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Machine learning models have exhibited exceptional results in various domains. The most prevalent approach for learning is the empirical risk minimizer (ERM), which adapts the model's weights to reduce the loss on a training set and…

Machine Learning · Computer Science 2024-12-11 Koby Bibas

Trust is a crucial factor affecting the adoption of machine learning (ML) models. Qualitative studies have revealed that end-users, particularly in the medical domain, need models that can express their uncertainty in decision-making…

Machine Learning · Computer Science 2023-04-21 Andrew Houston , Georgina Cosma

Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…

Methodology · Statistics 2015-09-14 Ville A. Satopää , Robin Pemantle , Lyle H. Ungar

Maximum likelihood (ML) estimation is widely used in statistics. The h-likelihood has been proposed as an extension of Fisher's likelihood to statistical models including unobserved latent variables of recent interest. Its advantage is that…

Methodology · Statistics 2022-07-21 Jeongseop Han , Youngjo Lee , Jae Kwang Kim

A random set is a generalisation of a random variable, i.e. a set-valued random variable. The random set theory allows a unification of other uncertainty descriptions such as interval variable, mass belief function in Dempster-Shafer theory…

Numerical Analysis · Mathematics 2018-11-27 Truong-Vinh Hoang , Hermann G. Matthies

In this paper, we address the probabilistic error quantification of a general class of prediction methods. We consider a given prediction model and show how to obtain, through a sample-based approach, a probabilistic upper bound on the…

Statistics Theory · Mathematics 2021-06-07 Victor Mirasierra , Martina Mammarella , Fabrizio Dabbene , Teodoro Alamo

We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…

This paper introduces a new framework for data efficient and versatile learning. Specifically: 1) We develop ML-PIP, a general framework for Meta-Learning approximate Probabilistic Inference for Prediction. ML-PIP extends existing…

Machine Learning · Statistics 2020-07-14 Jonathan Gordon , John Bronskill , Matthias Bauer , Sebastian Nowozin , Richard E. Turner

There has been an ever-increasing interest in multidisciplinary research on representing and reasoning with imperfect data. Possibilistic networks present one of the powerful frameworks of interest for representing uncertain and imprecise…

Artificial Intelligence · Computer Science 2016-07-14 Maroua Haddad , Philippe Leray , Nahla Ben Amor

In this paper we leverage on probability over Riemannian manifolds to rethink the interpretation of priors and posteriors in Bayesian inference. The main mindshift is to move away from the idea that "a prior distribution establishes a…

Statistics Theory · Mathematics 2021-06-03 Jesus Cerquides

We introduce a unified probabilistic framework for solving sequential decision making problems ranging from Bayesian optimisation to contextual bandits and reinforcement learning. This is accomplished by a probabilistic model-based approach…

The MPE (Most Probable Explanation) query plays an important role in probabilistic inference. MPE solution algorithms for probabilistic relational models essentially adapt existing belief assessment method, replacing summation with…

Artificial Intelligence · Computer Science 2012-10-19 Udi Apsel , Ronen I. Brafman

The median probability model (MPM) Barbieri and Berger (2004) is defined as the model consisting of those variables whose marginal posterior probability of inclusion is at least 0.5. The MPM rule yields the best single model for prediction…

Statistics Theory · Mathematics 2018-08-20 Marilena Barbieri , James O. Berger , Edward I. George , Veronika Rockova

Quantifying differences between probability distributions is fundamental to statistics and machine learning, primarily for comparing statistical uncertainty. In contrast, epistemic uncertainty -- due to incomplete knowledge -- requires…

Machine Learning · Statistics 2026-05-13 Siu Lun Chau , Michele Caprio , Krikamol Muandet

We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…

Probabilistic programming has emerged as a powerful paradigm in statistics, applied science, and machine learning: by decoupling modelling from inference, it promises to allow modellers to directly reason about the processes generating…

Machine Learning · Statistics 2019-06-10 Maria I. Gorinova , Dave Moore , Matthew D. Hoffman

Maximum likelihood is the most widely used statistical estimation technique. Recent work by the authors introduced a general methodology for the construction of estimators for functionals in parametric models, and demonstrated improvements…

Methodology · Statistics 2014-09-29 Jiantao Jiao , Kartik Venkat , Yanjun Han , Tsachy Weissman

The framework of cognitively bounded rationality treats problem solving as fundamentally rational, but emphasises that it is constrained by cognitive architecture and the task environment. This paper investigates a simple decision making…

Applications · Statistics 2019-11-05 Tomi Peltola , Jussi Jokinen , Samuel Kaski

Most supervised machine learning tasks are subject to irreducible prediction errors. Probabilistic predictive models address this limitation by providing probability distributions that represent a belief over plausible targets, rather than…

Machine Learning · Statistics 2022-10-25 David Widmann , Fredrik Lindsten , Dave Zachariah

Bayes' theorem incorporates distinct types of information through the likelihood and prior. Direct observations of state variables enter the likelihood and modify posterior probabilities through consistent updating. Information in terms of…

Methodology · Statistics 2024-07-19 Duncan K. Foley , Ellis Scharfenaker