Related papers: Uncertainty quantification in the stochastic block…
With the advent of high-performance computing, Bayesian methods are increasingly popular tools for the quantification of uncertainty throughout science and industry. Since these methods impact the making of sometimes critical decisions in…
The stochastic block model (SBM) provides a popular framework for modeling community structures in networks. However, more attention has been devoted to problems concerning estimating the latent node labels and the model parameters than the…
Estimating the parameters from $k$ independent Bin$(n,p)$ random variables, when both parameters $n$ and $p$ are unknown, is relevant to a variety of applications. It is particularly difficult if $n$ is large and $p$ is small. Over the past…
Outer measures can be used for statistical inference in place of probability measures to bring flexibility in terms of model specification. The corresponding statistical procedures such as Bayesian inference, estimators or hypothesis…
We consider a non-projective class of inhomogeneous random graph models with interpretable parameters and a number of interesting asymptotic properties. Using the results of Bollob\'as et al. [2007], we show that i) the class of models is…
In community detection on graphs, the semi-supervised learning problem entails inferring the ground-truth membership of each node in a graph, given the connectivity structure and a limited number of revealed node labels. Different subsets…
We study full Bayesian procedures for high-dimensional linear regression under sparsity constraints. The prior is a mixture of point masses at zero and continuous distributions. Under compatibility conditions on the design matrix, the…
We study a nonparametric Bayesian approach to linear inverse problems under discrete observations. We use the discrete Fourier transform to convert our model into a truncated Gaussian sequence model, that is closely related to the classical…
A nonparanormal graphical model is a semiparametric generalization of a Gaussian graphical model for continuous variables in which it is assumed that the variables follow a Gaussian graphical model only after some unknown smooth monotone…
In this survey paper it is illustrated how spectral clustering methods for unweighted graphs are adapted to the dense and sparse regimes. Whereas Laplacian and modularity based spectral clustering is apt to dense graphs, recent results show…
We address uncertainty quantification for Gaussian processes (GPs) under misspecified priors, with an eye towards Bayesian Optimization (BO). GPs are widely used in BO because they easily enable exploration based on posterior uncertainty…
We study the problem of non-Bayesian social learning with uncertain models, in which a network of agents seek to cooperatively identify the state of the world based on a sequence of observed signals. In contrast with the existing…
An imprecise Bayesian nonparametric approach to system reliability with multiple types of components is developed. This allows modelling partial or imperfect prior knowledge on component failure distributions in a flexible way through…
Deep Learning sets the state-of-the-art in many challenging tasks showing outstanding performance in a broad range of applications. Despite its success, it still lacks robustness hindering its adoption in medical applications. Modeling…
The inability of artificial neural networks to assess the uncertainty of their predictions is an impediment to their widespread use. We distinguish two types of learnable uncertainty: model uncertainty due to a lack of training data and…
In this paper we compare and contrast the behavior of the posterior predictive distribution to the risk of the maximum a posteriori estimator for the random features regression model in the overparameterized regime. We will focus on the…
We prove strong consistency of spectral clustering under the degree-corrected hypergraph stochastic block model in the sparse regime where the maximum expected hyperdegree is as small as $\Omega(\log n)$ with $n$ denoting the number of…
Gaussian graphical models are a popular tool to learn the dependence structure in the form of a graph among variables of interest. Bayesian methods have gained in popularity in the last two decades due to their ability to simultaneously…
This paper studies nonparametric empirical Bayes methods in a heterogeneous parameters framework that features unknown means and variances. We provide extended Tweedie's formulae that express the (infeasible) optimal estimators of…
Probabilistic models often use neural networks to control their predictive uncertainty. However, when making out-of-distribution (OOD)} predictions, the often-uncontrollable extrapolation properties of neural networks yield poor uncertainty…