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A stream of algorithmic advances has steadily increased the popularity of the Bayesian approach as an inference paradigm, both from the theoretical and applied perspective. Even with apparent successes in numerous application fields, a…

Methodology · Statistics 2020-07-10 Owen Thomas , Henri Pesonen , Jukka Corander

This paper describes a decision theoretic formulation of learning the graphical structure of a Bayesian Belief Network from data. This framework subsumes the standard Bayesian approach of choosing the model with the largest posterior…

Artificial Intelligence · Computer Science 2013-02-01 Paola Sebastiani , Marco Ramoni

The Behrens-Fisher problem concerns testing the equality of the means of two normal populations with possibly different variances. The null hypothesis in this problem induces a statistical model for which the likelihood function may have…

Statistics Theory · Mathematics 2010-03-04 Mathias Drton

Model misspecification is a long-standing enigma of the Bayesian inference framework as posteriors tend to get overly concentrated on ill-informed parameter values towards the large sample limit. Tempering of the likelihood has been…

Methodology · Statistics 2019-12-13 Owen Thomas , Jukka Corander

Logistic regression is one of the most popular methods in binary classification, wherein estimation of model parameters is carried out by solving the maximum likelihood (ML) optimization problem, and the ML estimator is defined to be the…

Optimization and Control · Mathematics 2018-10-23 Robert M. Freund , Paul Grigas , Rahul Mazumder

Negative probabilities arise primarily in physics, statistical quantum mechanics and quantum computing. Negative probabilities arise as mixing distributions of unobserved latent variables in Bayesian modeling. Our goal is to provide a link…

Quantum Physics · Physics 2024-09-06 Nick Polson , Vadim Sokolov

We present a symbolic machinery that admits both probabilistic and causal information about a given domain and produces probabilistic statements about the effect of actions and the impact of observations. The calculus admits two types of…

Artificial Intelligence · Computer Science 2013-02-28 Judea Pearl

This paper considers the estimation of binary choice models when survey responses are possibly misclassified but one of the response category can be validated. Partial validation may occur when survey questions about participation include…

Econometrics · Economics 2025-12-17 Augustine Denteh , Pierre E. Nguimkeu

We consider the problem of estimating the conditional distribution of a post-model-selection estimator where the conditioning is on the selected model. The notion of a post-model-selection estimator here refers to the combined procedure…

Statistics Theory · Mathematics 2007-11-06 Hannes Leeb , Benedikt M. Pötscher

Many problems involve the use of models which learn probability distributions or incorporate randomness in some way. In such problems, because computing the true expected gradient may be intractable, a gradient estimator is used to update…

Machine Learning · Computer Science 2022-12-29 Ronan Keane , H. Oliver Gao

When performing regression or classification, we are interested in the conditional probability distribution for an outcome or class variable Y given a set of explanatoryor input variables X. We consider Bayesian models for this task. In…

Machine Learning · Computer Science 2013-02-08 David Heckerman , Christopher Meek

A set of probabilistic predictions is well calibrated if the events that are predicted to occur with probability p do in fact occur about p fraction of the time. Well calibrated predictions are particularly important when machine learning…

Machine Learning · Statistics 2014-01-14 Mahdi Pakdaman Naeini , Gregory F. Cooper , Milos Hauskrecht

When the competing classes in a classification problem are not of comparable size, many popular classifiers exhibit a bias towards larger classes, and the nearest neighbor classifier is no exception. To take care of this problem, we develop…

Methodology · Statistics 2023-11-02 Anvit Garg , Anil K. Ghosh , Soham Sarkar

A binary classifier capable of abstaining from making a label prediction has two goals in tension: minimizing errors, and avoiding abstaining unnecessarily often. In this work, we exactly characterize the best achievable tradeoff between…

Machine Learning · Computer Science 2016-11-30 Akshay Balsubramani

Bayesian methods have proven themselves to be successful across a wide range of scientific problems and have many well-documented advantages over competing methods. However, these methods run into difficulties for two major and prevalent…

Methodology · Statistics 2022-07-29 John R. Lewis , Steven N. MacEachern , Yoonkyung Lee

The decision boundaries of Bayes classifier are optimal because they lead to maximum probability of correct decision. It means if we knew the prior probabilities and the class-conditional densities, we could design a classifier which gives…

Computer Vision and Pattern Recognition · Computer Science 2012-07-23 Mahmoud Khademi , Mohammad T. Manzuri-Shalmani , Meharn safayani

Gradients and subgradients are central to optimization and sensitivity analysis of buffered failure probabilities. We furnish a characterization of subgradients based on subdifferential calculus in the case of finite probability…

Optimization and Control · Mathematics 2021-10-26 Johannes O. Royset , Ji-Eun Byun

When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…

Machine Learning · Computer Science 2013-02-21 George H. John , Pat Langley

We characterise the unbiasedness of the score function, viewed as an inference function for a class of finite mixture models. The models studied represent the situation where there is a stratification of the observations in a finite number…

Statistics Theory · Mathematics 2023-05-16 Rodrigo Labouriau

Recent work has unveiled a theory for reasoning about the decisions made by binary classifiers: a classifier describes a Boolean function, and the reasons behind an instance being classified as positive are the prime-implicants of the…

Artificial Intelligence · Computer Science 2021-05-14 Niku Gorji , Sasha Rubin