Related papers: Bayesian Bootstrap Inference for the ROC Surface
Statistical multispecies models of multiarea marine ecosystems use a variety of data sources to estimate parameters using composite or weighted likelihood functions with associated weighting issues and questions on how to obtain variance…
Variational inference is a general approach for approximating complex density functions, such as those arising in latent variable models, popular in machine learning. It has been applied to approximate the maximum likelihood estimator and…
In nonparametric regression problems involving multiple predictors, there is typically interest in estimating an anisotropic multivariate regression surface in the important predictors while discarding the unimportant ones. Our focus is on…
Root Cause Analysis for Anomalies is challenging because of the trade-off between the accuracy and its explanatory friendliness, required for industrial applications. In this paper we propose a framework for simple and friendly RCA within…
The Bayesian Cram\'er-Rao bound (BCRB) is a crucial tool in signal processing for assessing the fundamental limitations of any estimation problem as well as benchmarking within a Bayesian frameworks. However, the BCRB cannot be computed…
Over the last few years, sampling-based stochastic optimal control (SOC) frameworks have shown impressive performances in reinforcement learning (RL) with applications in robotics. However, such approaches require a large amount of samples…
The bootstrap is a popular method of constructing confidence intervals due to its ease of use and broad applicability. Theoretical properties of bootstrap procedures have been established in a variety of settings. However, there is limited…
The tilted-wave interferometer is a promising technique for the development of a reference measurement system for the highly accurate form measurement of aspheres and freeform surfaces. The technique combines interferometric measurements,…
$\textbf{Objective:}$ High-throughput phenotyping will accelerate the use of electronic health records (EHRs) for translational research. A critical roadblock is the extensive medical supervision required for phenotyping algorithm (PA)…
We present a fully Bayesian sequential strategy for predicting the mean response surface of heteroscedastic stochastic simulation functions. Leveraging dual Gaussian processes as the surrogate model and a criterion based on empirical…
We consider the nonparametric multivariate isotonic regression problem, where the regression function is assumed to be nondecreasing with respect to each predictor. Our goal is to construct a Bayesian credible interval for the function…
The practical use of Bayesian Optimization (BO) in engineering applications imposes special requirements: high sampling efficiency on the one hand and finding a robust solution on the other hand. We address the case of adversarial…
A major focus of causal inference is the estimation of heterogeneous average treatment effects (HTE) - average treatment effects within strata of another variable of interest such as levels of a biomarker, education, or age strata.…
At present, most surface-quality prediction methods can only perform single-task prediction which results in under-utilised datasets, repetitive work and increased experimental costs. To counter this, the authors propose a Bayesian…
The empirical likelihood is a powerful nonparametric tool, that emulates its parametric counterpart -- the parametric likelihood -- preserving many of its large-sample properties. This article tackles the problem of assessing the…
Increasingly complex datasets pose a number of challenges for Bayesian inference. Conventional posterior sampling based on Markov chain Monte Carlo can be too computationally intensive, is serial in nature and mixes poorly between posterior…
Receiver operating characteristic (ROC) curves are used ubiquitously to evaluate covariates, markers, or features as potential predictors in binary problems. We distinguish raw ROC diagnostics and ROC curves, elucidate the special role of…
Empirical likelihood is an attractive inferential framework that respects natural parameter boundaries, but existing approaches typically require smoothness of the functional and miscalibrate substantially when these assumptions are…
Computer-aided drug discovery is an essential component of modern drug development. Therein, deep learning has become an important tool for rapid screening of billions of molecules in silico for potential hits containing desired chemical…
We propose a generative model for robust tensor factorization in the presence of both missing data and outliers. The objective is to explicitly infer the underlying low-CP-rank tensor capturing the global information and a sparse tensor…