Related papers: Penalising model component complexity: A principle…
Composition of low-dimensional distributions, whose foundations were laid in the papaer published in the Proceeding of UAI'97 (Jirousek 1997), appeared to be an alternative apparatus to describe multidimensional probabilistic models. In…
Conformal prediction is a general distribution-free approach for constructing prediction sets combined with any machine learning algorithm that achieve valid marginal or conditional coverage in finite samples. Ordinal classification is…
We propose an objective Bayesian approach to the selection of covariates and their penalised splines transformations in generalised additive models. Specification of a reasonable default prior for the model parameters and combination with a…
Interventional causal models describe several joint distributions over some variables used to describe a system, one for each intervention setting. They provide a formal recipe for how to move between the different joint distributions and…
Simulation-based calibration (SBC) is a method for validating inference algorithms and model implementations through repeated inference on data simulated from a generative model. For a model to be generative, one must specify proper priors.…
We consider priors for several nonparametric Bayesian models which use finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…
In this article, we propose a penalized high dimensional semiparametric model average quantile prediction approach that is robust for forecasting the conditional quantile of the response. We consider a two-step estimation procedure. In the…
Structural causal models are the basic modelling unit in Pearl's causal theory; in principle they allow us to solve counterfactuals, which are at the top rung of the ladder of causation. But they often contain latent variables that limit…
We study the Cox models with semiparametric relative risk, which can be partially linear with one nonparametric component, or multiple additive or nonadditive nonparametric components. A penalized partial likelihood procedure is proposed to…
A key task in the emerging field of materials informatics is to use machine learning to predict a material's properties and functions. A fast and accurate predictive model allows researchers to more efficiently identify or construct a…
With recent advances in natural language processing, rationalization becomes an essential self-explaining diagram to disentangle the black box by selecting a subset of input texts to account for the major variation in prediction. Yet,…
One of the main concerns while deploying machine learning models in real-world applications is fairness. Counterfactual fairness has emerged as an intuitive and natural definition of fairness. However, existing methodologies for enforcing…
In this paper, we derive a Bayesian model order selection rule by using the exponentially embedded family method, termed Bayesian EEF. Unlike many other Bayesian model selection methods, the Bayesian EEF can use vague proper priors and…
Consequential decision-making incentivizes individuals to strategically adapt their behavior to the specifics of the decision rule. While a long line of work has viewed strategic adaptation as gaming and attempted to mitigate its effects,…
Statistical modeling of high-dimensional matrix-valued data motivates the use of a low-rank representation that simultaneously summarizes key characteristics of the data and enables dimension reduction. Low-rank representations commonly…
Generative models have emerged as powerful priors for solving inverse problems. These models typically represent a class of natural signals using a single fixed complexity or dimensionality. This can be limiting: depending on the problem, a…
In this work, the uncertainty associated with the finite element discretization error is modeled following the Bayesian paradigm. First, a continuous formulation is derived, where a Gaussian process prior over the solution space is updated…
We consider the problem of training generative models with deep neural networks as generators, i.e. to map latent codes to data points. Whereas the dominant paradigm combines simple priors over codes with complex deterministic models, we…
Performative prediction, as introduced by Perdomo et al, is a framework for studying social prediction in which the data distribution itself changes in response to the deployment of a model. Existing work in this field usually hinges on…
Determining how to appropriately select the tuning parameter is essential in penalized likelihood methods for high-dimensional data analysis. We examine this problem in the setting of penalized likelihood methods for generalized linear…