simpler submodels, referred to as modules, that are coupled together. Such ``multi-modular" models often arise when combining…

Large Language Models (LLMs) update their behavior in context, which can be viewed as a form of Bayesian inference. However, the structure of the latent hypothesis space over which this inference operates remains unclear. In this work, we…

The remarkable generalization performance of large-scale models has been challenging the conventional wisdom of the statistical learning theory. Although recent theoretical studies have shed light on this behavior in linear models and…

Bayesian latent space models offer a principled approach to network representation, but rely on correct specification of both geometry and link function. Real-world networks often violate these assumptions, exhibiting geometric mismatch and…

Standard Bayesian inference is known to be sensitive to model misspecification, leading to unreliable uncertainty quantification and poor predictive performance. However, finding generally applicable and computationally feasible methods for…

Virtually any model we use in machine learning to make predictions does not perfectly represent reality. So, most of the learning happens under model misspecification. In this work, we present a novel analysis of the generalization…

Modular Bayesian methods perform inference in models that are specified through a collection of coupled sub-models, known as modules. These modules often arise from modelling different data sources or from combining domain knowledge from…

Much is now known about the consistency of Bayesian updating on infinite-dimensional parameter spaces with independent or Markovian data. Necessary conditions for consistency include the prior putting enough weight on the correct…

A stream of algorithmic advances has steadily increased the popularity of the Bayesian approach as an inference paradigm, both from the theoretical and applied perspective. Even with apparent successes in numerous application fields, a…

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…

Linear programming is widely used for decision-making in science, engineering, and operations research, yet in many modern applications the coefficients entering the constraints and objective are not known exactly and must be learned from…

Bayesian deep learning all too often underfits so that the Bayesian prediction is less accurate than a simple point estimate. Uncertainty quantification then comes at the cost of accuracy. For linearized models, the null space of the…

Modern neural networks have proven to be powerful function approximators, providing state-of-the-art performance in a multitude of applications. They however fall short in their ability to quantify confidence in their predictions - this is…

Bayesian model selection is premised on the assumption that the data are generated from one of the postulated models. However, in many applications, all of these models are incorrect (that is, there is misspecification). When the models are…

Recent advances in probabilistic deep learning enable efficient amortized Bayesian inference in settings where the likelihood function is only implicitly defined by a simulation program (simulation-based inference; SBI). But how faithful is…

We present an algorithmic solution to the problem of incremental belief updating in the context of Monte Carlo inference in Bayesian statistical models represented by probabilistic programs. Given a model and a sample-approximated…

Recent developments show that Multiply Sectioned Bayesian Networks (MSBNs) can be used for diagnosis of natural systems as well as for model-based diagnosis of artificial systems. They can be applied to single-agent oriented reasoning…