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The main object of Bayesian statistical inference is the determination of posterior distributions. Sometimes these laws are given for quantities devoid of empirical value. This serious drawback vanishes when one confines oneself to…

Statistical Finance · Quantitative Finance 2008-12-02 Federico Bassetti

The interplay between missing data and model uncertainty -- two classic statistical problems -- leads to primary questions that we formally address from an objective Bayesian perspective. For the general regression problem, we discuss the…

When dealing with multi-class classification problems, it is common practice to build a model consisting of a series of binary classifiers using a learning paradigm which dictates how the classifiers are built and combined to discriminate…

Machine Learning · Computer Science 2021-01-06 Daniel Cauchi , Adrian Muscat

In this paper, we study the accuracy of values aggregated over classes predicted by a classification algorithm. The problem is that the resulting aggregates (e.g., sums of a variable) are known to be biased. The bias can be large even for…

Machine Learning · Statistics 2019-12-02 Q. A. Meertens , C. G. H. Diks , H. J. van den Herik , F W Takes

In recent years, several unsupervised, "contrastive" learning algorithms in vision have been shown to learn representations that perform remarkably well on transfer tasks. We show that this family of algorithms maximizes a lower bound on…

Machine Learning · Computer Science 2020-06-08 Mike Wu , Chengxu Zhuang , Milan Mosse , Daniel Yamins , Noah Goodman

We consider sequential decision making problems for binary classification scenario in which the learner takes an active role in repeatedly selecting samples from the action pool and receives the binary label of the selected alternatives.…

Machine Learning · Statistics 2015-10-09 Yingfei Wang , Chu Wang , Warren Powell

Learning binary classifiers only from positive and unlabeled (PU) data is an important and challenging task in many real-world applications, including web text classification, disease gene identification and fraud detection, where negative…

Machine Learning · Computer Science 2020-12-01 Hui Chen , Fangqing Liu , Yin Wang , Liyue Zhao , Hao Wu

While machine learning models are usually assumed to always output a prediction, there also exist extensions in the form of reject options which allow the model to reject inputs where only a prediction with an unacceptably low certainty…

Machine Learning · Computer Science 2022-02-16 André Artelt , Johannes Brinkrolf , Roel Visser , Barbara Hammer

Classification of datasets into two or more distinct classes is an important machine learning task. Many methods are able to classify binary classification tasks with a very high accuracy on test data, but cannot provide any easily…

Machine Learning · Computer Science 2020-08-26 Yashesh Dhebar , Sparsh Gupta , Kalyanmoy Deb

Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been…

Methodology · Statistics 2023-12-06 Martin Jankowiak

Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…

Statistics Theory · Mathematics 2025-10-28 Mohamed Ndaoud , Peter Radchenko , Bradley Rava

Any traditional classification problem in general involves modelling individual classes and in turn classification by evaluating the similarity of the test set with the modelled classes. In this paper, we introduce another approach that…

Statistics Theory · Mathematics 2020-02-07 Snigdha Bhagat , S. D. Joshi

We marshall the arguments for preferring Bayesian hypothesis testing and confidence sets to frequentist ones. We define admissible solutions to inference problems, noting that Bayesian solutions are admissible. We give seven weaker…

Statistics Theory · Mathematics 2024-05-22 Roger Sewell

The inverse relation between mutual information (MI) and Bayesian error is sharpened by deriving finite sequences of upper and lower bounds on MI in terms of the minimum probability of error (MPE) and related Bayesian quantities. The well…

Information Theory · Computer Science 2014-09-24 Sudhakar Prasad

Abstaining classifiers have the option to refrain from providing a prediction for instances that are difficult to classify. The abstention mechanism is designed to trade off the classifier's performance on the accepted data while ensuring a…

Machine Learning · Computer Science 2025-04-15 Daphne Lenders , Andrea Pugnana , Roberto Pellungrini , Toon Calders , Dino Pedreschi , Fosca Giannotti

In the problem of selecting variables in a multivariate linear regression model, we derive new Bayesian information criteria based on a prior mixing a smooth distribution and a delta distribution. Each of them can be interpreted as a fusion…

Statistics Theory · Mathematics 2022-09-29 Haruki Kono , Tatsuya Kubokawa

Machine learning systems can help humans to make decisions by providing decision suggestions (i.e., a label for a datapoint). However, individual datapoints do not always provide enough clear evidence to make confident suggestions. Although…

Human-Computer Interaction · Computer Science 2023-09-12 Andrea Papenmeier , Daniel Hienert , Yvonne Kammerer , Christin Seifert , Dagmar Kern

We revisit and generalize the concept of composite likelihood as a method to make a probabilistic inference by aggregation of multiple Bayesian agents, thereby defining a class of predictive models which we call composite Bayesian. This…

Computation · Statistics 2019-04-18 Alexis Roche

A common concern with Bayesian methodology in scientific contexts is that inferences can be heavily influenced by subjective biases. As presented here, there are two types of bias for some quantity of interest: bias against and bias in…

Statistics Theory · Mathematics 2019-03-06 Michael Evans , Yang Guo

Class imbalance and distributional differences in large datasets present significant challenges for classification tasks machine learning, often leading to biased models and poor predictive performance for minority classes. This work…

Machine Learning · Statistics 2024-12-20 Alex Mak , Shubham Sahoo , Shivani Pandey , Yidan Yue , Linglong Kong
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