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Mean-field variational inference is a method for approximate Bayesian posterior inference. It approximates a full posterior distribution with a factorized set of distributions by maximizing a lower bound on the marginal likelihood. This…

Machine Learning · Computer Science 2012-07-03 John Paisley , David Blei , Michael Jordan

Populations of interest are often hidden from data for a variety of reasons, though their magnitude remains important in determining resource allocation and appropriate policy. One popular approach to population size estimation, the…

Methodology · Statistics 2025-06-27 Mallory J Flynn , Paul Gustafson

This paper deals with the problem of estimating the finite population mean when some information on two auxiliary attributes are available. It is shown that the proposed estimator is more efficient than the usual mean estimator and other…

Statistics Theory · Mathematics 2013-02-08 Sachin Malik , Rajesh Singh

We consider the problem of empirical Bayes estimation of multiple variances when provided with sample variances. Assuming an arbitrary prior on the variances, we derive different versions of the Bayes estimators using different loss…

Statistics Theory · Mathematics 2022-03-01 Yeil Kwon , Zhigen Zhao

In recent years, methods of approximate parameter estimation have attracted considerable interest in complex problems where exact likelihoods are hard to obtain. In their most basic form, Bayesian methods such as Approximate Bayesian…

Computation · Statistics 2015-07-17 Johanna Bertl , Gregory Ewing , Carolin Kosiol , Andreas Futschik

A Bayesian inference method for problems with small samples and sparse data is presented in this paper. A general type of prior ($\propto 1/\sigma^{q}$) is proposed to formulate the Bayesian posterior for inference problems under small…

Methodology · Statistics 2020-10-14 Jingjing He , Xuefei Guan

Matrix factorization (MF) has become a common approach to collaborative filtering, due to ease of implementation and scalability to large data sets. Two existing drawbacks of the basic model is that it does not incorporate side information…

Machine Learning · Statistics 2014-07-30 Cody Severinski , Ruslan Salakhutdinov

With the rise in popularity of digital Atlases to communicate spatial variation, there is an increasing need for robust small-area estimates. However, current small-area estimation methods suffer from various modeling problems when data are…

Methodology · Statistics 2023-12-06 James Hogg , Jessica Cameron , Susanna Cramb , Peter Baade , Kerrie Mengersen

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

We develop an empirical Bayes procedure for estimating the cell means in an unbalanced, two-way additive model with fixed effects. We employ a hierarchical model, which reflects exchangeability of the effects within treatment and within…

Methodology · Statistics 2016-05-30 Lawrence D. Brown , Gourab Mukherjee , Asaf Weinstein

Inference methods are often formulated as variational approximations: these approximations allow easy evaluation of statistics by marginalization or linear response, but these estimates can be inconsistent. We show that by introducing…

Machine Learning · Statistics 2017-04-27 Jack Raymond , Federico Ricci-Tersenghi

In the case of informative sampling the sampling scheme explicitly or implicitly depends on the response variable. As a result, the sample distribution of response variable can- not be used for making inference about the population. In this…

Applications · Statistics 2016-11-18 Anna Sikov

It is shown that a consistent application of Bayesian updating from a prior probability density to a posterior using evidence in the form of expectation constraints leads to exactly the same results as the application of the maximum entropy…

Data Analysis, Statistics and Probability · Physics 2016-05-02 Sergio Davis

Fine stratification is a popular design as it permits the stratification to be carried out to the fullest possible extent. Some examples include the Current Population Survey and National Crime Victimization Survey both conducted by the…

Methodology · Statistics 2026-03-09 Sepideh Mosaferi

It is often of interest to combine available estimates of a similar quantity from multiple data sources. When the corresponding variances of each estimate are also available, a model should take into account the uncertainty of the estimates…

Methodology · Statistics 2021-09-17 Yujing Yao , R. Todd Ogden , Chubing Zeng , Qixuan Chen

The amount of large-scale real data around us increase in size very quickly and so does the necessity to reduce its size by obtaining a representative sample. Such sample allows us to use a great variety of analytical methods, whose direct…

Social and Information Networks · Computer Science 2014-02-10 Milos Kudelka , Sarka Zehnalova , Jan Platos

A common problem in Machine Learning and statistics consists in detecting whether the current sample in a stream of data belongs to the same distribution as previous ones, is an isolated outlier or inaugurates a new distribution of data. We…

Machine Learning · Statistics 2018-05-16 Vincent Moens

Hierarchical parametric models consisting of observable and latent variables are widely used for unsupervised learning tasks. For example, a mixture model is a representative hierarchical model for clustering. From the statistical point of…

Machine Learning · Statistics 2014-01-24 Keisuke Yamazaki

One of the core problems of modern statistics is to approximate difficult-to-compute probability densities. This problem is especially important in Bayesian statistics, which frames all inference about unknown quantities as a calculation…

Computation · Statistics 2018-05-11 David M. Blei , Alp Kucukelbir , Jon D. McAuliffe

Bayesian entity resolution merges together multiple, noisy databases and returns the minimal collection of unique individuals represented, together with their true, latent record values. Bayesian methods allow flexible generative models…

Methodology · Statistics 2014-10-20 Tamara Broderick , Rebecca C. Steorts
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