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In order to improve forecasts, a decisionmaker often combines probabilities given by various sources, such as human experts and machine learning classifiers. When few training data are available, aggregation can be improved by incorporating…

Machine Learning · Computer Science 2012-07-19 Joseph Kahn

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

Estimating model parameters of a general family of cure models is always a challenging task mainly due to flatness and multimodality of the likelihood function. In this work, we propose a fully Bayesian approach in order to overcome these…

Methodology · Statistics 2024-08-20 Panagiotis Papastamoulis , Fotios Milienos

While Bayesian inference provides a principled framework for reasoning under uncertainty, its widespread adoption is limited by the intractability of exact posterior computation, necessitating the use of approximate inference. However,…

Machine Learning · Statistics 2026-05-19 George Whittle , Juliusz Ziomek , Jacob Rawling , Maike A. Osborne

Mixture models are widely used in modeling heterogeneous data populations. A standard approach of mixture modeling assumes that the mixture component takes a parametric kernel form. In many applications, making parametric assumptions on the…

Methodology · Statistics 2026-03-06 Yilei Zhang , Yun Wei , Aritra Guha , XuanLong Nguyen

Feature and trait allocation models are fundamental objects in Bayesian nonparametrics and play a prominent role in several applications. Existing approaches, however, typically assume full exchangeability of the data, which may be…

Methodology · Statistics 2025-11-11 Lorenzo Ghilotti , Federico Camerlenghi , Tommaso Rigon , Michele Guindani

One of the well-known challenges in optimal experimental design is how to efficiently estimate the nested integrations of the expected information gain. The Gaussian approximation and associated importance sampling have been shown to be…

Computation · Statistics 2021-08-17 Quan Long

Bayesian optimisation is a popular technique for hyperparameter learning but typically requires initial exploration even in cases where similar prior tasks have been solved. We propose to transfer information across tasks using learnt…

Machine Learning · Statistics 2019-05-28 Ho Chung Leon Law , Peilin Zhao , Lucian Chan , Junzhou Huang , Dino Sejdinovic

Multitask learning algorithms are typically designed assuming some fixed, a priori known latent structure shared by all the tasks. However, it is usually unclear what type of latent task structure is the most appropriate for a given…

Machine Learning · Computer Science 2012-07-03 Alexandre Passos , Piyush Rai , Jacques Wainer , Hal Daume

Although deep learning models have achieved state-of-the-art performance on a number of vision tasks, generalization over high dimensional multi-modal data, and reliable predictive uncertainty estimation are still active areas of research.…

Machine Learning · Computer Science 2020-12-10 Samarth Sinha , Homanga Bharadhwaj , Anirudh Goyal , Hugo Larochelle , Animesh Garg , Florian Shkurti

In modern computer experiment applications, one often encounters the situation where various models of a physical system are considered, each implemented as a simulator on a computer. An important question in such a setting is determining…

Methodology · Statistics 2023-05-08 John C. Yannotty , Thomas J. Santner , Richard J. Furnstahl , Matthew T. Pratola

This paper outlines a Bayesian approach to estimate finite mixtures of Tobit models. The method consists of an MCMC approach that combines Gibbs sampling with data augmentation and is simple to implement. I show through simulations that the…

Econometrics · Economics 2024-11-18 Caio Waisman

Missingness is a common occurrence in educational assessment and psychological measurement. It could not be casually ignored as it may threaten the validity of the test if not handled properly. Considering the difference between omitted and…

Methodology · Statistics 2019-04-09 Jinxin Guo

It has become increasingly common to collect high-dimensional binary response data; for example, with the emergence of new sampling techniques in ecology. In smaller dimensions, multivariate probit (MVP) models are routinely used for…

Methodology · Statistics 2022-10-26 Antik Chakraborty , Rihui Ou , David B. Dunson

In the case of informative sampling the sampling scheme explicitly or implicitly depends on the response variable. As a result, the sample distribution of response variable can- not be used for making inference about the population. In this…

Applications · Statistics 2016-11-18 Anna Sikov

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Machine Learning · Computer Science 2022-03-31 Andrew Gordon Wilson , Pavel Izmailov

Humans intuitively solve tasks in versatile ways, varying their behavior in terms of trajectory-based planning and for individual steps. Thus, they can easily generalize and adapt to new and changing environments. Current Imitation Learning…

Robotics · Computer Science 2022-11-10 Niklas Freymuth , Nicolas Schreiber , Philipp Becker , Aleksandar Taranovic , Gerhard Neumann

Bayesian mixture models are widely applied for unsupervised learning and exploratory data analysis. Markov chain Monte Carlo based on Gibbs sampling and split-merge moves are widely used for inference in these models. However, both methods…

Machine Learning · Statistics 2014-06-03 Tue Herlau , Morten Mørup , Yee Whye Teh , Mikkel N. Schmidt

In this paper, we provide an explicit probability distribution for classification purposes. It is derived from the Bayesian nonparametric mixture of Dirichlet process model, but with suitable modifications which remove unsuitable aspects of…

Applications · Statistics 2009-05-05 Ruth Fuentes-Garcia , Ramses H Mena , Stephen G Walker

As models of cognition grow in complexity and number of parameters, Bayesian inference with standard methods can become intractable, especially when the data-generating model is of unknown analytic form. Recent advances in simulation-based…

Machine Learning · Statistics 2020-07-14 Stefan T. Radev , Andreas Voss , Eva Marie Wieschen , Paul-Christian Bürkner