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We investigate individual fairness in generative probabilistic classifiers by analysing the robustness of posterior inferences to perturbations in private features. Building on established results in robustness analysis, we hypothesise a…

Machine Learning · Computer Science 2025-09-17 Alessandro Antonucci , Eric Rossetto , Ivan Duvnjak

Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…

Computation · Statistics 2026-02-09 Grégoire Clarté , Christian P. Robert , Robin Ryder , Julien Stoehr

This paper develops Bayesian sample size formulae for experiments comparing two groups. We assume the experimental data will be analysed in the Bayesian framework, where pre-experimental information from multiple sources can be represented…

Methodology · Statistics 2022-03-09 Haiyan Zheng , Thomas Jaki , James M. S. Wason

Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…

Methodology · Statistics 2018-10-26 J G Liao , Arthur Berg , Timothy L McMurry

We introduce two kinds of risk measures with respect to some reference probability measure, which both allow for a certain order structure and domination property. Analyzing their relation to each other leads to the question when a certain…

Risk Management · Quantitative Finance 2022-04-15 Christa Cuchiero , Guido Gazzani , Irene Klein

A new approach to inference in state space models is proposed, based on approximate Bayesian computation (ABC). ABC avoids evaluation of the likelihood function by matching observed summary statistics with statistics computed from data…

Statistics Theory · Mathematics 2014-10-01 Gael M. Martin , Brendan P. M. McCabe , Worapree Maneesoonthorn , Christian P. Robert

Approximate Bayesian computation (ABC) is a popular technique for approximating likelihoods and is often used in parameter estimation when the likelihood functions are analytically intractable. Although the use of ABC is widespread in many…

Statistics Theory · Mathematics 2011-03-29 Thomas A. Dean , Sumeetpal S. Singh , Ajay Jasra , Gareth W. Peters

Many recent statistical applications involve inference under complex models, where it is computationally prohibitive to calculate likelihoods but possible to simulate data. Approximate Bayesian Computation (ABC) is devoted to these complex…

Populations and Evolution · Quantitative Biology 2011-06-15 Katalin Csilléry , Olivier François , Michael GB Blum

Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice.…

Generalized Bayesian inference (GBI) is an alternative inference framework motivated by robustness to modeling errors, where a specific loss function is used to link the model parameters with observed data, instead of the log-likelihood…

Methodology · Statistics 2025-02-18 Marko Järvenpää , Jukka Corander , Henri Pesonen

Statistical analysis of max-stable processes used to model spatial extremes has been limited by the difficulty in calculating the joint likelihood function. This precludes all standard likelihood-based approaches, including Bayesian…

Computation · Statistics 2011-12-14 Robert J. Erhardt , Richard L. Smith

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…

Applications · Statistics 2011-04-15 Lizhen Xu , Radu V. Craiu , Lei Sun

The power of fuzz testing lies in its random, often brute-force, generation and execution of inputs to trigger unexpected behaviors and vulnerabilities in software applications. However, given the reality of infinite possible input…

Software Engineering · Computer Science 2024-04-10 Chris Vaisnor

Deep learning has revolutionized the last decade, being at the forefront of extraordinary advances in a wide range of tasks including computer vision, natural language processing, and reinforcement learning, to name but a few. However, it…

Machine Learning · Computer Science 2024-01-24 Sebastian W. Ober

A popular strategy for active learning is to specifically target a reduction in epistemic uncertainty, since aleatoric uncertainty is often considered as being intrinsic to the system of interest and therefore not reducible. Yet,…

Methodology · Statistics 2024-12-12 Jake Thomas , Jeremie Houssineau

With larger data at their disposal, scientists are emboldened to tackle complex questions that require sophisticated statistical models. It is not unusual for the latter to have likelihood functions that elude analytical formulations. Even…

Computation · Statistics 2019-05-17 Evgeny Levi , Radu V. Craiu

Increasingly complex applications involve large datasets in combination with non-linear and high dimensional mathematical models. In this context, statistical inference is a challenging issue that calls for pragmatic approaches that take…

Data Analysis, Statistics and Probability · Physics 2013-01-31 Andreas Raue , Clemens Kreutz , Fabian Joachim Theis , Jens Timmer

This paper presents a plausible reasoning system to illustrate some broad issues in knowledge representation: dualities between different reasoning forms, the difficulty of unifying complementary reasoning styles, and the approximate nature…

Artificial Intelligence · Computer Science 2013-03-26 Wray L. Buntine

Cosmological inference becomes increasingly difficult when complex data-generating processes cannot be modeled by simple probability distributions. With the ever-increasing size of data sets in cosmology, there is increasing burden placed…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-05 Anja Weyant , Chad Schafer , W. Michael Wood-Vasey

Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…

Methodology · Statistics 2024-07-15 Alejandra Estefanía Patiño Hoyos , Johnatan Cardona Jiménez