Related papers: Bayesian Distance Weighted Discrimination

The problem of detecting the Out-of-Distribution (OoD) inputs is of paramount importance for Deep Neural Networks. It has been previously shown that even Deep Generative Models that allow estimating the density of the inputs may not be…

A new method is proposed for variable screening, variable selection and prediction in linear regression problems where the number of predictors can be much larger than the number of observations. The method involves minimizing a penalized…

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

We propose a new unsupervised anomaly detection method based on the sliced-Wasserstein distance for training data selection in machine learning approaches. Our filtering technique is interesting for decision-making pipelines deploying…

Dimension reduction is a common strategy to study non-linear dynamical systems composed by a large number of variables. The goal is to find a smaller version of the system whose time evolution is easier to predict while preserving some of…

We introduce a novel class of Bayesian mixtures for normal linear regression models which incorporates a further Gaussian random component for the distribution of the predictor variables. The proposed cluster-weighted model aims to…

Recent advancements in solving Bayesian inverse problems have spotlighted denoising diffusion models (DDMs) as effective priors. Although these have great potential, DDM priors yield complex posterior distributions that are challenging to…

We consider the paradigm of unsupervised anomaly detection, which involves the identification of anomalies within a dataset in the absence of labeled examples. Though distance-based methods are top-performing for unsupervised anomaly…

In this paper we propose a new deterministic approximation method, called discretization approximation, for Bayesian computation. Discretization approximation is very simple to understand and to implement, It only requires calculating…

In this paper, we propose a new variant of Linear Discriminant Analysis (LDA) to solve multi-label classification tasks. The proposed method is based on a probabilistic model for defining the weights of individual samples in a weighted…

End-to-end deep learning improves breast cancer classification on diffusion-weighted MR images (DWI) using a convolutional neural network (CNN) architecture. A limitation of CNN as opposed to previous model-based approaches is the…

We introduce and study a novel model-selection strategy for Bayesian learning, based on optimal transport, along with its associated predictive posterior law: the Wasserstein population barycenter of the posterior law over models. We first…

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Bayesian Optimal Experimental Design (BOED) is a powerful tool to reduce the cost of running a sequence of experiments. When based on the Expected Information Gain (EIG), design optimization corresponds to the maximization of some…

High-dimensional data are routinely collected in many areas. We are particularly interested in Bayesian classification models in which one or more variables are imbalanced. Current Markov chain Monte Carlo algorithms for posterior…

Approximate inference in Bayesian deep networks exhibits a dilemma of how to yield high fidelity posterior approximations while maintaining computational efficiency and scalability. We tackle this challenge by introducing a novel…

Linear discriminant analysis (LDA) is a popular technique to learn the most discriminative features for multi-class classification. A vast majority of existing LDA algorithms are prone to be dominated by the class with very large deviation…

The problem of selecting the most useful features from a great many (eg, thousands) of candidates arises in many areas of modern sciences. An interesting problem from genomic research is that, from thousands of genes that are active…

The use of non-differentiable priors in Bayesian statistics has become increasingly popular, in particular in Bayesian imaging analysis. Current state of the art methods are approximate in the sense that they replace the posterior with a…

This study introduces a computationally efficient algorithm, delayed acceptance Markov chain Monte Carlo (DA-MCMC), designed to improve posterior simulation in quasi-Bayesian inference. Quasi-Bayesian methods, which do not require fully…