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Bayesian inference is useful to obtain a predictive distribution with a small generalization error. However, since posterior distributions are rarely evaluated analytically, we employ the variational Bayesian inference or sampling method to…

Machine Learning · Computer Science 2025-09-03 Yohei Saito , Shun Kimura , Koujin Takeda

While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…

Machine Learning · Computer Science 2022-10-14 Tony Tohme , Kevin Vanslette , Kamal Youcef-Toumi

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

We study the problem of non-parametric Bayesian estimation of the intensity function of a Poisson point process. The observations are $n$ independent realisations of a Poisson point process on the interval $[0,T]$. We propose two related…

Methodology · Statistics 2020-03-31 Shota Gugushvili , Frank van der Meulen , Moritz Schauer , Peter Spreij

Bayesian error analysis paves the way to the construction of credible and plausible error regions for a point estimator obtained from a given dataset. We introduce the concept of region accuracy for error regions (a generalization of the…

Quantum Physics · Physics 2019-07-15 Changhun Oh , Yong Siah Teo , Hyunseok Jeong

We propose a new method of estimation in high-dimensional linear regression model. It allows for very weak distributional assumptions including heteroscedasticity, and does not require the knowledge of the variance of random errors. The…

Statistics Theory · Mathematics 2013-04-16 Eric Gautier , Alexandre Tsybakov

Datasets in engineering applications are often limited and contaminated, mainly due to unavoidable measurement noise and signal distortion. Thus, using conventional data-driven approaches to build a reliable discriminative model, and…

Machine Learning · Statistics 2020-04-14 Xihaier Luo , Ahsan Kareem

In an indirect Gaussian sequence space model lower and upper bounds are derived for the concentration rate of the posterior distribution of the parameter of interest shrinking to the parameter value $\theta^\circ$ that generates the data.…

Statistics Theory · Mathematics 2015-02-03 Jan Johannes , Anna Simoni , Rudolf Schenk

The parametric bootstrap can be used for the efficient computation of Bayes posterior distributions. Importance sampling formulas take on an easy form relating to the deviance in exponential families and are particularly simple starting…

Applications · Statistics 2013-01-15 Bradley Efron

Here, in this paper it has been considered a sub family of exponential family. Maximum likelihood estimations (MLE) for the parameter of this family, probability density function, and cumulative density function based on a sample and based…

Statistics Theory · Mathematics 2019-09-26 Saman Hosseini , Parviz Nasiri , Dler Hussein Kadir , Sharad Damodar Gore

Regression Discontinuity Design (RDD) is a popular framework for estimating a causal effect in settings where treatment is assigned if an observed covariate exceeds a fixed threshold. We consider estimation and inference in the common…

Statistics Theory · Mathematics 2025-04-16 Kevin Tao , Y. Samuel Wang , David Ruppert

Standard Bayesian analyses can be difficult to perform when the full likelihood, and consequently the full posterior distribution, is too complex and difficult to specify or if robustness with respect to data or to model misspecifications…

Methodology · Statistics 2019-01-08 Federica Giummolè , Valentina Mameli , Erlis Ruli , Laura Ventura

Rigorously quantifying the information in high contrast imaging data is important for informing follow-up strategies to confirm the substellar nature of a point source, constraining theoretical models of planet-disk interactions, and…

In many real-world problems, there is a limited set of training data, but an abundance of unlabeled data. We propose a new method, Generative Posterior Networks (GPNs), that uses unlabeled data to estimate epistemic uncertainty in…

Machine Learning · Computer Science 2024-01-01 Melrose Roderick , Felix Berkenkamp , Fatemeh Sheikholeslami , Zico Kolter

In this article, the estimation of reliability of a system is discussed $p(y<x)$ when strength, $X$, and stress, $Y$, are two independent exponential distribution with different scale parameters when the available data are type II Censored…

Methodology · Statistics 2008-01-08 A. M. Abd Elfattah , O. Mohamed Marwa

We introduce a simulation-based, amortised Bayesian inference scheme to infer the parameters of random walks. Our approach learns the posterior distribution of the walks' parameters with a likelihood-free method. In the first step a graph…

Machine Learning · Computer Science 2022-12-07 Hippolyte Verdier , François Laurent , Alhassan Cassé , Christian Vestergaard , Jean-Baptiste Masson

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…

Applications · Statistics 2011-04-15 Lizhen Xu , Radu V. Craiu , Lei Sun

In this paper we present a model independent analysis method following Bayesian statistics to analyse data from a generic counting experiment and apply it to the search for neutrinos from point sources. We discuss a test statistic defined…

High Energy Astrophysical Phenomena · Physics 2015-06-12 D. Bose , L. Brayeur , M. Casier , K. D. de Vries , G. Golup , N. van Eijndhoven

A major focus of causal inference is the estimation of heterogeneous average treatment effects (HTE) - average treatment effects within strata of another variable of interest such as levels of a biomarker, education, or age strata.…

Methodology · Statistics 2023-01-05 Arman Oganisian , Nandita Mitra , Jason Roy

In Bayesian theory, calculating a posterior probability distribution is highly important but usually difficult. Therefore, some methods have been put forward to deal with such problem, among which, the most popular one is the asymptotic…

Methodology · Statistics 2012-07-20 Zai-Ying Zhou