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Related papers: On Supervised Selection of Bayesian Networks

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Given a set of possible models (e.g., Bayesian network structures) and a data sample, in the unsupervised model selection problem the task is to choose the most accurate model with respect to the domain joint probability distribution. In…

Machine Learning · Computer Science 2013-01-18 Sanjoy Dasgupta , Leonard Schulman

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

Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…

Computation · Statistics 2018-10-16 Lampros Bouranis , Nial Friel , Florian Maire

The application of Bayesian inference for the purpose of model selection is very popular nowadays. In this framework, models are compared through their marginal likelihoods, or their quotients, called Bayes factors. However, marginal…

Methodology · Statistics 2022-07-27 F. Llorente , L. Martino , E. Curbelo , J. Lopez-Santiago , D. Delgado

Bayesian network structure learning is often performed in a Bayesian setting, by evaluating candidate structures using their posterior probabilities for a given data set. Score-based algorithms then use those posterior probabilities as an…

Machine Learning · Statistics 2017-03-14 Marco Scutari

How do we compare between hypotheses that are entirely consistent with observations? The marginal likelihood (aka Bayesian evidence), which represents the probability of generating our observations from a prior, provides a distinctive…

Machine Learning · Computer Science 2023-05-03 Sanae Lotfi , Pavel Izmailov , Gregory Benton , Micah Goldblum , Andrew Gordon Wilson

Bayesian network structure learning is often performed in a Bayesian setting, evaluating candidate structures using their posterior probabilities for a given data set. Score-based algorithms then use those posterior probabilities as an…

Machine Learning · Statistics 2017-04-14 Marco Scutari

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Machine Learning · Computer Science 2022-03-31 Andrew Gordon Wilson , Pavel Izmailov

A maximum likelihood based model selection of discrete Bayesian networks is considered. The model selection is performed through scoring function $S$, which, for a given network $G$ and $n$-sample $D_n$, is defined to be the maximum…

Statistics Theory · Mathematics 2013-04-18 Nikolay H. Balov

In Bayesian statistics, the marginal likelihood, also known as the evidence, is used to evaluate model fit as it quantifies the joint probability of the data under the prior. In contrast, non-Bayesian models are typically compared using…

Methodology · Statistics 2019-09-24 Edwin Fong , Chris Holmes

Empirical likelihood is a popular nonparametric statistical tool that does not require any distributional assumptions. In this paper, we explore the possibility of conducting variable selection via Bayesian empirical likelihood. We show…

Methodology · Statistics 2022-06-13 Yichen Cheng , Yichuan Zhao

Undirected graphical models known as Markov networks are popular for a wide variety of applications ranging from statistical physics to computational biology. Traditionally, learning of the network structure has been done under the…

Machine Learning · Statistics 2025-06-26 Johan Pensar , Henrik Nyman , Juha Niiranen , Jukka Corander

Masked pre-training removes random input dimensions and learns a model that can predict the missing values. Empirical results indicate that this intuitive form of self-supervised learning yields models that generalize very well to new…

Machine Learning · Statistics 2023-06-02 Pablo Moreno-Muñoz , Pol G. Recasens , Søren Hauberg

Hierarchical probabilistic models, such as Gaussian mixture models, are widely used for unsupervised learning tasks. These models consist of observable and latent variables, which represent the observable data and the underlying…

Machine Learning · Statistics 2015-03-26 Keisuke Yamazaki

The goal of this paper is to compare several widely used Bayesian model selection methods in practical model selection problems, highlight their differences and give recommendations about the preferred approaches. We focus on the variable…

Methodology · Statistics 2017-12-18 Juho Piironen , Aki Vehtari

Bayesian model selection with improper priors is not well-defined because of the dependence of the marginal likelihood on the arbitrary scaling constants of the within-model prior densities. We show how this problem can be evaded by…

Statistics Theory · Mathematics 2020-04-28 A. Philip Dawid , Monica Musio

We propose a general method for distributed Bayesian model choice, using the marginal likelihood, where a data set is split in non-overlapping subsets. These subsets are only accessed locally by individual workers and no data is shared…

Computation · Statistics 2022-10-18 Alexander Buchholz , Daniel Ahfock , Sylvia Richardson

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

Methodology · Statistics 2024-01-17 Xiaohao Cai , Jason D. McEwen , Marcelo Pereyra

Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves…

Computation · Statistics 2017-05-05 Lampros Bouranis , Nial Friel , Florian Maire

The key distinguishing property of a Bayesian approach is marginalization instead of optimization, not the prior, or Bayes rule. Bayesian inference is especially compelling for deep neural networks. (1) Neural networks are typically…

Machine Learning · Computer Science 2020-01-30 Andrew Gordon Wilson
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