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We revisit and generalize the concept of composite likelihood as a method to make a probabilistic inference by aggregation of multiple Bayesian agents, thereby defining a class of predictive models which we call composite Bayesian. This…

Computation · Statistics 2019-04-18 Alexis Roche

In various situations one is given only the predictions of multiple classifiers over a large unlabeled test data. This scenario raises the following questions: Without any labeled data and without any a-priori knowledge about the…

Machine Learning · Statistics 2014-10-31 Ariel Jaffe , Boaz Nadler , Yuval Kluger

It is common practice to use Laplace approximations to compute marginal likelihoods in Bayesian versions of generalised linear models (GLM). Marginal likelihoods combined with model priors are then used in different search algorithms to…

Methodology · Statistics 2022-02-01 Jon Lachmann , Geir Storvik , Florian Frommlet , Aliaksadr Hubin

Classification with a large number of classes is a key problem in machine learning and corresponds to many real-world applications like tagging of images or textual documents in social networks. If one-vs-all methods usually reach top…

Machine Learning · Computer Science 2019-06-25 Thomas Gerald , Aurélia Léon , Nicolas Baskiotis , Ludovic Denoyer

In this paper, we study the accuracy of values aggregated over classes predicted by a classification algorithm. The problem is that the resulting aggregates (e.g., sums of a variable) are known to be biased. The bias can be large even for…

Machine Learning · Statistics 2019-12-02 Q. A. Meertens , C. G. H. Diks , H. J. van den Herik , F W Takes

The cluster-weighted model (CWM) is a mixture model with random covariates which allows for flexible clustering and density estimation of a random vector composed by a response variable and by a set of covariates. In this class of models,…

Methodology · Statistics 2013-08-06 Salvatore Ingrassia , Antonio Punzo

Variational inference is computationally challenging in models that contain both conjugate and non-conjugate terms. Methods specifically designed for conjugate models, even though computationally efficient, find it difficult to deal with…

Machine Learning · Computer Science 2017-04-14 Mohammad Emtiyaz Khan , Wu Lin

In many supervised learning tasks, the entities to be labeled are related to each other in complex ways and their labels are not independent. For example, in hypertext classification, the labels of linked pages are highly correlated. A…

Machine Learning · Computer Science 2013-01-07 Ben Taskar , Pieter Abbeel , Daphne Koller

Latent Gaussian models (LGMs) are a popular class of Bayesian hierarchical models that include Gaussian processes, as well as certain spatial models and mixed-effect models. Efficient Bayesian inference of LGMs often requires marginalizing…

Machine Learning · Statistics 2026-05-21 Jinlin Lai , Charles C. Margossian , Daniel R. Sheldon

We derive a novel generative model from iterative Gaussian posterior inference. By treating the generated sample as an unknown variable, we can formulate the sampling process in the language of Bayesian probability. Our model uses a…

Machine Learning · Computer Science 2026-01-28 Marten Lienen , Marcel Kollovieh , Stephan Günnemann

Finite mixture distributions arise in sampling a heterogeneous population. Data drawn from such a population will exhibit extra variability relative to any single subpopulation. Statistical models based on finite mixtures can assist in the…

Methodology · Statistics 2024-01-19 Andrew M. Raim , Nagaraj K. Neerchal , Jorge G. Morel

Models with random effects, such as generalised linear mixed models (GLMMs), are often used for analysing clustered data. Parameter inference with these models is difficult because of the presence of cluster-specific random effects, which…

Computation · Statistics 2024-04-19 Bao Anh Vu , David Gunawan , Andrew Zammit-Mangion

We consider independent component analysis of binary data. While fundamental in practice, this case has been much less developed than ICA for continuous data. We start by assuming a linear mixing model in a continuous-valued latent space,…

Machine Learning · Computer Science 2022-08-03 Antti Hyttinen , Vitória Barin-Pacela , Aapo Hyvärinen

Inference for doubly intractable distributions is challenging because the intractable normalizing functions of these models include parameters of interest. Previous auxiliary variable MCMC algorithms are infeasible for multi-dimensional…

Computation · Statistics 2020-08-07 Jaewoo Park

We introduce a new computational framework for estimating parameters in generalized generalized linear models (GGLM), a class of models that extends the popular generalized linear models (GLM) to account for dependencies among observations…

Methodology · Statistics 2023-04-28 Anatoli Juditsky , Arkadi Nemirovski , Yao Xie , Chen Xu

Large-scale pre-trained language models have achieved great success on natural language generation tasks. However, it is difficult to control the pre-trained language models to generate sentences with the desired attribute such as topic and…

Computation and Language · Computer Science 2022-06-14 Han Liu , Bingning Wang , Ting Yao , Haijin Liang , Jianjin Xu , Xiaolin Hu

It has been argued that in supervised classification tasks, in practice it may be more sensible to perform model selection with respect to some more focused model selection score, like the supervised (conditional) marginal likelihood, than…

Machine Learning · Computer Science 2013-01-14 Petri Kontkanen , Petri Myllymaki , Henry Tirri

Gradient boosting machines (GBMs) based on decision trees consistently demonstrate state-of-the-art results on regression and classification tasks with tabular data, often outperforming deep neural networks. However, these models do not…

Machine Learning · Computer Science 2023-02-23 Tristan Cinquin , Tammo Rukat , Philipp Schmidt , Martin Wistuba , Artur Bekasov

We develop an efficient Bayesian sequential inference framework for factor analysis models observed via various data types, such as continuous, binary and ordinal data. In the continuous data case, where it is possible to marginalise over…

Methodology · Statistics 2022-01-28 Konstantinos Vamvourellis , Konstantinos Kalogeropoulos , Irini Moustaki

Identifying leading measurement units from a large collection is a common inference task in various domains of large-scale inference. Testing approaches, which measure evidence against a null hypothesis rather than effect magnitude, tend to…

Methodology · Statistics 2020-11-17 Nicholas C. Henderson , Michael A. Newton