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We propose a two-component mixture of a noninformative (diffuse) and an informative prior distribution, weighted through the data in such a way to prefer the first component if a prior-data conflict arises. The data-driven approach for…

Methodology · Statistics 2017-08-02 Leonardo Egidi , Francesco Pauli , Nicola Torelli

Two different approaches to dealing with probabilistic knowledge are examined -models and inductive inference. Examples of the first are: influence diagrams [1], Bayesian networks [2], log-linear models [3, 4]. Examples of the second are:…

Artificial Intelligence · Computer Science 2013-04-12 Norman C. Dalkey

Binary classification is highly used in credit scoring in the estimation of probability of default. The validation of such predictive models is based both on rank ability, and also on calibration (i.e. how accurately the probabilities…

Econometrics · Economics 2017-10-25 Pedro G. Fonseca , Hugo D. Lopes

Machine learning models are vulnerable to adversarial examples: minor perturbations to input samples intended to deliberately cause misclassification. While an obvious security threat, adversarial examples yield as well insights about the…

Cryptography and Security · Computer Science 2019-11-19 Kathrin Grosse , David Pfaff , Michael Thomas Smith , Michael Backes

Mutual information (MI) is a useful information-theoretic measure to quantify the statistical dependence between two random variables: $X$ and $Y$. Often, we are interested in understanding how the dependence between $X$ and $Y$ in one set…

Information Theory · Computer Science 2025-07-22 Chetan Gohil , Oliver M Cliff , James M. Shine , Ben D. Fulcher , Joseph T. Lizier

Bayesian neural networks have successfully designed and optimized a robust neural network model in many application problems, including uncertainty quantification. However, with its recent success, information-theoretic understanding about…

Information Theory · Computer Science 2022-06-22 Jae Oh Woo

L.J. Savage once hoped to show that "the superficially incompatible systems of ideas associated on the one hand with [subjective Bayesianism] and on the other hand with [classical statistics]...lend each other mutual support and…

Statistics Theory · Mathematics 2017-07-04 Greg Gandenberger

Given the joint chances of a pair of random variables one can compute quantities of interest, like the mutual information. The Bayesian treatment of unknown chances involves computing, from a second order prior distribution and the data…

Machine Learning · Computer Science 2007-05-23 Marcus Hutter , Marco Zaffalon

In multiple domains such as malware detection, automated driving systems, or fraud detection, classification algorithms are susceptible to being attacked by malicious agents willing to perturb the value of instance covariates to pursue…

Machine Learning · Statistics 2025-07-10 Victor Gallego , Roi Naveiro , Alberto Redondo , David Rios Insua , Fabrizio Ruggeri

Local sensitivity diagnostics for Bayesian models are described that are analogues of frequentist measures of leverage and influence. The diagnostics are simple to calculate using MCMC. A comparison between leverage and influence allows a…

Methodology · Statistics 2025-03-27 Martyn Plummer

We review the Akaike, deviance, and Watanabe-Akaike information criteria from a Bayesian perspective, where the goal is to estimate expected out-of-sample-prediction error using a biascorrected adjustment of within-sample error. We focus on…

Methodology · Statistics 2013-07-24 Andrew Gelman , Jessica Hwang , Aki Vehtari

Meta learning uses information from base learners (e.g. classifiers or estimators) as well as information about the learning problem to improve upon the performance of a single base learner. For example, the Bayes error rate of a given…

Machine Learning · Computer Science 2016-03-11 Kevin R. Moon , Veronique Delouille , Alfred O. Hero

We derive information-theoretic lower bounds on the Bayes risk and generalization error of realizable machine learning models. In particular, we employ an analysis in which the rate-distortion function of the model parameters bounds the…

Machine Learning · Computer Science 2021-11-09 Matthew Nokleby , Ahmad Beirami

Comparisons are made for the amount of agreement of the composite likelihood information criteria and their full likelihood counterparts when making decisions among the fits of different models, and some properties of penalty term for…

Statistics Theory · Mathematics 2014-10-17 Chi Tim Ng , Harry Joe

Estimation of mutual information between (multidimensional) real-valued variables is used in analysis of complex systems, biological systems, and recently also quantum systems. This estimation is a hard problem, and universally good…

Quantitative Methods · Quantitative Biology 2019-08-14 Caroline M. Holmes , Ilya Nemenman

It has been argued that in supervised classification tasks, in practice it may be more sensible to perform model selection with respect to some more focused model selection score, like the supervised (conditional) marginal likelihood, than…

Machine Learning · Computer Science 2013-01-14 Petri Kontkanen , Petri Myllymaki , Henry Tirri

Similarity choice data occur when humans make choices among alternatives based on their similarity to a target, e.g., in the context of information retrieval and in embedding learning settings. Classical metric-based models of similarity…

Machine Learning · Computer Science 2025-08-21 Hugo Sales Corrêa , Suryanarayana Sankagiri , Daniel Ratton Figueiredo , Matthias Grossglauser

Radiologists must utilize multiple modal images for tumor segmentation and diagnosis due to the limitations of medical imaging and the diversity of tumor signals. This leads to the development of multimodal learning in segmentation.…

Computer Vision and Pattern Recognition · Computer Science 2024-07-11 Chuyun Shen , Wenhao Li , Haoqing Chen , Xiaoling Wang , Fengping Zhu , Yuxin Li , Xiangfeng Wang , Bo Jin

Binary classification models which can assign probabilities to categories such as "the tissue is 75% likely to be tumorous" or "the chemical is 25% likely to be toxic" are well understood statistically, but their utility as an input to…

Applications · Statistics 2017-12-05 Damjan Krstajic , Ljubomir Buturovic , Simon Thomas , David E Leahy

We propose a method for combining probabilistic outputs of classifiers to make a single consensus class prediction when no further information about the individual classifiers is available, beyond that they have been trained for the same…

Machine Learning · Computer Science 2020-09-02 Jordan F. Masakuna , Simukai W. Utete , Steve Kroon