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We build a Bayesian contextual classification model using an optimistic score ratio for robust binary classification when there is limited information on the class-conditional, or contextual, distribution. The optimistic score searches for…

Machine Learning · Computer Science 2020-07-10 Viet Anh Nguyen , Nian Si , Jose Blanchet

Score-based generative models (SGMs) aim at estimating a target data distribution by learning score functions using only noise-perturbed samples from the target.Recent literature has focused extensively on assessing the error between the…

Statistics Theory · Mathematics 2025-01-28 Stanislas Strasman , Antonio Ocello , Claire Boyer , Sylvain Le Corff , Vincent Lemaire

This paper explores Bayesian estimation for categorical data, focusing on simple yet effective models that provide a foundation for applying more advanced methods accurately and reliably in real-world applications. We begin by revisiting…

Methodology · Statistics 2025-09-03 Jan Kalina

The analysis of non-real-valued data, such as binary time series, has attracted great interest in recent years. This manuscript proposes a post-selection estimator for estimating the coefficient matrices of a high-dimensional generalized…

Methodology · Statistics 2025-12-03 Dehao Dai , Yunyi Zhang

Optimality results for two outstanding Bayesian estimation problems are given in this paper: the estimation of the sampling distribution for the squared total variation function and the estimation of the density for the $L^1$-squared loss…

Statistics Theory · Mathematics 2021-10-28 A. G. Nogales

Density estimation, which estimates the distribution of data, is an important category of probabilistic machine learning. A family of density estimators is mixture models, such as Gaussian Mixture Model (GMM) by expectation maximization.…

Machine Learning · Statistics 2023-10-18 Benyamin Ghojogh , Milad Amir Toutounchian

Score estimation is the backbone of score-based generative models (SGMs), especially denoising diffusion probabilistic models (DDPMs). A key result in this area shows that with accurate score estimates, SGMs can efficiently generate samples…

Machine Learning · Statistics 2025-04-08 Sinho Chewi , Alkis Kalavasis , Anay Mehrotra , Omar Montasser

In order to cluster or partition data, we often use Expectation-and-Maximization (EM) or Variational approximation with a Gaussian Mixture Model (GMM), which is a parametric probability density function represented as a weighted sum of…

Machine Learning · Computer Science 2013-07-04 Ji Won Yoon

Diffusion models generate high-quality synthetic data. They operate by defining a continuous-time forward process which gradually adds Gaussian noise to data until fully corrupted. The corresponding reverse process progressively "denoises"…

In this work, we compare several different modeling approaches for count data applied to the scores of handball matches with regard to their predictive performances based on all matches from the four previous IHF World Men's Handball…

Applications · Statistics 2019-01-18 Andreas Groll , Jonas Heiner , Gunther Schauberger , Jörn Uhrmeister

The purpose of this paper is to provide a discussion, with illustrating examples, on Bayesian forecasting for dynamic generalized linear models (DGLMs). Adopting approximate Bayesian analysis, based on conjugate forms and on Bayes linear…

Methodology · Statistics 2008-02-05 K. Triantafyllopoulos

The expected goal provides a more representative measure of the team and player performance which also suit the low-scoring nature of football instead of score in modern football. The score of a match involves randomness and often may not…

Machine Learning · Computer Science 2023-02-14 Mustafa Cavus , Przemysław Biecek

This paper reviews the growing field of Bayesian prediction. Bayes point and interval prediction are defined and exemplified and situated in statistical prediction more generally. Then, four general approaches to Bayes prediction are…

Methodology · Statistics 2025-02-06 Bertrand Clarke , Yuling Yao

Predictive modeling uncovers knowledge and insights regarding a hypothesized data generating mechanism (DGM). Results from different studies on a complex DGM, derived from different data sets, and using complicated models and algorithms,…

Methodology · Statistics 2022-11-21 Anna L. Smith , Tian Zheng , Andrew Gelman

Expected goals (xG) models estimate the probability that a shot results in a goal from its context (e.g., location, pressure), but they operate only on observed shots. We propose xG+, a possession-level framework that first estimates the…

Applications · Statistics 2026-01-27 Jonathan Pipping-Gamón , Tianshu Feng , R. Paul Sabin

Denoising diffusion models are a popular class of generative models providing state-of-the-art results in many domains. One adds gradually noise to data using a diffusion to transform the data distribution into a Gaussian distribution.…

Machine Learning · Computer Science 2023-08-21 Francisco Vargas , Will Grathwohl , Arnaud Doucet

Bayesian networks (BNs) are probabilistic graphical models for describing complex joint probability distributions. The main problem for BNs is inference: Determine the probability of an event given observed evidence. Since exact inference…

Programming Languages · Computer Science 2018-03-01 Kevin Batz , Benjamin Lucien Kaminski , Joost-Pieter Katoen , Christoph Matheja

This paper concerns the robust regression model when the number of predictors and the number of observations grow in a similar rate. Theory for M-estimators in this regime has been recently developed by several authors [El Karoui et al.,…

Statistics Theory · Mathematics 2016-04-06 Daniel Nevo , Ya'acov Ritov

The widely recommended procedure of Bayesian model averaging is flawed in the M-open setting in which the true data-generating process is not one of the candidate models being fit. We take the idea of stacking from the point estimation…

Methodology · Statistics 2018-10-15 Yuling Yao , Aki Vehtari , Daniel Simpson , Andrew Gelman

The English Premier League is well-known for being not only one of the most popular professional sports leagues in the world, but also one of the toughest competitions to predict. The first purpose of this research was to verify the…

Applications · Statistics 2022-01-05 Quang Nguyen