Search Results
A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning
We present a tutorial on Bayesian optimization, a method of finding the maximum of expensive cost functions.
Bayesian Optimization
Hierarchical Reinforcement Learning
+4
Bayesian Time Varying Coefficient Model with Applications to Marketing Mix Modeling
Both Bayesian and varying coefficient models are very useful tools in practice as they can be used to model parameter heterogeneity in a generalizable way.
Applications Methodology
Bayesian SegNet: Model Uncertainty in Deep Convolutional Encoder-Decoder Architectures for Scene Understanding
Semantic segmentation is an important tool for visual scene understanding and a meaningful measure of uncertainty is essential for decision making.
Bambi: A simple interface for fitting Bayesian linear models in Python
The popularity of Bayesian statistical methods has increased dramatically in recent years across many research areas and industrial applications.
Computation
JANA: Jointly Amortized Neural Approximation of Complex Bayesian Models
This work proposes ``jointly amortized neural approximation'' (JANA) of intractable likelihood functions and posterior densities arising in Bayesian surrogate modeling and simulation-based inference.
DropConnect Is Effective in Modeling Uncertainty of Bayesian Deep Networks
In this paper, we develop a theoretical framework to approximate Bayesian inference for DNNs by imposing a Bernoulli distribution on the model weights.
Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning
In comparison, Bayesian models offer a mathematically grounded framework to reason about model uncertainty, but usually come with a prohibitive computational cost.
Practical Bayesian Optimization for Model Fitting with Bayesian Adaptive Direct Search
Computational models in fields such as computational neuroscience are often evaluated via stochastic simulation or numerical approximation.
Multilevel Delayed Acceptance MCMC
We develop a novel Markov chain Monte Carlo (MCMC) method that exploits a hierarchy of models of increasing complexity to efficiently generate samples from an unnormalized target distribution.
Methodology Computation 62F15, 62M05, 65C05, 65C40
Amortized Bayesian model comparison with evidential deep learning
This makes the method particularly effective in scenarios where model fit needs to be assessed for a large number of datasets, so that per-dataset inference is practically infeasible. Finally, we propose a novel way to measure epistemic uncertainty in model comparison problems.
