Weighted Bayesian bootstrap for scalable posterior distributions

Statistical inference with exchangeability and martingales

In this paper, we start by reviewing exchangeability and its relevance to the Bayesian approach. We highlight the predictive nature of Bayesian models and the symmetry assumptions implied by beliefs of an underlying exchangeable sequence of observations. By taking a closer look at the Bayesian bootstrap, the parametric bootstrap of Efron and a version of Bayesian thinking about inference uncovered by Doob based on martingales, we introduce a parametric Bayesian bootstrap. Martingales play a fundamental role. Illustrations are presented as is the relevant theory. This article is part of the theme issue 'Bayesian inference: challenges, perspectives, and prospects'.

Deep bootstrap for Bayesian inference

For a Bayesian, the task to define the likelihood can be as perplexing as the task to define the prior. We focus on situations when the parameter of interest has been emancipated from the likelihood and is linked to data directly through a loss function. We survey existing work on both Bayesian parametric inference with Gibbs posteriors and Bayesian non-parametric inference. We then highlight recent bootstrap computational approaches to approximating loss-driven posteriors. In particular, we focus on implicit bootstrap distributions defined through an underlying push-forward mapping. We investigate independent, identically distributed (iid) samplers from approximate posteriors that pass random bootstrap weights through a trained generative network. After training the deep-learning mapping, the simulation cost of such iid samplers is negligible. We compare the performance of these deep bootstrap samplers with exact bootstrap as well as MCMC on several examples (including support vector machines or quantile regression). We also provide theoretical insights into bootstrap posteriors by drawing upon connections to model mis-specification. This article is part of the theme issue 'Bayesian inference: challenges, perspectives, and prospects'.

Reconstruction, analysis and interpretation of posterior probability distributions of PET images, using the posterior bootstrap

The uncertainty of reconstructed PET images remains difficult to assess and to interpret for the use in diagnostic and quantification tasks. Here we provide (1) an easy-to-use methodology for uncertainty assessment for almost any Bayesian model in PET reconstruction from single datasets and (2) a detailed analysis and interpretation of produced posterior image distributions. We apply a recent posterior bootstrap framework to the PET image reconstruction inverse problem and obtain simple parallelizable algorithms based on random weights and on existing maximuma posteriori(MAP) (posterior maximum) optimization-based algorithms. Posterior distributions are produced, analyzed and interpreted for several common Bayesian models. Their relationship with the distribution of the MAP image estimate over multiple dataset realizations is exposed. The coverage properties of posterior distributions are validated. More insight is obtained for the interpretation of posterior distributions in order to open the way for including uncertainty information into diagnostic and quantification tasks.