BO method improves model fitting for complex parameter landscapes.
problem Optimizing complex, noisy parameter landscapes for computational models.
method Bayesian adaptive direct search (BADS) algorithm.
result BADS consistently finds comparable or better solutions than other methods.
Proposes a new Bayesian modeling framework.
problem Establishing principled priors and consolidating Bayesian analysis.
method Bayes via goodness of fit.
result Shows practical benefits of new approach.
Bayesian Neural Nets improve model stability and fit.
problem Improving model stability and fit in time series prediction.
method Assign Bayesian Neural Nets to drift and diffusion terms of SDE, infer posterior using SGLD.
result Significantly improved stability and better model fit on benchmarks.
Bayesian model identifies outliers and determines tensor rank in streaming data.
problem Outliers and over-fitting in streaming tensor factorization.
method Variational Bayesian Inference for robust tensor rank determination and outlier identification.
result Model accurately identifies sparse outliers and determines tensor rank.
BALSON optimizes parameters with Bayesian approach and Dirichlet distribution.
problem Data fitting with nonnegative L1-norm constraints.
method Bayesian approach, Gaussian likelihood, Dirichlet distribution, sampling methods.
result BALSON outperforms conventional methods in polynomial fitting.
Bayesian model predicts emotion from fitness tracker heartbeat data.
problem Predicting emotional valence from consumer fitness tracker heartbeat data.
method End-to-end Bayesian deep learning model using PPG data.
result Peak F1 score of 0.7 for emotional valence classification.
Proposes a method to quantify uncertainty in PFNs.
problem Lack of uncertainty quantification in PFNs.
method Martingale posteriors for efficient, tuning-free sampling.
result Proves convergence of proposed sampling procedure.
R package abn fits Bayesian models to observational data.
problem Analyzing complex observational datasets with Bayesian networks.
method Bayesian and information theoretic scoring, exact and greedy search algorithms.
result Effective modeling of mixed data types and prior knowledge integration.
New algorithms learn simple staged trees from data, improving model fit.
problem Complex conditional independences in categorical data vectors.
method Structural learning algorithms for simple staged trees, coalescing the underlying tree.
result Data-learned simple staged trees often outperform Bayesian networks in model fit.
A new method combines Gaussian Processes to optimize under uncertainty.
problem Bayesian Optimization's weakness in fitting Gaussian Processes.
method Wasserstein Barycenter Gaussian Process (WBGP) approach.
result WBGP-BO converges to the optimum, improving on vanilla BO.
GSSBO reduces GP fitting time in Bayesian optimization.
problem High computational cost of fitting Gaussian process surrogate models in Bayesian optimization.
method Gradient-based sample selection to reduce the number of samples used in GP fitting.
result Sublinear regret bounds and significant reduction in computational cost.
New ABC method improves Bézier simplex fitting for noisy data.
problem Overfitting in Bézier simplex fitting when sample points are not on the Pareto set.
method Extended Bézier simplex model to a probabilistic one and proposed a new learning algorithm based on approximate Bayesian computation (ABC) with Wasserstein distance.
result The new algorithm converges on a finite sample and outperforms deterministic methods on noisy instances.
These are the written discussions of the paper "Bayesian measures of model complexity and fit" by D. Spiegelhalter et al. (2002), following the discussions given at the Annual Meeting of the Royal Statistical Society in Newcastle-upon-Tyne on September 3rd, 2013.
Bayesian neural networks learn smaller models with comparable predictive performance.
problem Model selection in Bayesian neural networks, particularly choosing the number of nodes.
method Applied a horseshoe prior to select nodes in a Bayesian neural network.
result The horseshoe prior effectively prevents under-fitting without sacrificing predictive or computational performance.
The paper explores properties and Bayesian fitting of RBMs, addressing their limitations in learning and uncertainty quantification.
problem The generative behavior of RBMs is largely unexplored and typical fitting methodology does not easily allow for uncertainty quantification.
method The paper discusses the relationship between RBM parameter specification, model properties, and difficulties with likelihood-based inference. It also further discusses the potential Bayes fitting of RBMs, especially Gibbs sampling methods.
result The paper highlights the need for better understanding and quantification of uncertainty in RBM fitting.
Automates fitting semiconductor device models using approximate Bayesian computation.
problem Manual tuning of parameters for fitting TFT models to experimental data is inefficient and prone to errors.
method Approximate Bayesian Computation (aBc) for generating posterior distributions of estimated parameters.
result The proposed method accurately predicts model parameters from mobility curves using gradient boosted trees.
Improves cardiac simulator fit to real patient ECG data.
problem Intractable inference over non-differentiable cardiac simulators.
method Variational inference combined with Bayesian optimization.
result Significant improvement in simulator fit to real patient ECG data.
Proposes a semi-Bayesian nonparametric estimator for MMD in GOF tests and GANs.
problem Challenges in goodness-of-fit testing for intractable models.
method Semi-Bayesian nonparametric estimator of MMD.
result Outperforms frequentist MMD-based methods in false rejection and acceptance rates.
Bayesian DDR models complex multivariate distributions.
problem Modeling relationships between multivariate distributions with differing dimensions.
method Generalized Bayesian framework using sliced Wasserstein distance and MALA for inference.
result Posterior consistency and robust fits demonstrated in simulations and real data.
Bayesian co-clustering model for mixed data tables.
problem Co-clustering of mixed-type data tables.
method MAP Bayesian approach inferring optimal segmentation and minimizing model selection cost function.
result Optimal co-clustering model with exact model quality measure.
Bayesian optimization speeds up parameter reconstruction in optical nano-metrology.
problem Efficiently reconstructing parameters from time-consuming measurements in optical nano-metrology.
method Combines Bayesian optimization and curve fitting for faster, more efficient model fitting.
result The presented Bayesian Target Vector Optimization scheme achieves similar reconstruction performance with fewer model function calls.
Ancestral graph models, introduced by Richardson and Spirtes (2002), generalize both Markov random fields and Bayesian networks to a class of graphs with a global Markov property that is closed under conditioning and marginalization. By design, ancestral graphs encode precisely the conditional independence structures t…
A new method reduces the time needed for Bayesian optimization by a factor of 10-100.
problem Efficiently scaling Bayesian optimization to many observations.
method Epistemic Nearest Neighbors (ENN) for hyperparameter fitting and UCB acquisition.
result TuRBO-ENN reduces proposal time by one to two orders of magnitude compared to TuRBO.
Bayesian framework reduces high-dimensional GP modeling costs.
problem Challenges in fitting Gaussian processes to high-dimensional inputs.
method Hierarchical Bayesian model with orthonormal projection matrix, incorporating Deep Gaussian Processes.
result Improves predictive performance and uncertainty quantification.
Stan fits econophysics models to market data, providing a rigorous statistical approach.
problem Quantifying the role of complex, heterogeneous actors in market dynamics.
method Bayesian modeling using Stan, focusing on likelihood-based fitting.
result Stan's likelihood-based approach offers advantages over moment matching methods.
Unified framework for adaptive connection sampling in GNNs improves performance and robustness.
problem Over-smoothing and over-fitting in deep GNNs.
method Adaptive connection sampling trained jointly with GNN model parameters.
result Adaptive connection sampling mathematically equivalent to Bayesian GNNs approximation.
A new method improves robustness and efficiency of Bayesian LOO-CV.
problem Computational expense and unreliability of classical LOO-CV in high-dimensional Bayesian models.
method Proposes a mixture estimator to compute Bayesian LOO-CV criteria with finite asymptotic variance.
result Improved robustness and efficiency in high-dimensional problems.
This paper modifies the Black-Litterman model to fit a Bayesian framework.
problem Combining investors' views with historical data for optimal portfolio weights.
method Integrates investors' views as priors and uses Bayesian techniques to update the covariance matrix.
result Improved performance of the modified model on test data.
PFNs4BO uses neural processes for flexible Bayesian Optimization.
problem Efficient surrogate modeling for Bayesian Optimization.
method In-context learning of PFNs to approximate posterior predictive distribution.
result PFNs outperform traditional GP, BNN in BO tasks.
Bayesian method predicts future network configurations from past snapshots.
problem Reconstructing evolving networks from partial observations.
method Bayesian approach using past network snapshots to inform future predictions.
result Method accurately predicts link probabilities and network structure.
PFN-TS uses Thompson sampling with PFNs to improve contextual bandit performance.
problem Improving contextual bandit performance using Thompson sampling with prior-data fitted networks.
method PFN-TS converts PFN posterior predictives into mean-reward samples using a subsampled predictive central limit theorem.
result PFN-TS achieves the best average rank across nonlinear synthetic and OpenML classification-to-bandit benchmarks.
Novel method for Bayesian model comparison using deep learning.
problem Comparing complex models in science with intractable likelihood functions.
method Simulation-based, purely deep learning approach that amortizes model fitting costs.
result Achieves excellent results in accuracy, calibration, and efficiency.
Improved neural network inference with eigenvalue correction.
problem Inference of flexible variational posteriors is computationally expensive.
method Eigenvalue correction to matrix-variate Gaussian posterior.
result Empirically, the method outperforms existing algorithms.
Develops a Bayesian method for an infinite mixture of inverted Dirichlet distributions.
problem Overcoming the need to pre-determine the number of mixture components in Dirichlet process models.
method Adopted the extended variational inference framework to derive an analytically tractable solution.
result Demonstrates good performance and effectiveness compared to other DP-related methods.
Paper proposes fitting loss functions to data using source functions from information geometry.
problem Choosing appropriate loss functions for machine learning models.
method Introduces source functions from information geometry to fit loss functions to the domain at hand.
result Significant improvements over state-of-the-art methods in model training.
A new method for assessing Bayesian sampling quality, PSD, is proposed and shown to be more powerful and efficient.
problem Scalability and convergence assessment of Bayesian sampling algorithms, especially for high-dimensional problems.
method Polynomial Stein Discrepancy (PSD) for measuring discrepancy between samples and posterior distributions.
result PSD detects differences in the first r moments for Gaussian targets and is more powerful and efficient than competitors.
Adaptive Gaussian process models for efficient Bayesian inference.
problem Expensive forward models in Bayesian inference.
method Fully Bayesian approach with adaptive training designs maximizing expected improvement.
result Adaptive designs lead to more accurate posterior estimation at lower cost.
We show that a neural network with arbitrary depth and non-linearities, with dropout applied before every weight layer, is mathematically equivalent to an approximation to a well known Bayesian model. This interpretation might offer an explanation to some of dropout's key properties, such as its robustness to over-fitt…
New approach to learning DBNs for more efficient model parameters.
problem Estimating model parameters for DBNs in a noisy environment.
method Covariance Matrix Adaptation Evolution Strategy (CMA-ES) for optimization.
result Parameters estimated in terms of efficiency, not distributional fit.
Bayesian method calibrates local volatility with Gaussian processes.
problem Calibrating local volatility models is challenging.
method Bayesian inference with Gaussian process priors.
result Rich probabilistic model of local volatility with uncertainty.
A simplified Bayesian approach for online sports rating.
problem Rating players/teams based on game outcomes.
method Bayesian approach using Kalman filter principles.
result Known algorithms like Elo and TrueSkill are special cases.
Typically, operational risk losses are reported above a threshold. Fitting data reported above a constant threshold is a well known and studied problem. However, in practice, the losses are scaled for business and other factors before the fitting and thus the threshold is varying across the scaled data sample. A report…
Additive regression trees are flexible non-parametric models and popular off-the-shelf tools for real-world non-linear regression. In application domains, such as bioinformatics, where there is also demand for probabilistic predictions with measures of uncertainty, the Bayesian additive regression trees (BART) model, i…
High-dimensional feature selection arises in many areas of modern science. For example, in genomic research we want to find the genes that can be used to separate tissues of different classes (e.g. cancer and normal) from tens of thousands of genes that are active (expressed) in certain tissue cells. To this end, we wi…
The paper uses Gaussian mixture models for Bayesian networks and proposes an optimization algorithm.
problem Modeling nodes in Bayesian networks with complex distributions.
method Gaussian mixture models combined with double iteration algorithm.
result The double iteration algorithm optimizes Gaussian mixture models effectively.
Recently several researchers have investigated techniques for using data to learn Bayesian networks containing compact representations for the conditional probability distributions (CPDs) stored at each node. The majority of this work has concentrated on using decision-tree representations for the CPDs. In addition, re…
This work speeds up DFT simulations using approximate Gaussian processes.
problem Slow DFT simulations due to large data sets.
method Approximate Gaussian processes (sparse variational GP, stochastic variational GP, deep kernel learned GP) to speed up DFT model predictions.
result Calibrated DFT models can predict properties of experimentally unobserved nuclides.
Kernel Multigrid accelerates Back-fitting for additive Gaussian Processes.
problem Slow convergence of Back-fitting in training additive Gaussian Processes.
method Kernel Packets (KP) and Sparse Gaussian Process Regression (GPR) to enhance Back-fitting.
result Kernel Multigrid reduces the required iterations to O(logn).