Related papers: What are the Differences between Bayesian Classifi…
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…
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:…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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.…
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…
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…