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Prior information often takes the form of parameter constraints. Bayesian methods include such information through prior distributions having constrained support. By using posterior sampling algorithms, one can quantify uncertainty without…

Methodology · Statistics 2018-09-25 Leo L Duan , Alexander L Young , Akihiko Nishimura , David B Dunson

The key distinguishing property of a Bayesian approach is marginalization instead of optimization, not the prior, or Bayes rule. Bayesian inference is especially compelling for deep neural networks. (1) Neural networks are typically…

Machine Learning · Computer Science 2020-01-30 Andrew Gordon Wilson

In statistical classification and machine learning, classification error is an important performance measure, which is minimized by the Bayes decision rule. In practice, the unknown true distribution is usually replaced with a model…

Machine Learning · Computer Science 2025-01-28 Zijian Yang , Vahe Eminyan , Ralf Schlüter , Hermann Ney

Sample selection models are a widely used approach for correcting bias caused by data that are missing not at random. Their formulation requires specifying the variables that influence the outcome and those that drive the selection process.…

Computation · Statistics 2026-03-25 Adam J. Iqbal , Emmanuel O. Ogundimu , F. Javier Rubio

Performing inference in Bayesian models requires sampling algorithms to draw samples from the posterior. This becomes prohibitively expensive as the size of data sets increase. Constructing approximations to the posterior which are cheap to…

Statistics Theory · Mathematics 2023-04-19 George Wynne

In Bayesian classification, it is important to establish a probabilistic model for each class for likelihood estimation. Most of the previous methods modeled the probability distribution in the whole sample space. However, real-world…

Machine Learning · Computer Science 2018-12-14 Chengsheng Mao , Lijuan Lu , Bin Hu

In this paper we apply a Bayesian framework to the problem of geodesic curve matching. Given a template curve, the geodesic equations provide a mapping from initial conditions for the conjugate momentum onto topologically equivalent shapes.…

Probability · Mathematics 2015-06-12 C. J. Cotter , S. L. Cotter , F. -X. Vialard

We introduce the concept of conjugate prior models for a given likelihood function in Bayesian spatial inversion. The conjugate class of prior models can be selection extended and still remain conjugate. We demonstrate the generality of…

Methodology · Statistics 2018-12-06 Henning Omre , Kjartan Rimstad

We investigate the asymptotic behavior of Bayesian posterior distributions under independent and identically distributed ($i.i.d.$) misspecified models. More specifically, we study the concentration of the posterior distribution on…

Statistics Theory · Mathematics 2015-12-04 R. V. Ramamoorthi , Karthik Sriram , Ryan Martin

Fairness concerns are increasingly critical as machine learning models are deployed in high-stakes applications. While existing fairness-aware methods typically intervene at the model level, they often suffer from high computational costs,…

Machine Learning · Computer Science 2025-11-11 Yixuan Zhang , Jiabin Luo , Zhenggang Wang , Feng Zhou , Quyu Kong

Bayesian deep learning approaches assume model parameters to be latent random variables and infer posterior distributions to quantify uncertainty, increase safety and trust, and prevent overconfident and unpredictable behavior. However,…

Machine Learning · Computer Science 2023-07-13 Jihao Andreas Lin , Joe Watson , Pascal Klink , Jan Peters

We study posterior contraction behaviors for parameters of interest in the context of Bayesian mixture modeling, where the number of mixing components is unknown while the model itself may or may not be correctly specified. Two…

Statistics Theory · Mathematics 2019-01-17 Aritra Guha , Nhat Ho , XuanLong Nguyen

How do we compare between hypotheses that are entirely consistent with observations? The marginal likelihood (aka Bayesian evidence), which represents the probability of generating our observations from a prior, provides a distinctive…

Machine Learning · Computer Science 2023-05-03 Sanae Lotfi , Pavel Izmailov , Gregory Benton , Micah Goldblum , Andrew Gordon Wilson

Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…

Methodology · Statistics 2025-07-23 Cheng Zeng , Eleni Dilma , Jason Xu , Leo L Duan

Bayesian inversion generates a posterior distribution of model parameters from an observation equation and prior information both weighted by hyperparameters. The prior is also introduced for the hyperparameters in fully Bayesian inversions…

Geophysics · Physics 2022-07-20 Dye SK Sato , Yukitoshi Fukahata , Yohei Nozue

This work considers Bayesian inference under misspecification for complex statistical models comprised of simpler submodels, referred to as modules, that are coupled together. Such ``multi-modular" models often arise when combining…

Statistics Theory · Mathematics 2023-08-02 David T. Frazier , David J. Nott

We introduce non-stationary Mat\'ern field priors with stochastic partial differential equations, and construct correlation length-scaling with hyperpriors. We model both the hyperprior and the Mat\'ern prior as continuous-parameter random…

Statistics Theory · Mathematics 2016-12-12 Lassi Roininen , Mark Girolami , Sari Lasanen , Markku Markkanen

We propose a general framework for obtaining probabilistic solutions to PDE-based inverse problems. Bayesian methods are attractive for uncertainty quantification but assume knowledge of the likelihood model or data generation process. This…

Methodology · Statistics 2023-09-28 Youngsoo Baek , Wilkins Aquino , Sayan Mukherjee

When building statistical models for Bayesian data analysis tasks, required and optional iterative adjustments and different modelling choices can give rise to numerous candidate models. In particular, checks and evaluations throughout the…

Methodology · Statistics 2024-04-03 Anna Elisabeth Riha , Nikolas Siccha , Antti Oulasvirta , Aki Vehtari

Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…