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 Bayesian Inference





Marginalised Gaussian Processes with Nested Sampling Fergus Simpson

Neural Information Processing Systems

Gaussian Process models are a rich distribution over functions with inductive biases controlled by a kernel function. Learning occurs through optimisation of the kernel hyperparameters using the marginal likelihood as the objective.






A Guide to Bayesian Optimization in Bioprocess Engineering

arXiv.org Machine Learning

Bayesian optimization has become widely popular across various experimental sciences due to its favorable attributes: it can handle noisy data, perform well with relatively small datasets, and provide adaptive suggestions for sequential experimentation. While still in its infancy, Bayesian optimization has recently gained traction in bioprocess engineering. However, experimentation with biological systems is highly complex and the resulting experimental uncertainty requires specific extensions to classical Bayesian optimization. Moreover, current literature often targets readers with a strong statistical background, limiting its accessibility for practitioners. In light of these developments, this review has two aims: first, to provide an intuitive and practical introduction to Bayesian optimization; and second, to outline promising application areas and open algorithmic challenges, thereby highlighting opportunities for future research in machine learning.


BKP: An R Package for Beta Kernel Process Modeling

arXiv.org Machine Learning

We present BKP, a user-friendly and extensible R package that implements the Beta Kernel Process (BKP) -- a fully nonparametric and computationally efficient framework for modeling spatially varying binomial probabilities. The BKP model combines localized kernel-weighted likelihoods with conjugate beta priors, resulting in closed-form posterior inference without requiring latent variable augmentation or intensive MCMC sampling. The package supports binary and aggregated binomial responses, allows flexible choices of kernel functions and prior specification, and provides loss-based kernel hyperparameter tuning procedures. In addition, BKP extends naturally to the Dirichlet Kernel Process (DKP) for modeling spatially varying multinomial or compositional data. To our knowledge, this is the first publicly available R package for implementing BKP-based methods. We illustrate the use of BKP through several synthetic and real-world datasets, highlighting its interpretability, accuracy, and scalability. The package aims to facilitate practical application and future methodological development of kernel-based beta modeling in statistics and machine learning.