相关论文: Updating beliefs with incomplete observations

We propose a new method for conducting Bayesian prediction that delivers accurate predictions without correctly specifying the unknown true data generating process. A prior is defined over a class of plausible predictive models. After…

Evidence theory is that the extension of probability can better deal with unknowns and inaccurate information. Uncertainty measurement plays a vital role in both evidence theory and probability theory. Approximate Entropy (ApEn) is proposed…

In a probability-based reasoning system, Bayes' theorem and its variations are often used to revise the system's beliefs. However, if the explicit conditions and the implicit conditions of probability assignments `me properly distinguished,…

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

Bayesian Belief Networks have been largely overlooked by Expert Systems practitioners on the grounds that they do not correspond to the human inference mechanism. In this paper, we introduce an explanation mechanism designed to generate…

The willingness to trust predictions formulated by automatic algorithms is key in a vast number of domains. However, a vast number of deep architectures are only able to formulate predictions without an associated uncertainty. In this…

When prior information is lacking, the go-to strategy for probabilistic inference is to combine a "default prior" and the likelihood via Bayes's theorem. Objective Bayes, (generalized) fiducial inference, etc. fall under this umbrella. This…

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

The belief network is a well-known graphical structure for representing independences in a joint probability distribution. The methods, which perform probabilistic inference in belief networks, often treat the conditional probabilities…

This study presents a novel approach to quantifying uncertainties in Bayesian model updating, which is effective in sparse or single observations. Conventional uncertainty quantification metrics such as the Euclidean and Bhattacharyya…

We consider an evolving system for which a sequence of observations is being made, with each observation revealing additional information about current and past states of the system. We suppose each observation is made without error, but…

Motivated by parametric models for which the likelihood is analytically unavailable, numerically unstable, or prohibitively expensive to compute or optimize, we develop a prior- and likelihood-free framework for fully probabilistic…

Capture-recapture data are often collected when abundance estimation is of interest. In the presence of unobserved individual heterogeneity, specified on a continuous scale for the capture probabilities, the likelihood is not generally…

Many machine learning algorithms rely on iterative updates of uncertainty representations, ranging from variational inference and expectation-maximization, to reinforcement learning, continual learning, and multi-agent learning. In the…

Recent work has focused on the very common practice of prediction-based inference: that is, (i) using a pre-trained machine learning model to predict an unobserved response variable, and then (ii) conducting inference on the association…

In an ideal setting for Bayesian agents, a perfect description of the rules of the environment (i.e., the objective observation model) is available, allowing them to reason through the Bayesian posterior to update their beliefs in an…

An important problem of reconstruction of diffusion network and transmission probabilities from the data has attracted a considerable attention in the past several years. A number of recent papers introduced efficient algorithms for the…

When sample data are governed by an unknown sequence of independent but possibly non-identical distributions, the data-generating process (DGP) in general cannot be perfectly identified from the data. For making decisions facing such…

Conformal Prediction methods have finite-sample distribution-free marginal coverage guarantees. However, they generally do not offer conditional coverage guarantees, which can be important for high-stakes decisions. In this paper, we…