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Empirical Bayes methods have been around for a long time and have a wide range of applications. These methods provide a way in which historical data can be aggregated to provide estimates of the posterior mean. This thesis revisits some of…

Methodology · Statistics 2021-08-17 Xiuwen Duan

Probability estimation is one of the fundamental tasks in statistics and machine learning. However, standard methods for probability estimation on discrete objects do not handle object structure in a satisfactory manner. In this paper, we…

Applications · Statistics 2018-11-06 Cheng Zhang , Frederick A. Matsen

In classification with a reject option, the classifier is allowed in uncertain cases to abstain from prediction. The classical cost-based model of a reject option classifier requires the cost of rejection to be defined explicitly. An…

Machine Learning · Computer Science 2021-02-01 V. Franc , D. Prusa , V. Voracek

Empirical Bayes is a versatile approach to `learn from a lot' in two ways: first, from a large number of variables and second, from a potentially large amount of prior information, e.g. stored in public repositories. We review applications…

Methodology · Statistics 2018-03-19 Mark A. van de Wiel , Dennis E. te Beest , Magnus Münch

Inference in the presence of outliers is an important field of research as outliers are ubiquitous and may arise across a variety of problems and domains. Bayesian optimization is method that heavily relies on probabilistic inference. This…

Machine Learning · Computer Science 2017-12-14 Ruben Martinez-Cantin , Kevin Tee , Michael McCourt

The idea that the brain is a probabilistic (Bayesian) inference machine, continuously trying to figure out the hidden causes of its inputs, has become very influential in cognitive (neuro)science over recent decades. Here I present a…

Neurons and Cognition · Quantitative Biology 2024-02-15 Eelke Spaak

This paper describes and discusses Bayesian Neural Network (BNN). The paper showcases a few different applications of them for classification and regression problems. BNNs are comprised of a Probabilistic Model and a Neural Network. The…

Machine Learning · Computer Science 2018-01-31 Vikram Mullachery , Aniruddh Khera , Amir Husain

The SLOPE estimates regression coefficients by minimizing a regularized residual sum of squares using a sorted-$\ell_1$-norm penalty. The SLOPE combines testing and estimation in regression problems. It exhibits suitable variable selection…

Methodology · Statistics 2016-09-02 Amir Sepehri

Tensors, also known as multidimensional arrays, are useful data structures in machine learning and statistics. In recent years, Bayesian methods have emerged as a popular direction for analyzing tensor-valued data since they provide a…

Methodology · Statistics 2024-02-02 Yiyao Shi , Weining Shen

The Bayes factor, the data-based updating factor of the prior to posterior odds of two hypotheses, is a natural measure of statistical evidence for one hypothesis over the other. We show how Bayes factors can also be used for parameter…

Methodology · Statistics 2025-07-09 Samuel Pawel

We introduce a parameterization method called Neural Bayes which allows computing statistical quantities that are in general difficult to compute and opens avenues for formulating new objectives for unsupervised representation learning.…

Machine Learning · Statistics 2020-02-24 Devansh Arpit , Huan Wang , Caiming Xiong , Richard Socher , Yoshua Bengio

Bayesian persuasion, a central model in information design, studies how a sender, who privately observes a state drawn from a prior distribution, strategically sends a signal to influence a receiver's action. A key assumption is that both…

Computer Science and Game Theory · Computer Science 2025-05-23 Jingwu Tang , Jiahao Zhang , Fei Fang , Zhiwei Steven Wu

When collaborating with an AI system, we need to assess when to trust its recommendations. If we mistakenly trust it in regions where it is likely to err, catastrophic failures may occur, hence the need for Bayesian approaches for…

Artificial Intelligence · Computer Science 2021-02-23 Federico Cerutti , Lance M. Kaplan , Angelika Kimmig , Murat Sensoy

In many cases, neural networks perform well on test data, but tend to overestimate their confidence on out-of-distribution data. This has led to adoption of Bayesian neural networks, which better capture uncertainty and therefore more…

Machine Learning · Computer Science 2021-08-02 Erick Galinkin

In this paper, we address the problem of data description using a Bayesian framework. The goal of data description is to draw a boundary around objects of a certain class of interest to discriminate that class from the rest of the feature…

Machine Learning · Computer Science 2016-02-26 Alireza Ghasemi , Hamid R. Rabiee , Mohammad T. Manzuri , M. H. Rohban

In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior.…

Methodology · Statistics 2026-05-18 Jeong Eun Lee , Sitong Liu , Geoff K. Nicholls

This article focuses on the question of learning how to automatically select a subset of items among a bigger set. We introduce a methodology for the inference of ensembles of discrete values, based on the Naive Bayes assumption. Our…

Machine Learning · Computer Science 2017-07-20 Luca Mossina , Emmanuel Rachelson

The Bayesian method is noted to produce spuriously high posterior probabilities for phylogenetic trees in analysis of large datasets, but the precise reasons for this over-confidence are unknown. In general, the performance of Bayesian…

Statistics Theory · Mathematics 2018-10-15 Ziheng Yang , Tianqi Zhu

Subset selection is a valuable tool for interpretable learning, scientific discovery, and data compression. However, classical subset selection is often avoided due to selection instability, lack of regularization, and difficulties with…

Machine Learning · Statistics 2022-02-17 Daniel R. Kowal

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