相关论文: Occam factors and model-independent Bayesian learn…

The question of how best to estimate a continuous probability density from finite data is an intriguing open problem at the interface of statistics and physics. Previous work has argued that this problem can be addressed in a natural way…

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

We discuss model selection to determine whether the variance-covariance matrix of a multivariate Gaussian model with known mean should be considered to be a constant diagonal, a non-constant diagonal, or an arbitrary positive definite…

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference \emph{and learning} (i.e. state estimation and system…

We propose a methodology for modeling and comparing probability distributions within a Bayesian nonparametric framework. Building on dependent normalized random measures, we consider a prior distribution for a collection of discrete random…

Imagine being shown $N$ samples of random variables drawn independently from the same distribution. What can you say about the distribution? In general, of course, the answer is nothing, unless we have some prior notions about what to…

We try to establish a unified information theoretic approach to learning and to explore some of its applications. First, we define {\em predictive information} as the mutual information between the past and the future of a time series,…

When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…

The task of parametric model selection is cast in terms of a statistical mechanics on the space of probability distributions. Using the techniques of low-temperature expansions, we arrive at a systematic series for the Bayesian posterior…

Due to their intuitive appeal, Bayesian methods of modeling and uncertainty quantification have become popular in modern machine and deep learning. When providing a prior distribution over the parameter space, it is straightforward to…

How might a smooth probability distribution be estimated, with accurately quantified uncertainty, from a limited amount of sampled data? Here we describe a field-theoretic approach that addresses this problem remarkably well in one…

We study the problem of independence and conditional independence tests between categorical covariates and a continuous response variable, which has an immediate application in genetics. Instead of estimating the conditional distribution of…

We investigate the evidence/flexibility (i.e., "Occam") paradigm and demonstrate the theoretical and empirical consistency of Bayesian evidence for the task of determining an appropriate generative model for network data. This model…

Bayesian model selection is a tool to decide whether the introduction of a new parameter is warranted by data. I argue that the usual sampling statistic significance tests for a null hypothesis can be misleading, since they do not take into…

Bayesian learning of model parameters in neural networks is important in scenarios where estimates with well-calibrated uncertainty are important. In this paper, we propose Bayesian quantized networks (BQNs), quantized neural networks…

Bayesian and frequentist criteria fundamentally differ, but often posterior and sampling distributions agree asymptotically (e.g., Gaussian with same covariance). For the corresponding single-draw experiment, we characterize the frequentist…

Learning a distribution conditional on a set of discrete-valued features is a commonly encountered task. This becomes more challenging with a high-dimensional feature set when there is the possibility of interaction between the features. In…

Given i.i.d. data from an unknown distribution, we consider the problem of predicting future items. An adaptive way to estimate the probability density is to recursively subdivide the domain to an appropriate data-dependent granularity. A…

We study the frequentist properties of Bayesian statistical inference for the stochastic block model, with an unknown number of classes of varying sizes. We equip the space of vertex labellings with a prior on the number of classes and,…

Objective prior distributions represent an important tool that allows one to have the advantages of using the Bayesian framework even when information about the parameters of a model is not available. The usual objective approaches work off…