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We introduce a novel and scalable Bayesian framework for multivariate-density-density regression (DDR), designed to model relationships between multivariate distributions. Our approach addresses the critical issue of distributions residing…

Methodology · Statistics 2025-09-24 Khai Nguyen , Yang Ni , Peter Mueller

Modern deep learning tools are remarkably effective in addressing intricate problems. However, their operation as black-box models introduces increased uncertainty in predictions. Additionally, they contend with various challenges,…

Machine Learning · Computer Science 2024-04-09 Sourav Ganguly , Saprativa Bhattacharjee

Bayesian models provide a framework for probabilistic modelling of complex datasets. However, many of such models are computationally demanding especially in the presence of large datasets. On the other hand, in sensor network applications,…

Machine Learning · Computer Science 2015-07-06 Behnam Babagholami-Mohamadabadi , Sejong Yoon , Vladimir Pavlovic

As the amount of economic and other data generated worldwide increases vastly, a challenge for future generations of econometricians will be to master efficient algorithms for inference in empirical models with large information sets. This…

Computation · Statistics 2020-04-27 Dimitris Korobilis , Davide Pettenuzzo

Distributed Lag Models (DLMs) and similar regression approaches such as MIDAS have been used for many decades in econometrics and more recently to investigate how poor air quality adversely affects human health. In this paper we describe…

Methodology · Statistics 2025-01-30 Daniel Dempsey , Jason Wyse

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

Bayesian neural networks (BNNs) hold great promise as a flexible and principled solution to deal with uncertainty when learning from finite data. Among approaches to realize probabilistic inference in deep neural networks, variational Bayes…

Recent advances in statistical inference have significantly expanded the toolbox of probabilistic modeling. Historically, probabilistic modeling has been constrained to (i) very restricted model classes where exact or approximate…

Machine Learning · Computer Science 2019-10-03 Andrés R. Masegosa , Rafael Cabañas , Helge Langseth , Thomas D. Nielsen , Antonio Salmerón

This thesis responds to the challenges of using a large number, such as thousands, of features in regression and classification problems. There are two situations where such high dimensional features arise. One is when high dimensional…

Machine Learning · Statistics 2007-09-20 Longhai Li

In model development, model calibration and validation play complementary roles toward learning reliable models. In this article, we expand the Bayesian Validation Metric framework to a general calibration and validation framework by…

Methodology · Statistics 2020-08-04 Tony Tohme , Kevin Vanslette , Kamal Youcef-Toumi

In the last decade, deep learning (DL) has outperformed model-based and statistical approaches in predicting the remaining useful life (RUL) of machinery in the context of condition-based maintenance. One of the major drawbacks of DL is…

Machine Learning · Computer Science 2020-01-10 Luca Della Libera

Stochastic nonlinear dynamical systems are ubiquitous in modern, real-world applications. Yet, estimating the unknown parameters of stochastic, nonlinear dynamical models remains a challenging problem. The majority of existing methods…

Machine Learning · Statistics 2022-05-06 Anubhab Ghosh , Mohamed Abdalmoaty , Saikat Chatterjee , Håkan Hjalmarsson

Inverse problems arise anywhere we have indirect measurement. As, in general they are ill-posed, to obtain satisfactory solutions for them needs prior knowledge. Classically, different regularization methods and Bayesian inference based…

Machine Learning · Statistics 2023-08-31 Ali Mohammad-Djafari , Ning Chu , Li Wang , Liang Yu

A comprehensive artificial intelligence system needs to not only perceive the environment with different `senses' (e.g., seeing and hearing) but also infer the world's conditional (or even causal) relations and corresponding uncertainty.…

Machine Learning · Statistics 2021-01-07 Hao Wang , Dit-Yan Yeung

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…

Methodology · Statistics 2023-05-22 David J. Nott , Christopher Drovandi , David T. Frazier

We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…

Machine Learning · Computer Science 2021-09-28 Mathias Löwe , Per Lunnemann Hansen , Sebastian Risi

This paper introduces a new data analysis method for big data using a newly defined regression model named multiple model linear regression(MMLR), which separates input datasets into subsets and construct local linear regression models of…

Machine Learning · Computer Science 2023-08-25 Bohan Lyu , Jianzhong Li

Complex nonlinear models such as deep neural network (DNNs) have become an important tool for image classification, speech recognition, natural language processing, and many other fields of application. These models however lack…

We develop a probabilistic framework for deep learning based on the Deep Rendering Mixture Model (DRMM), a new generative probabilistic model that explicitly capture variations in data due to latent task nuisance variables. We demonstrate…

Machine Learning · Statistics 2016-12-07 Ankit B. Patel , Tan Nguyen , Richard G. Baraniuk

Deep learning's immense capabilities are often constrained by the complexity of its models, leading to an increasing demand for effective sparsification techniques. Bayesian sparsification for deep learning emerges as a crucial approach,…

Machine Learning · Statistics 2024-07-30 Dimitrije Marković , Karl J. Friston , Stefan J. Kiebel
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