Related papers: Robust Probabilistic Modeling with Bayesian Data R…
The willingness to trust predictions formulated by automatic algorithms is key in a vast number of domains. However, a vast number of deep architectures are only able to formulate predictions without an associated uncertainty. In this…
We introduce a methodology for robust Bayesian estimation with robust divergence (e.g., density power divergence or {\gamma}-divergence), indexed by a single tuning parameter. It is well known that the posterior density induced by robust…
Outlying observations can be challenging to handle and adversely affect subsequent analyses, especially in data with increasing dimensional complexity. Although outliers are not always undesired anomalies in the data and may possess…
Machine learning models trained on real-world data may inadvertently make biased predictions that negatively impact marginalized communities. Reweighting, which assigns a weight to each data point used during model training, can mitigate…
We introduce Harmonic Robustness, a powerful and intuitive method to test the robustness of any machine-learning model either during training or in black-box real-time inference monitoring without ground-truth labels. It is based on…
The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and fit…
A new type of robust estimation problem is introduced where the goal is to recover a statistical model that has been corrupted after it has been estimated from data. Methods are proposed for "repairing" the model using only the design and…
Probabilistic programming has emerged as a powerful paradigm in statistics, applied science, and machine learning: by decoupling modelling from inference, it promises to allow modellers to directly reason about the processes generating…
Most supervised machine learning tasks are subject to irreducible prediction errors. Probabilistic predictive models address this limitation by providing probability distributions that represent a belief over plausible targets, rather than…
A learned generative model often produces biased statistics relative to the underlying data distribution. A standard technique to correct this bias is importance sampling, where samples from the model are weighted by the likelihood ratio…
The dynamic, real-time, and accurate inference of model parameters from empirical data is of great importance in many scientific and engineering disciplines that use computational models (such as a digital twin) for the analysis and…
We introduce a novel rule-based approach for handling regression problems. The new methodology carries elements from two frameworks: (i) it provides information about the uncertainty of the parameters of interest using Bayesian inference,…
We study the problem of robust information selection for a Bayesian hypothesis testing / classification task, where the goal is to identify the true state of the world from a finite set of hypotheses based on observations from the selected…
Many important computer vision applications are naturally formulated as regression problems. Within medical imaging, accurate regression models have the potential to automate various tasks, helping to lower costs and improve patient…
Equivariant models leverage prior knowledge on symmetries to improve predictive performance, but misspecified architectural constraints can harm it instead. While work has explored learning or relaxing constraints, selecting among…
Bayesian inference is a powerful tool for combining information in complex settings, a task of increasing importance in modern applications. However, Bayesian inference with a flawed model can produce unreliable conclusions. This review…
A data set sampled from a certain population is biased if the subgroups of the population are sampled at proportions that are significantly different from their underlying proportions. Training machine learning models on biased data sets…
When random effects are correlated with sample design variables, the usual approach of employing individual survey weights (constructed to be inversely proportional to the unit survey inclusion probabilities) to form a pseudo-likelihood no…
Model selection is a central task in statistics, but standard methods are not robust in misspecified settings where the true data-generating process (DGP) is not in the set of candidate models. The key limitation is that existing methods --…
We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…