Related papers: Susceptibility Propagation by Using Diagonal Consi…
These notes introduce the theory of susceptibilities as developed in [arXiv:2504.18274, arXiv:2601.12703] for interpreting neural networks. The susceptibility of an observable $\phi$ to a data perturbation is defined as a derivative of a…
Skewness is often present in a wide range of spatial prediction problems, and modeling it in the spatial context remains a challenging problem. In this study a skew-Gaussian random field is considered. The skew-Gaussian random field is…
We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive…
Discrete Markov random fields are undirected graphical models that capture complex conditional dependencies between discrete variables. Conducting exact posterior inference in these models is often computationally challenging because…
In the quest for scalable Bayesian computational algorithms we need to exploit the full potential of existing methodologies. In this note we point out that message passing algorithms, which are very well developed for inference in graphical…
Affinity propagation is one of the most effective unsupervised pattern recognition algorithms for data clustering in high-dimensional feature space. However, the numerous attempts to test its performance for community detection in complex…
Markov chain Monte Carlo methods have become popular in statistics as versatile techniques to sample from complicated probability distributions. In this work, we propose a method to parameterize and train transition kernels of Markov chains…
The presence of adversarial examples poses a significant threat to deep learning models and their applications. Existing defense methods provide certain resilience against adversarial examples, but often suffer from decreased accuracy and…
Developing satisfactory methodology for the analysis of Markov random field is a very challenging task. Indeed, due to the Markovian dependence structure, the normalizing constant of the fields cannot be computed using standard analytical…
Improving efficiency of importance sampler is at the center of research in Monte Carlo methods. While adaptive approach is usually difficult within the Markov Chain Monte Carlo framework, the counterpart in importance sampling can be…
Inference of hidden classes in stochastic block model is a classical problem with important applications. Most commonly used methods for this problem involve na\"{\i}ve mean field approaches or heuristic spectral methods. Recently, belief…
Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…
The canonical problem of solving a system of linear equations arises in numerous contexts in information theory, communication theory, and related fields. In this contribution, we develop a solution based upon Gaussian belief propagation…
Belief propagation (BP) is a powerful tool to solve distributed inference problems, though it is limited by short cycles in the corresponding factor graph. Such cycles may lead to incorrect solutions or oscillatory behavior. Only for…
Markov Chain Monte Carlo (MCMC) methods are a powerful tool for computation with complex probability distributions. However the performance of such methods is critically dependant on properly tuned parameters, most of which are difficult if…
This paper discusses a method for implementing a probabilistic inference system based on an extended relational data model. This model provides a unified approach for a variety of applications such as dynamic programming, solving sparse…
We consider the problem of statistical inference on parameters of a target population when auxiliary observations are available from related populations. We propose a flexible empirical Bayes approach that can be applied on top of any…
This paper studies the convergence rate of a message-passing distributed algorithm for solving a large-scale linear system. This problem is generalised from the celebrated Gaussian Belief Propagation (BP) problem for statistical learning…
The Susceptible-Infected-Susceptible model is a canonical model for emerging disease outbreaks. Such outbreaks are naturally modeled as taking place on networks. A theoretical challenge in network epidemiology is the dynamic correlations…
Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…