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In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

Nonparametric feature selection in high-dimensional data is an important and challenging problem in statistics and machine learning fields. Most of the existing methods for feature selection focus on parametric or additive models which may…

Methodology · Statistics 2021-03-31 Hang Yu , Yuanjia Wang , Donglin Zeng

Bayesian Neural Networks provide a principled framework for uncertainty quantification by modeling the posterior distribution of network parameters. However, exact posterior inference is computationally intractable, and widely used…

Machine Learning · Computer Science 2025-12-02 Alfredo Reichlin , Miguel Vasco , Danica Kragic

Classification of high dimensional data finds wide-ranging applications. In many of these applications equipping the resulting classification with a measure of uncertainty may be as important as the classification itself. In this paper we…

Machine Learning · Computer Science 2018-02-12 Andrea L. Bertozzi , Xiyang Luo , Andrew M. Stuart , Konstantinos C. Zygalakis

In broad applications, it is routinely of interest to assess whether there is evidence in the data to refute the assumption of conditional independence of $Y$ and $X$ conditionally on $Z$. Such tests are well developed in parametric models…

Methodology · Statistics 2015-03-25 Tsuyoshi Kunihama , David B. Dunson

Explosive growth in data and availability of cheap computing resources have sparked increasing interest in Big learning, an emerging subfield that studies scalable machine learning algorithms, systems, and applications with Big Data.…

Machine Learning · Computer Science 2017-03-02 Jun Zhu , Jianfei Chen , Wenbo Hu , Bo Zhang

In this paper, we consider the uncertainty quantification problem for regression models. Specifically, we consider an individual calibration objective for characterizing the quantiles of the prediction model. While such an objective is…

Machine Learning · Computer Science 2023-10-27 Shang Liu , Zhongze Cai , Xiaocheng Li

When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. In the…

Methodology · Statistics 2020-05-13 Ilja Klebanov , Alexander Sikorski , Christof Schütte , Susanna Röblitz

In real world machine learning applications, testing data may contain some meaningful new categories that have not been seen in labeled training data. To simultaneously recognize new data categories and assign most appropriate category…

Machine Learning · Computer Science 2019-10-11 Changying Du , Fuzhen Zhuang , Jia He , Qing He , Guoping Long

Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our…

Machine Learning · Statistics 2016-03-09 Masaaki Imaizumi , Kohei Hayashi

We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

Machine Learning · Statistics 2019-03-11 Konstantin Posch , Jan Steinbrener , Jürgen Pilz

It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference in the presence of inverse-probability weights. We use a hierarchical…

Methodology · Statistics 2020-06-24 Yajuan Si , Natesh S. Pillai , Andrew Gelman

Some applied researchers hesitate to use nonparametric methods, worrying that they will lose power in small samples or overfit the data when simpler models are sufficient. We argue that at least some of these concerns are unfounded when…

Methodology · Statistics 2026-03-16 Antonio R. Linero

Statistical inference in high dimensional settings has recently attracted enormous attention within the literature. However, most published work focuses on the parametric linear regression problem. This paper considers an important…

Methodology · Statistics 2019-11-14 Qi Gao , Randy C. S. Lai , Thomas C. M. Lee , Yao Li

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…

Methodology · Statistics 2022-11-08 Bingjing Tang , Vinayak Rao

Learning classifiers that are robust to adversarial examples has received a great deal of recent attention. A major drawback of the standard robust learning framework is there is an artificial robustness radius $r$ that applies to all…

Machine Learning · Computer Science 2023-01-19 Robi Bhattacharjee , Kamalika Chaudhuri

While nonparametric density estimators often perform well on low dimensional data, their performance can suffer when applied to higher dimensional data, owing presumably to the curse of dimensionality. One technique for avoiding this is to…

Statistics Theory · Mathematics 2020-10-07 Robert A. Vandermeulen

Being able to reliably assess not only the \emph{accuracy} but also the \emph{uncertainty} of models' predictions is an important endeavour in modern machine learning. Even if the model generating the data and labels is known, computing the…

Machine Learning · Computer Science 2023-09-12 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

As machine learning is increasingly used to make real-world decisions, recent research efforts aim to define and ensure fairness in algorithmic decision making. Existing methods often assume a fixed set of observable features to define…

Machine Learning · Computer Science 2020-05-11 YooJung Choi , Golnoosh Farnadi , Behrouz Babaki , Guy Van den Broeck

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…

Machine Learning · Statistics 2019-05-28 Aliaksandr Hubin , Geir Storvik