Search Results for author: Paul-Christian Bürkner

Found 24 papers, 19 papers with code

Expert-elicitation method for non-parametric joint priors using normalizing flows

1 code implementation24 Nov 2024 Florence Bockting, Stefan T. Radev, Paul-Christian Bürkner

We propose an expert-elicitation method for learning non-parametric joint prior distributions using normalizing flows.

Decision Making

Detecting Model Misspecification in Amortized Bayesian Inference with Neural Networks: An Extended Investigation

no code implementations5 Jun 2024 Marvin Schmitt, Paul-Christian Bürkner, Ullrich Köthe, Stefan T. Radev

Recent advances in probabilistic deep learning enable efficient amortized Bayesian inference in settings where the likelihood function is only implicitly defined by a simulation program (simulation-based inference; SBI).

Bayesian Inference Decision Making +1

Consistency Models for Scalable and Fast Simulation-Based Inference

1 code implementation9 Dec 2023 Marvin Schmitt, Valentin Pratz, Ullrich Köthe, Paul-Christian Bürkner, Stefan T Radev

Simulation-based inference (SBI) is constantly in search of more expressive and efficient algorithms to accurately infer the parameters of complex simulation models.

Denoising

Uncertainty Quantification and Propagation in Surrogate-based Bayesian Inference

1 code implementation8 Dec 2023 Philipp Reiser, Javier Enrique Aguilar, Anneli Guthke, Paul-Christian Bürkner

This is a task where the propagation of surrogate uncertainty is especially relevant, because failing to account for it may lead to biased and/or overconfident estimates of the parameters of interest.

Bayesian Inference Uncertainty Quantification

Fuse It or Lose It: Deep Fusion for Multimodal Simulation-Based Inference

no code implementations17 Nov 2023 Marvin Schmitt, Leona Odole, Stefan T. Radev, Paul-Christian Bürkner

We present multimodal neural posterior estimation (MultiNPE), a method to integrate heterogeneous data from different sources in simulation-based inference with neural networks.

Sensitivity-Aware Amortized Bayesian Inference

1 code implementation17 Oct 2023 Lasse Elsemüller, Hans Olischläger, Marvin Schmitt, Paul-Christian Bürkner, Ullrich Köthe, Stefan T. Radev

In this work, we propose sensitivity-aware amortized Bayesian inference (SA-ABI), a multifaceted approach to efficiently integrate sensitivity analyses into simulation-based inference with neural networks.

Bayesian Inference Decision Making

Leveraging Self-Consistency for Data-Efficient Amortized Bayesian Inference

1 code implementation6 Oct 2023 Marvin Schmitt, Desi R. Ivanova, Daniel Habermann, Ullrich Köthe, Paul-Christian Bürkner, Stefan T. Radev

We propose a method to improve the efficiency and accuracy of amortized Bayesian inference by leveraging universal symmetries in the joint probabilistic model of parameters and data.

Bayesian Inference

Simulation-Based Prior Knowledge Elicitation for Parametric Bayesian Models

1 code implementation22 Aug 2023 Florence Bockting, Stefan T. Radev, Paul-Christian Bürkner

Our results support the claim that our method is largely independent of the underlying model structure and adaptable to various elicitation techniques, including quantile-based, moment-based, and histogram-based methods.

BayesFlow: Amortized Bayesian Workflows With Neural Networks

2 code implementations28 Jun 2023 Stefan T Radev, Marvin Schmitt, Lukas Schumacher, Lasse Elsemüller, Valentin Pratz, Yannik Schälte, Ullrich Köthe, Paul-Christian Bürkner

Modern Bayesian inference involves a mixture of computational techniques for estimating, validating, and drawing conclusions from probabilistic models as part of principled workflows for data analysis.

Bayesian Inference Data Compression

JANA: Jointly Amortized Neural Approximation of Complex Bayesian Models

4 code implementations17 Feb 2023 Stefan T. Radev, Marvin Schmitt, Valentin Pratz, Umberto Picchini, Ullrich Köthe, Paul-Christian Bürkner

This work proposes ``jointly amortized neural approximation'' (JANA) of intractable likelihood functions and posterior densities arising in Bayesian surrogate modeling and simulation-based inference.

Time Series Time Series Analysis

A Deep Learning Method for Comparing Bayesian Hierarchical Models

2 code implementations27 Jan 2023 Lasse Elsemüller, Martin Schnuerch, Paul-Christian Bürkner, Stefan T. Radev

Bayesian model comparison (BMC) offers a principled approach for assessing the relative merits of competing computational models and propagating uncertainty into model selection decisions.

Decision Making Deep Learning +2

Meta-Uncertainty in Bayesian Model Comparison

1 code implementation13 Oct 2022 Marvin Schmitt, Stefan T. Radev, Paul-Christian Bürkner

Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models.

A fully Bayesian sparse polynomial chaos expansion approach with joint priors on the coefficients and global selection of terms

1 code implementation12 Apr 2022 Paul-Christian Bürkner, Ilja Kröker, Sergey Oladyshkin, Wolfgang Nowak

Polynomial chaos expansion (PCE) is a versatile tool widely used in uncertainty quantification and machine learning, but its successful application depends strongly on the accuracy and reliability of the resulting PCE-based response surface.

Uncertainty Quantification Variable Selection

Detecting Model Misspecification in Amortized Bayesian Inference with Neural Networks

2 code implementations16 Dec 2021 Marvin Schmitt, Paul-Christian Bürkner, Ullrich Köthe, Stefan T. Radev

Neural density estimators have proven remarkably powerful in performing efficient simulation-based Bayesian inference in various research domains.

Bayesian Inference Decision Making +1

Projection Predictive Inference for Generalized Linear and Additive Multilevel Models

1 code implementation14 Oct 2020 Alejandro Catalina, Paul-Christian Bürkner, Aki Vehtari

Projection predictive inference is a decision theoretic Bayesian approach that decouples model estimation from decision making.

Methodology Computation

Amortized Bayesian Inference for Models of Cognition

no code implementations8 May 2020 Stefan T. Radev, Andreas Voss, Eva Marie Wieschen, Paul-Christian Bürkner

As models of cognition grow in complexity and number of parameters, Bayesian inference with standard methods can become intractable, especially when the data-generating model is of unknown analytic form.

Bayesian Inference

Group Heterogeneity Assessment for Multilevel Models

1 code implementation6 May 2020 Topi Paananen, Alejandro Catalina, Paul-Christian Bürkner, Aki Vehtari

Many data sets contain an inherent multilevel structure, for example, because of repeated measurements of the same observational units.

Amortized Bayesian model comparison with evidential deep learning

1 code implementation22 Apr 2020 Stefan T. Radev, Marco D'Alessandro, Ulf K. Mertens, Andreas Voss, Ullrich Köthe, Paul-Christian Bürkner

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.

Deep Learning

Implicitly Adaptive Importance Sampling

2 code implementations20 Jun 2019 Topi Paananen, Juho Piironen, Paul-Christian Bürkner, Aki Vehtari

Adaptive importance sampling is a class of techniques for finding good proposal distributions for importance sampling.

Rank-normalization, folding, and localization: An improved $\widehat{R}$ for assessing convergence of MCMC

2 code implementations19 Mar 2019 Aki Vehtari, Andrew Gelman, Daniel Simpson, Bob Carpenter, Paul-Christian Bürkner

In this paper we show that the convergence diagnostic $\widehat{R}$ of Gelman and Rubin (1992) has serious flaws.

Computation Methodology

Approximate leave-future-out cross-validation for Bayesian time series models

1 code implementation17 Feb 2019 Paul-Christian Bürkner, Jonah Gabry, Aki Vehtari

One of the common goals of time series analysis is to use the observed series to inform predictions for future observations.

Methodology

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