相关论文: Prior-Posterior Derived-Predictive Consistency Che…

In this work, a Bayesian model calibration framework is presented that utilizes goal-oriented a-posterior error estimates in quantities of interest (QoIs) for classes of high-fidelity models characterized by PDEs. It is shown that for a…

Simulation-based calibration checking (SBC) is a practical method to validate computationally-derived posterior distributions or their approximations. In this paper, we introduce a new variant of SBC to alleviate several known problems. Our…

Bayesian modeling helps applied researchers articulate assumptions about their data and develop models tailored for specific applications. Thanks to good methods for approximate posterior inference, researchers can now easily build, use,…

Model uncertainty is pervasive in real world analysis situations and is an often-neglected issue in applied statistics. However, standard approaches to the research process do not address the inherent uncertainty in model building and,…

This paper introduces a method for efficiently inferring a high-dimensional distributed quantity from a few observations. The quantity of interest (QoI) is approximated in a basis (dictionary) learned from a training set. The coefficients…

Checking how well a fitted model explains the data is one of the most fundamental parts of a Bayesian data analysis. However, existing model checking methods suffer from trade-offs between being well-calibrated, automated, and…

The strength or weakness of an algorithm is ultimately governed by the confidence of its result. When the domain of the problem is large (e.g. traversal of a high-dimensional space), a perfect solution cannot be obtained, so approximations…

Bound-to-Bound Data Collaboration (B2BDC) provides a natural framework for addressing both forward and inverse uncertainty quantification problems. In this approach, QOI (quantity of interest) models are constrained by related experimental…

Leave-one-out cross-validation (LOO) and the widely applicable information criterion (WAIC) are methods for estimating pointwise out-of-sample prediction accuracy from a fitted Bayesian model using the log-likelihood evaluated at the…

Comparison of competing statistical models is an essential part of psychological research. From a Bayesian perspective, various approaches to model comparison and selection have been proposed in the literature. However, the applicability of…

Simulation-based calibration checking (SBC) refers to the validation of an inference algorithm and model implementation through repeated inference on data simulated from a generative model. In the original and commonly used approach, the…

It is useful to estimate the expected predictive performance of models planned to be used for prediction. We focus on leave-one-out cross-validation (LOO-CV), which has become a popular method for estimating predictive performance of…

We consider the Bayesian analysis of a few complex, high-dimensional models and show that intuitive priors, which are not tailored to the fine details of the model and the estimated parameters, produce estimators which perform poorly in…

Post-hoc calibration methods are widely used to improve the reliability of probabilistic predictions from machine learning models. Despite their prevalence, a comprehensive theoretical understanding of these methods remains elusive,…

Predictive Bayesian inference (PBI) represents a model-and prior-agnostic approach to standard Bayesian inference which allows users to quantify uncertainty for a functional of interest only by specifying a forward predictive model for…

Generalised Bayesian Inference (GBI) attempts to address model misspecification in a standard Bayesian setup by tempering the likelihood. The likelihood is raised to a fractional power, called the learning rate, which reduces its importance…

The Parallel C++ Statistical Library for the Quantification of Uncertainty for Estimation, Simulation and Optimization, Queso, is a collection of statistical algorithms and programming constructs supporting research into the quantification…

Classical a posteriori error analysis for differential equations quantifies the error in a Quantity of Interest (QoI) which is represented as a bounded linear functional of the solution. In this work we consider a posteriori error estimates…

A predictive Bayesian model selection approach is presented to discriminate coupled models used to predict an unobserved quantity of interest (QoI). The need for accurate predictions arises in a variety of critical applications such as…

Quantum programs often produce probability distributions rather than deterministic outputs, making verification inherently statistical and increasingly costly on real hardware. In practice, developers still frequently rely on testing with…