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We develop methods for efficient amortized approximate Bayesian inference over posterior distributions of probabilistic clustering models, such as Dirichlet process mixture models. The approach is based on mapping distributed,…

Machine Learning · Statistics 2018-11-27 Ari Pakman , Liam Paninski

Clustering task of mixed data is a challenging problem. In a probabilistic framework, the main difficulty is due to a shortage of conventional distributions for such data. In this paper, we propose to achieve the mixed data clustering with…

Methodology · Statistics 2015-10-01 Matthieu Marbac , Christophe Biernacki , Vincent Vandewalle

Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

Machine Learning · Statistics 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

This study investigates Bayesian ensemble learning for improving the quality of decision-making. We consider a decision-maker who selects an action from a set of candidates based on a policy trained using observations. In our setting, we…

Methodology · Statistics 2024-06-14 Masahiro Kato

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

We derive explicit non-asymptotic PAC-Bayes generalization bounds for Gibbs posteriors, that is, data-dependent distributions over model parameters obtained by exponentially tilting a prior with the empirical risk. Unlike classical…

Machine Learning · Statistics 2026-04-21 Chenyang Wang , Yun Yang

One of the main concepts in quantum physics is a density matrix, which is a symmetric positive definite matrix of trace one. Finite probability distributions can be seen as a special case when the density matrix is restricted to be…

Quantum Physics · Physics 2009-01-12 Manfred K Warmuth , Dima Kuzmin

Meta-analysis aims to generalize results from multiple related statistical analyses through a combined analysis. While the natural outcome of a Bayesian study is a posterior distribution, traditional Bayesian meta-analyses proceed by…

We propose a generalised framework for the updating of a prior ensemble to a posterior ensemble, an essential yet challenging part in ensemble-based filtering methods. The proposed framework is based on a generalised and fully Bayesian view…

Methodology · Statistics 2021-03-29 Margrethe Kvale Loe , Håkon Tjelmeland

Bayesian inference provides a principled probabilistic framework for quantifying uncertainty by updating beliefs based on prior knowledge and observed data through Bayes' theorem. In Bayesian deep learning, neural network weights are…

Machine Learning · Computer Science 2024-10-22 Yijie Zhang

With the routine collection of massive-dimensional predictors in many application areas, screening methods that rapidly identify a small subset of promising predictors have become commonplace. We propose a new MOdular Bayes Screening (MOBS)…

Methodology · Statistics 2017-03-30 Yuhan Chen , David B. Dunson

A novel framework for consensus clustering is presented which has the ability to determine both the number of clusters and a final solution using multiple algorithms. A consensus similarity matrix is formed from an ensemble using multiple…

Machine Learning · Statistics 2014-08-06 Shaina Race , Carl Meyer

The K-means algorithm is one of the most widely studied clustering algorithms in machine learning. While extensive research has focused on its ability to achieve a globally optimal solution, there still lacks a rigorous analysis of its…

Machine Learning · Computer Science 2025-06-12 Mingyi Li , Michael R. Metel , Akiko Takeda

Several recent works encourage the use of a Bayesian framework when assessing performance and fairness metrics of a classification algorithm in a supervised setting. We propose the Uncertainty Matters (UM) framework that generalizes a…

Machine Learning · Computer Science 2023-02-03 Ainhize Barrainkua , Paula Gordaliza , Jose A. Lozano , Novi Quadrianto

Parameter estimation for model-based clustering using a finite mixture of normal inverse Gaussian (NIG) distributions is achieved through variational Bayes approximations. Univariate NIG mixtures and multivariate NIG mixtures are…

Methodology · Statistics 2017-10-09 Sanjeena Subedi , Paul D. McNicholas

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

Due to their conceptual simplicity, k-means algorithm variants have been extensively used for unsupervised cluster analysis. However, one main shortcoming of these algorithms is that they essentially fit a mixture of identical spherical…

Machine Learning · Computer Science 2024-02-06 Raphael Araujo Sampaio , Joaquim Dias Garcia , Marcus Poggi , Thibaut Vidal

The $k$-means algorithm is arguably the most popular nonparametric clustering method but cannot generally be applied to datasets with incomplete records. The usual practice then is to either impute missing values under an assumed…

Machine Learning · Statistics 2018-09-11 Andrew Lithio , Ranjan Maitra

Bayesian model-based clustering is a widely applied procedure for discovering groups of related observations in a dataset. These approaches use Bayesian mixture models, estimated with MCMC, which provide posterior samples of the model…

Methodology · Statistics 2018-09-24 Ketong Wang , Michael D. Porter

Bayesian methods provide a natural means for uncertainty quantification, that is, credible sets can be easily obtained from the posterior distribution. But is this uncertainty quantification valid in the sense that the posterior credible…

Statistics Theory · Mathematics 2020-10-02 Ryan Martin , Bo Ning