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Approximate Bayesian Computation is a family of likelihood-free inference techniques that are well-suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing…

Computation · Statistics 2010-07-28 Michael Blum

Diffusion models have recently driven significant breakthroughs in generative modeling. While state-of-the-art models produce high-quality samples on average, individual samples can still be low quality. Detecting such samples without human…

Machine Learning · Computer Science 2025-06-13 Metod Jazbec , Eliot Wong-Toi , Guoxuan Xia , Dan Zhang , Eric Nalisnick , Stephan Mandt

We develop a semiparametric Bayesian approach for estimating the mean response in a missing data model with binary outcomes and a nonparametrically modelled propensity score. Equivalently we estimate the causal effect of a treatment,…

Statistics Theory · Mathematics 2020-09-23 Kolyan Ray , Aad van der Vaart

The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small violation of this assumption can have a large impact on the outcome of a…

Methodology · Statistics 2015-06-22 Jeffrey W. Miller , David B. Dunson

This paper studies Bayesian variable selection in linear models with general spherically symmetric error distributions. We propose sub-harmonic priors which arise as a class of mixtures of Zellner's g-priors for which the Bayes factors are…

Methodology · Statistics 2013-03-12 Yuzo Maruyama , William E. Strawderman

This article introduces a Bayesian neural network estimation method for quantile regression assuming an asymmetric Laplace distribution (ALD) for the response variable. It is shown that the posterior distribution for feedforward neural…

Statistics Theory · Mathematics 2022-04-06 Sanket R. Jantre , Shrijita Bhattacharya , Tapabrata Maiti

The empirical Bayes $g$-modeling approach via the nonparametric maximum likelihood estimator (NPMLE) is widely used for large-scale estimation and inference in the normal means problem, yet theoretical guarantees for uncertainty…

Statistics Theory · Mathematics 2026-03-31 Taehyun Kim , Bodhisattva Sen

We examine the Bayes-consistency of a recently proposed 1-nearest-neighbor-based multiclass learning algorithm. This algorithm is derived from sample compression bounds and enjoys the statistical advantages of tight, fully empirical…

Machine Learning · Computer Science 2019-06-27 Aryeh Kontorovich , Sivan Sabato , Roi Weiss

We propose a novel method for sampling and optimization tasks based on a stochastic interacting particle system. We explain how this method can be used for the following two goals: (i) generating approximate samples from a given target…

Dynamical Systems · Mathematics 2021-11-05 J. A. Carrillo , F. Hoffmann , A. M. Stuart , U. Vaes

Sparse Bayesian learning is a state-of-the-art supervised learning algorithm that can choose a subset of relevant samples from the input data and make reliable probabilistic predictions. However, in the presence of high-dimensional data…

Machine Learning · Computer Science 2020-01-10 Bingbing Jiang , Chang Li , Maarten de Rijke , Xin Yao , Huanhuan Chen

Using naive Bayes for email classification has become very popular within the last few months. They are quite easy to implement and very efficient. In this paper we want to present empirical results of email classification using a…

Machine Learning · Computer Science 2007-05-23 Daniel Etzold

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

Laplace's method approximates a target density with a Gaussian distribution at its mode. It is computationally efficient and asymptotically exact for Bayesian inference due to the Bernstein-von Mises theorem, but for complex targets and…

Machine Learning · Computer Science 2026-03-12 Hanlin Yu , Marcelo Hartmann , Bernardo Williams , Mark Girolami , Arto Klami

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

Spatially inhomogeneous functions, which may be smooth in some regions and rough in other regions, are modelled naturally in a Bayesian manner using so-called Besov priors which are given by random wavelet expansions with…

Statistics Theory · Mathematics 2022-10-27 Sergios Agapiou , Sven Wang

We consider a framework for determining and estimating the conditional pairwise relationships of variables when the observed samples are contaminated with measurement error in high dimensional settings. Assuming the true underlying…

Methodology · Statistics 2019-07-05 Michael Byrd , Linh Nghiem , Monnie McGee

We introduce a novel Bayesian approach for variable selection using Gaussian process regression, which is crucial for enhancing interpretability and model regularization. Our method employs nearest neighbor Gaussian processes, serving as…

The simultaneous estimation of multiple unknown parameters lies at heart of a broad class of important problems across science and technology. Currently, the state-of-the-art performance in the such problems is achieved by nonparametric…

Statistics Theory · Mathematics 2023-05-30 Alton Barbehenn , Sihai Dave Zhao

We study empirical and hierarchical Bayes approaches to the problem of estimating an infinite-dimensional parameter in mildly ill-posed inverse problems. We consider a class of prior distributions indexed by a hyperparameter that quantifies…

Statistics Theory · Mathematics 2013-05-30 B. T. Knapik , B. T. Szabó , A. W. van der Vaart , J. H. van Zanten

We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…

Machine Learning · Computer Science 2020-03-03 Xuan Su , Wee Sun Lee , Zhen Zhang