相关论文: Bayesian Hierarchical Modelling of Noisy Gamma Pro…

We focus on improving the accuracy of an approximate model of a multiscale dynamical system that uses a set of parameter-dependent terms to account for the effects of unresolved or neglected dynamics on resolved scales. We start by…

In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…

Bayesian regression determines model parameters by minimizing the expected loss, an upper bound to the true generalization error. However, the loss ignores misspecification, where models are imperfect. Parameter uncertainties from Bayesian…

Background: Many mathematical models have now been employed across every area of systems biology. These models increasingly involve large numbers of unknown parameters, have complex structure which can result in substantial evaluation time…

We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the…

The composition of multiple Gaussian Processes as a Deep Gaussian Process (DGP) enables a deep probabilistic nonparametric approach to flexibly tackle complex machine learning problems with sound quantification of uncertainty. Existing…

Throughout the life sciences we routinely seek to interpret measurements and observations using parameterised mechanistic mathematical models. A fundamental and often overlooked choice in this approach involves relating the solution of a…

Modern single-particle-tracking techniques produce extensive time-series of diffusive motion in a wide variety of systems, from single-molecule motion in living-cells to movement ecology. The quest is to decipher the physical mechanisms…

Computer models are widely used in science and engineering to simulate complex systems. However, these models are affected by several sources of uncertainty, which may limit their use for decision making in risk management. We present a…

Multivariate categorical data occur in many applications of machine learning. One of the main difficulties with these vectors of categorical variables is sparsity. The number of possible observations grows exponentially with vector length,…

Measurement error occurs when a covariate influencing a response variable is corrupted by noise. This can lead to misleading inference outcomes, particularly in problems where accurately estimating the relationship between covariates and…

We present an adaptive approach to the construction of Gaussian process surrogates for Bayesian inference with expensive-to-evaluate forward models. Our method relies on the fully Bayesian approach to training Gaussian process models and…

We present a Bayesian nonparametric system reliability model which scales well and provides a great deal of flexibility in modeling. The Bayesian approach naturally handles the disparate amounts of component and subsystem data that may…

Frequentist statistical methods, such as hypothesis testing, are standard practice in papers that provide benchmark comparisons. Unfortunately, these methods have often been misused, e.g., without testing for their statistical test…

Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…

Diffusion generative models transform noise into data by inverting a process that progressively adds noise to data samples. Inspired by concepts from the renormalization group in physics, which analyzes systems across different scales, we…

Statistical uncertainties are rarely incorporated in machine learning algorithms, especially for anomaly detection. Here we present the Bayesian Anomaly Detection And Classification (BADAC) formalism, which provides a unified statistical…

Ordinary differential equation (ODE) models are widely used to describe systems in many areas of science. To ensure these models provide accurate and interpretable representations of real-world dynamics, it is often necessary to infer…

Exposure assessment in occupational epidemiology may involve multiple unknown quantities that are measured or reconstructed simultaneously for groups of workers and over several years. Additionally, exposures may be collected using…

Calibration is nowadays one of the most important processes involved in the extraction of valuable data from measurements. The current availability of an optimum data cube measured from a heterogeneous set of instruments and surveys relies…