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Due to the ease of modern data collection, applied statisticians often have access to a large set of covariates that they wish to relate to some observed outcome. Generalized linear models (GLMs) offer a particularly interpretable framework…
Deep feedforward neural networks (DFNNs) are a powerful tool for functional approximation. We describe flexible versions of generalized linear and generalized linear mixed models incorporating basis functions formed by a DFNN. The…
The hierarchical prior used in Latent Gaussian models (LGMs) induces a posterior geometry prone to frustrate inference algorithms. Marginalizing out the latent Gaussian variable using an integrated Laplace approximation removes the…
Active learning methods for neural networks are usually based on greedy criteria which ultimately give a single new design point for the evaluation. Such an approach requires either some heuristics to sample a batch of design points at one…
In this paper, we develop a variant of the well-known Gauss-Newton (GN) method to solve a class of nonconvex optimization problems involving low-rank matrix variables. As opposed to the standard GN method, our algorithm allows one to handle…
Deep neural networks are prone to overconfident predictions on outliers. Bayesian neural networks and deep ensembles have both been shown to mitigate this problem to some extent. In this work, we aim to combine the benefits of the two…
The integrated nested Laplace approximations (INLA) method has become a widely utilized tool for researchers and practitioners seeking to perform approximate Bayesian inference across various fields of application. To address the growing…
Second-order optimization has been shown to accelerate the training of deep neural networks in many applications, often yielding faster progress per iteration on the training loss compared to first-order optimizers. However, the…
Latent Gaussian models (LGMs) are perhaps the most commonly used class of models in statistical applications. Nevertheless, in areas ranging from longitudinal studies in biostatistics to geostatistics, it is easy to find datasets that…
We investigate how Accumulated Local Effects (ALE), a model-agnostic explanation method, can be adapted to visualize the influence of node feature values in link prediction tasks using Graph Neural Networks (GNNs), specifically Graph…
Gaussian latent variable models are a key class of Bayesian hierarchical models with applications in many fields. Performing Bayesian inference on such models can be challenging as Markov chain Monte Carlo algorithms struggle with the…
Statistical applications often involve the calculation of intractable multidimensional integrals. The Laplace formula is widely used to approximate such integrals. However, in high-dimensional or small sample size problems, the shape of the…
We propose the Gaussian Gated Linear Network (G-GLN), an extension to the recently proposed GLN family of deep neural networks. Instead of using backpropagation to learn features, GLNs have a distributed and local credit assignment…
Bayesian inference tasks continue to pose a computational challenge. This especially holds for spatial-temporal modeling where high-dimensional latent parameter spaces are ubiquitous. The methodology of integrated nested Laplace…
This paper studies generalization capabilities of neural networks (NNs) using new and improved PyTorch library Loss Landscape Analysis (LLA). LLA facilitates visualization and analysis of loss landscapes along with the properties of NN…
We present Exact Gauss-Newton (EGN), a stochastic second-order optimization algorithm that combines the generalized Gauss-Newton (GN) Hessian approximation with low-rank linear algebra to compute the descent direction. Leveraging the…
Current approximate posteriors in Bayesian neural networks (BNNs) exhibit a crucial limitation: they fail to maintain invariance under reparameterization, i.e. BNNs assign different posterior densities to different parametrizations of…
To support mechanism online learning and facilitate digital twin development for biomanufacturing processes, this paper develops an efficient Bayesian inference approach for partially observed enzymatic stochastic reaction network (SRN), a…
The marginal likelihood is a well established model selection criterion in Bayesian statistics. It also allows to efficiently calculate the marginal posterior model probabilities that can be used for Bayesian model averaging of quantities…
Laplace approximations are a standard tool for computationally efficient inference in latent Gaussian models, but they fail for quantile regression with the asymmetric Laplace likelihood because the observed Hessian vanishes almost…