Related papers: Asymptotic Model Selection for Naive Bayesian Netw…
We compare in this paper several feature selection methods for the Naive Bayes Classifier (NBC) when the data under study are described by a large number of redundant binary indicators. Wrapper approaches guided by the NBC estimation of the…
In this article we study the asymptotic predictive optimality of a model selection criterion based on the cross-validatory predictive density, already available in the literature. For a dependent variable and associated explanatory…
Identifiability of parameters is an essential property for a statistical model to be useful in most settings. However, establishing parameter identifiability for Bayesian networks with hidden variables remains challenging. In the context of…
Understanding information exchange and aggregation on networks is a central problem in theoretical economics, probability and statistics. We study a standard model of economic agents on the nodes of a social network graph who learn a binary…
In many domains, we are interested in analyzing the structure of the underlying distribution, e.g., whether one variable is a direct parent of the other. Bayesian model-selection attempts to find the MAP model and use its structure to…
Learning machines which have hierarchical structures or hidden variables are singular statistical models because they are nonidentifiable and their Fisher information matrices are singular. In singular statistical models, neither the Bayes…
Log-linear models are a classical tool for the analysis of contingency tables. In particular, the subclass of graphical log-linear models provides a general framework for modelling conditional independences. However, with the exception of…
In this paper we investigate the geometry of a discrete Bayesian network whose graph is a tree all of whose variables are binary and the only observed variables are those labeling its leaves. We provide the full geometric description of…
Contemporary focus on selective inference has renewed interest in the theory of selection models. In this paper, we analyze the asymptotic properties of selection models built on independent and identically distributed observations. We show…
Bayesian inference typically relies on specifying a parametric model that approximates the data-generating process. However, misspecified models can yield poor convergence rates and unreliable posterior calibration. Bayesian empirical…
We build a Bayesian contextual classification model using an optimistic score ratio for robust binary classification when there is limited information on the class-conditional, or contextual, distribution. The optimistic score searches for…
The marginal likelihood plays an important role in many areas of Bayesian statistics such as parameter estimation, model comparison, and model averaging. In most applications, however, the marginal likelihood is not analytically tractable…
In data science and machine learning, hierarchical parametric models, such as mixture models, are often used. They contain two kinds of variables: observable variables, which represent the parts of the data that can be directly measured,…
Factorized information criterion (FIC) is a recently developed approximation technique for the marginal log-likelihood, which provides an automatic model selection framework for a few latent variable models (LVMs) with tractable inference…
We provide a flexible framework for selecting among a class of additive partial linear models that allows both linear and nonlinear additive components. In practice, it is challenging to determine which additive components should be…
We consider a unified framework of sequential change-point detection and hypothesis testing modeled by means of hidden Markov chains. One observes a sequence of random variables whose distributions are functionals of a hidden Markov chain.…
This paper presents a general asymptotic theory of sequential Bayesian estimation giving results for the strongest, almost sure convergence. We show that under certain smoothness conditions on the probability model, the greedy information…
Motivated by inferring cellular signaling networks using noisy flow cytometry data, we develop procedures to draw inference for Bayesian networks based on error-prone data. Two methods for inferring causal relationships between nodes in a…
Marginal-likelihood based model-selection, even though promising, is rarely used in deep learning due to estimation difficulties. Instead, most approaches rely on validation data, which may not be readily available. In this work, we present…
By providing a framework of accounting for the shared ancestry inherent to all life, phylogenetics is becoming the statistical foundation of biology. The importance of model choice continues to grow as phylogenetic models continue to…