1 code implementation • 24 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.
no code implementations • 6 Sep 2024 • Marvin Schmitt, Chengkun Li, Aki Vehtari, Luigi Acerbi, Paul-Christian Bürkner, Stefan T. Radev
Bayesian inference often faces a trade-off between computational speed and sampling accuracy.
no code implementations • 23 Aug 2024 • Daniel Habermann, Marvin Schmitt, Lars Kühmichel, Andreas Bulling, Stefan T. Radev, Paul-Christian Bürkner
Multilevel models (MLMs) are a central building block of the Bayesian workflow.
no code implementations • 5 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).
1 code implementation • 9 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.
1 code implementation • 8 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.
no code implementations • 17 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.
1 code implementation • 17 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.
1 code implementation • 6 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.
1 code implementation • 22 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.
2 code implementations • 28 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.
4 code implementations • 17 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.
2 code implementations • 27 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.
2 code implementations • 23 Nov 2022 • Lukas Schumacher, Paul-Christian Bürkner, Andreas Voss, Ullrich Köthe, Stefan T. Radev
Our results show that the deep learning approach is very efficient in capturing the temporal dynamics of the model.
1 code implementation • 13 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.
1 code implementation • 12 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.
2 code implementations • 16 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.
1 code implementation • 14 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
no code implementations • 8 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.
1 code implementation • 6 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.
1 code implementation • 22 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.
2 code implementations • 20 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.
2 code implementations • 19 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
1 code implementation • 17 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