Related papers: Hessian PDF reweighting meets the Bayesian methods
Fairness concerns are increasingly critical as machine learning models are deployed in high-stakes applications. While existing fairness-aware methods typically intervene at the model level, they often suffer from high computational costs,…
We derive the sampling probability density function (pdf) of an ideal localized random electromagnetic field, its amplitude and intensity in an electromagnetic environment that is quasi-statically time-varying statistically homogeneous or…
Most signal processing problems involve the challenging task of multidimensional probability density function (PDF) estimation. In this work, we propose a solution to this problem by using a family of Rotation-based Iterative…
Bayesian optimization has emerged as a strong candidate tool for global optimization of functions with expensive evaluation costs. However, due to the dynamic nature of research in Bayesian approaches, and the evolution of computing…
Many approximate Bayesian inference methods assume a particular parametric form for approximating the posterior distribution. A multivariate Gaussian distribution provides a convenient density for such approaches; examples include the…
The Hamiltonian Monte Carlo (HMC) method has been recognized as a powerful sampling tool in computational statistics. We show that performance of HMC can be significantly improved by incorporating importance sampling and an irreversible…
In this paper we study a bootstrap strategy for estimating the variance of a mean taken over large multifactor crossed random effects data sets. We apply bootstrap reweighting independently to the levels of each factor, giving each…
Sequential Monte Carlo samplers represent a compelling approach to posterior inference in Bayesian models, due to being parallelisable and providing an unbiased estimate of the posterior normalising constant. In this work, we significantly…
Reliable density estimation is fundamental for numerous applications in statistics and machine learning. In many practical scenarios, data are best modeled as mixtures of component densities that capture complex and multimodal patterns.…
This paper considers the problem of model selection within the context of finite element model updating. Given that a number of FEM updating models, with different updating parameters, can be designed, this paper proposes using the Bayesian…
In certain cases of astronomical data analysis, the meaningful physical quantity to extract is the ratio $R$ between two data sets. Examples include the lensing ratio, the interloper rate in spectroscopic redshift samples, the decay rate of…
Prediction is a central task of statistics and machine learning, yet many inferential settings provide only partial information, typically in the form of moment constraints or estimating equations. We develop a finite, fully Bayesian…
The unequal representation of different groups in a sample population can lead to discrimination of minority groups when machine learning models make automated decisions. To address these issues, fairness-aware machine learning jointly…
Data point selection (DPS) is becoming a critical topic in deep learning due to the ease of acquiring uncurated training data compared to the difficulty of obtaining curated or processed data. Existing approaches to DPS are predominantly…
Bayesian model selection methods provide a self-consistent probabilistic framework to test the validity of competing scenarios given a set of data. We present a case study application to strong gravitational lens parametric models. Our goal…
This paper devises a fully Bayesian sample size determination method for hierarchical model-based small area estimation with a decision risk approach. A new loss function specified around a desired maximum posterior variance target…
Quality by design in pharmaceutical manufacturing hinges on computational methods and tools that are capable of accurate quantitative prediction of the design space. This paper investigates Bayesian approaches to design space…
We consider a Bayesian framework for estimating the sample size of a clinical trial. The new approach, called BESS, is built upon three pillars: Sample size of the trial, Evidence from the observed data, and Confidence of the final decision…
Big Data often presents as massive non-probability samples. Not only is the selection mechanism often unknown, but larger data volume amplifies the relative contribution of selection bias to total error. Existing bias adjustment approaches…
We propose a novel approach to approximate Bayesian computation (ABC) that seeks to cater for possible misspecification of the assumed model. This new approach can be equally applied to rejection-based ABC and to popular regression…