activity
20202026
most citedPrior knowledge elicitation: The past, present, and future

18 citations · 26 across the 12 of their papers we have counts for

collaborators

13 papers

cs.LG2026

Uncertainty-Normalized Margins for Direct Preference Optimization

Sadegh Khorasani, Petrus Mikkola, Matthias Grossglauser

Direct preference optimization (DPO) models binary preferences through a Bradley-Terry model with a common noise scale, without explicitly accounting for preference strength or pro…

cs.LG2026

Maximally Robust Satisficing Bayesian Optimization

Samuli Kinnunen, Petrus Mikkola, Antti Niskanen +1

Many design tasks can be cast as black-box function optimization, enabling use of Bayesian optimization to find an ideal design with minimal number of trials. However, often we do…

cs.LG2025

Consecutive Preferential Bayesian Optimization

Aras Erarslan, Carlos Sevilla Salcedo, Ville Tanskanen +6

Preferential Bayesian optimization allows optimization of objectives that are either expensive or difficult to measure directly, by relying on a minimal number of comparative evalu…

cs.LG2025

Score-Based Density Estimation from Pairwise Comparisons

Petrus Mikkola, Luigi Acerbi, Arto Klami

We study density estimation from pairwise comparisons, motivated by expert knowledge elicitation and learning from human feedback. We relate the unobserved target density to a temp…

stat.ML2025

Normalizing Flow Regression for Bayesian Inference with Offline Likelihood Evaluations

Chengkun Li, Bobby Huggins, Petrus Mikkola +1

Bayesian inference with computationally expensive likelihood evaluations remains a significant challenge in many scientific domains. We propose normalizing flow regression (NFR), a…

cs.LG2024★ 1 cited

Preferential Normalizing Flows

Petrus Mikkola, Luigi Acerbi, Arto Klami

Eliciting a high-dimensional probability distribution from an expert via noisy judgments is notoriously challenging, yet useful for many applications, such as prior elicitation and…

math.OC2024

Non-geodesically-convex optimization in the Wasserstein space

Hoang Phuc Hau Luu, Hanlin Yu, Bernardo Williams +4

We study a class of optimization problems in the Wasserstein space (the space of probability measures) where the objective function is nonconvex along generalized geodesics. Specif…

cs.LG2024★ 1 cited

Cooperative Bayesian Optimization for Imperfect Agents

Ali Khoshvishkaie, Petrus Mikkola, Pierre-Alexandre Murena +1

We introduce a cooperative Bayesian optimization problem for optimizing black-box functions of two variables where two agents choose together at which points to query the function…

cs.LG2022★ 2 cited

Multi-Fidelity Bayesian Optimization with Unreliable Information Sources

Petrus Mikkola, Julien Martinelli, Louis Filstroff +1

Bayesian optimization (BO) is a powerful framework for optimizing black-box, expensive-to-evaluate functions. Over the past decade, many algorithms have been proposed to integrate…

cs.LG2022★ 1 cited

Bayesian Optimization Augmented with Actively Elicited Expert Knowledge

Daolang Huang, Louis Filstroff, Petrus Mikkola +2

Bayesian optimization (BO) is a well-established method to optimize black-box functions whose direct evaluations are costly. In this paper, we tackle the problem of incorporating e…

stat.ME2021★ 18 cited

Prior knowledge elicitation: The past, present, and future

Petrus Mikkola, Osvaldo A. Martin, Suyog Chandramouli +9

Specification of the prior distribution for a Bayesian model is a central part of the Bayesian workflow for data analysis, but it is often difficult even for statistical experts. I…

stat.ML2021

Targeted Active Learning for Bayesian Decision-Making

Louis Filstroff, Iiris Sundin, Petrus Mikkola +3

Active learning is usually applied to acquire labels of informative data points in supervised learning, to maximize accuracy in a sample-efficient way. However, maximizing the accu…

stat.ML2020★ 3 cited

Projective Preferential Bayesian Optimization

Petrus Mikkola, Milica Todorović, Jari Järvi +2

Bayesian optimization is an effective method for finding extrema of a black-box function. We propose a new type of Bayesian optimization for learning user preferences in high-dimen…