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Model selection is an important activity in modern data analysis and the conventional Bayesian approach to this problem involves calculation of marginal likelihoods for different models, together with diagnostics which examine specific…

Computation · Statistics 2008-10-31 David J. Nott , Robert J. Kohn , Mark Fielding

Accurately estimating the informativeness of individual samples in a dataset is an important objective in deep learning, as it can guide sample selection, which can improve model efficiency and accuracy by removing redundant or potentially…

Machine Learning · Computer Science 2025-05-22 Johannes Kaiser , Kristian Schwethelm , Daniel Rueckert , Georgios Kaissis

Approximate Bayesian computation (ABC) has become an essential tool for the analysis of complex stochastic models when the likelihood function is numerically unavailable. However, the well-established statistical method of empirical…

Computation · Statistics 2015-06-05 K. L. Mengersen , P. Pudlo , C. P. Robert

We present a new method to approximate posterior probabilities of Bayesian Network using Deep Neural Network. Experiment results on several public Bayesian Network datasets shows that Deep Neural Network is capable of learning joint…

Machine Learning · Computer Science 2018-01-12 Jie Jia , Honggang Zhou , Yunchun Li

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

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

Most empirical studies of complex networks do not return direct, error-free measurements of network structure. Instead, they typically rely on indirect measurements that are often error-prone and unreliable. A fundamental problem in…

Social and Information Networks · Computer Science 2021-03-10 Jean-Gabriel Young , George T. Cantwell , M. E. J. Newman

We present a framework for approximate Bayesian inference when only a limited number of noisy log-likelihood evaluations can be obtained due to computational constraints, which is becoming increasingly common for applications of complex…

Methodology · Statistics 2023-09-01 Marko Järvenpää , Jukka Corander

Neural additive models (NAMs) enhance the transparency of deep neural networks by handling input features in separate additive sub-networks. However, they lack inherent mechanisms that provide calibrated uncertainties and enable selection…

Machine Learning · Statistics 2024-10-29 Kouroche Bouchiat , Alexander Immer , Hugo Yèche , Gunnar Rätsch , Vincent Fortuin

Bayesian statistics is concerned with conducting posterior inference for the unknown quantities in a given statistical model. Conventional Bayesian inference requires the specification of a probabilistic model for the observed data, and the…

Methodology · Statistics 2023-05-11 David T. Frazier , Christopher Drovandi , David J. Nott

This paper presents an approximate method for performing Bayesian inference in models with conditional independence over a decentralized network of learning agents. The method first employs variational inference on each individual learning…

Machine Learning · Computer Science 2014-06-13 Trevor Campbell , Jonathan P. How

Statistical applications often involve the calculation of intractable multidimensional integrals. The Laplace formula is widely used to approximate such integrals. However, in high-dimensional or small sample size problems, the shape of the…

Computation · Statistics 2016-12-30 Erlis Ruli , Nicola Sartori , Laura Ventura

A simple strategy for improving LLM accuracy, especially in math and reasoning problems, is to sample multiple responses and submit the answer most consistently reached. In this paper we leverage Bayesian prior information to save on…

Machine Learning · Statistics 2026-02-06 Jingkai Huang , Will Ma , Zhengyuan Zhou

We consider Bayesian estimation of a hierarchical linear model (HLM) from partially observed data, assumed to be missing at random, and small sample sizes. A vector of continuous covariates $C$ includes cluster-level partially observed…

Methodology · Statistics 2025-02-03 Dongho Shin , Yongyun Shin , Nao Hagiwara

The point estimates of ReLU classification networks---arguably the most widely used neural network architecture---have been shown to yield arbitrarily high confidence far away from the training data. This architecture, in conjunction with a…

Machine Learning · Statistics 2020-07-20 Agustinus Kristiadi , Matthias Hein , Philipp Hennig

In industrial machine learning pipelines, data often arrive in parts. Particularly in the case of deep neural networks, it may be too expensive to train the model from scratch each time, so one would rather use a previously learned model…

Machine Learning · Statistics 2018-03-29 Max Kochurov , Timur Garipov , Dmitry Podoprikhin , Dmitry Molchanov , Arsenii Ashukha , Dmitry Vetrov

This article presents new methodology for sample-based Bayesian inference when data are partitioned and communication between the parts is expensive, as arises by necessity in the context of "big data" or by choice in order to take…

Methodology · Statistics 2022-11-01 Marc Box

ABC (approximate Bayesian computation) is a general approach for dealing with models with an intractable likelihood. In this work, we derive ABC algorithms based on QMC (quasi- Monte Carlo) sequences. We show that the resulting ABC…

Computation · Statistics 2018-05-08 Alexander Buchholz , Nicolas Chopin

Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…

Methodology · Statistics 2018-07-13 Luis G. Leon-Novelo , Terrance D. Savitsky

In this paper we provide new compact integral expressions and associated simple asymptotic approximations for converse and achievability bounds in the finite blocklength regime. The chosen converse and random coding union bounds were taken…

Information Theory · Computer Science 2016-10-25 Tomaso Erseghe
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