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We introduce a deterministic variational formulation for training Bayesian last layer neural networks. This yields a sampling-free, single-pass model and loss that effectively improves uncertainty estimation. Our variational Bayesian last…

Machine Learning · Computer Science 2024-04-18 James Harrison , John Willes , Jasper Snoek

Tensor decomposition methods are popular tools for learning latent variables given only lower-order moments of the data. However, the standard assumption is that we have sufficient data to estimate these moments to high accuracy. In this…

Machine Learning · Statistics 2019-03-13 Omer Gottesman , Weiwei Pan , Finale Doshi-Velez

High dimensional vector autoregressive (VAR) models require a large number of parameters to be estimated and may suffer of inferential problems. We propose a new Bayesian nonparametric (BNP) Lasso prior (BNP-Lasso) for high-dimensional VAR…

Economics · Quantitative Finance 2018-10-30 Monica Billio , Roberto Casarin , Luca Rossini

Promising results have driven a recent surge of interest in continuous optimization methods for Bayesian network structure learning from observational data. However, there are theoretical limitations on the identifiability of underlying…

This work considers variational Bayesian inference as an inexpensive and scalable alternative to a fully Bayesian approach in the context of sparsity-promoting priors. In particular, the priors considered arise from scale mixtures of Normal…

Computation · Statistics 2022-11-01 Kody J. H. Law , Vitaly Zankin

Varying coefficient models are popular for estimating nonlinear regression functions in functional data models. Their Bayesian variants have received limited attention in large data applications, primarily due to prohibitively slow…

Machine Learning · Statistics 2025-06-03 Rajarshi Guhaniyogi , Laura Baracaldo , Sudipto Banerjee

Deep residual networks have recently shown appealing performance on many challenging computer vision tasks. However, the original residual structure still has some defects making it difficult to converge on very deep networks. In this…

Computer Vision and Pattern Recognition · Computer Science 2016-05-31 Falong Shen , Gang Zeng

Model averaging methods have become an increasingly popular tool for improving predictions and dealing with model uncertainty, especially in Bayesian settings. Recently, frequentist model averaging methods such as information theoretic and…

Econometrics · Economics 2024-04-18 Kevin Huynh

Hierarchical learning models, such as mixture models and Bayesian networks, are widely employed for unsupervised learning tasks, such as clustering analysis. They consist of observable and hidden variables, which represent the given data…

Machine Learning · Statistics 2018-01-08 Keisuke Yamazaki

This article proposes a novel Bayesian classification framework for networks with labeled nodes. While literature on statistical modeling of network data typically involves analysis of a single network, the recent emergence of complex data…

Methodology · Statistics 2020-09-25 Sharmistha Guha , Abel Rodriguez

Learning Bayesian networks is often cast as an optimization problem, where the computational task is to find a structure that maximizes a statistically motivated score. By and large, existing learning tools address this optimization problem…

Machine Learning · Computer Science 2013-01-30 Nir Friedman , Iftach Nachman , Dana Pe'er

This research is about studying and comparing two different ways of building complex networks. The main goal of our study is to find an effective way to build networks, particularly when we have fewer observations than variables. We…

Methodology · Statistics 2014-09-10 Lina D. Thomas , Victor Fossaluza , Anatoly Yambartsev

We present a simple linear regression based approach for learning the weights and biases of a neural network, as an alternative to standard gradient based backpropagation. The present work is exploratory in nature, and we restrict the…

Machine Learning · Computer Science 2023-07-17 Harshad Khadilkar

Reconstructing noise-driven nonlinear networks from time series of output variables is a challenging problem, which turns to be very difficult when nonlinearity of dynamics, strong noise impacts and low measurement frequencies jointly…

Statistical Mechanics · Physics 2017-10-20 Rundong Shi , Gang Hu , Shihong Wang

These notes aim at clarifying different strategies to perform linear regression from given dataset. Methods like the weighted and ordinary least squares, ridge regression or LASSO are proposed in the literature. The present article is my…

Methodology · Statistics 2019-08-12 Thierry A. Mara

Complex networks datasets often come with the problem of missing information: interactions data that have not been measured or discovered, may be affected by errors, or are simply hidden because of privacy issues. This Element provides an…

Physics and Society · Physics 2021-08-11 Giulio Cimini , Rossana Mastrandrea , Tiziano Squartini

We propose a unified, yet simple to code, non-conjugate variational Bayes algorithm for posterior approximation of generic Bayesian generalized mixed effect models. Specifically, we consider regression models identified by a linear…

Methodology · Statistics 2025-10-14 Cristian Castiglione , Mauro Bernardi

I explore the possibility of resurrecting an old, non-Bayesian computational approach for inferring the source direction of a gravitational wave from the output of a two-detector network. The method gives the beam pattern response functions…

Instrumentation and Methods for Astrophysics · Physics 2018-05-04 Tom McClain

To understand, predict, and control complex networked systems, a prerequisite is to reconstruct the network structure from observable data. Despite recent progress in network reconstruction, binary-state dynamics that are ubiquitous in…

Physics and Society · Physics 2017-03-08 Jingwen Li , Zhesi Shen , Wen-Xu Wang , Celso Grebogi , Ying-Cheng Lai

Currently, most deep learning methods cannot solve the problem of scarcity of industrial product defect samples and significant differences in characteristics. This paper proposes an unsupervised defect detection algorithm based on a…

Computer Vision and Pattern Recognition · Computer Science 2022-12-27 Chao Hu , Jian Yao , Weijie Wu , Weibin Qiu , Liqiang Zhu
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