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We present vir, an R package for variational inference with shrinkage priors. Our package implements variational and stochastic variational algorithms for linear and probit regression models, the use of which is a common first step in many…

Computation · Statistics 2021-02-18 Suchit Mehrotra , Arnab Maity

In scientific applications, there often are several competing models that could be fit to the observed data, so quantification of the model uncertainty is of fundamental importance. In this paper, we develop an inferential model (IM)…

Statistics Theory · Mathematics 2016-06-07 Ryan Martin , Huiping Xu , Zuoyi Zhang , Chuanhai Liu

Logistic regression is an important statistical tool for assessing the probability of an outcome based upon some predictive variables. Standard methods can only deal with precisely known data, however many datasets have uncertainties which…

Methodology · Statistics 2022-06-09 Nicholas Gray , Scott Ferson

The Invariant Risk Minimization (IRM) framework aims to learn invariant features from a set of environments for solving the out-of-distribution (OOD) generalization problem. The underlying assumption is that the causal components of the…

Machine Learning · Computer Science 2021-12-28 Moulik Choraria , Ibtihal Ferwana , Ankur Mani , Lav R. Varshney

Visual Autoregressive (VAR) models have recently garnered significant attention for their innovative next-scale prediction paradigm, offering notable advantages in both inference efficiency and image quality compared to traditional…

Computer Vision and Pattern Recognition · Computer Science 2025-11-24 Tong Wang , Guanyu Yang , Nian Liu , Kai Wang , Yaxing Wang , Abdelrahman M Shaker , Salman Khan , Fahad Shahbaz Khan , Senmao Li

In model-free deep reinforcement learning (RL) algorithms, using noisy value estimates to supervise policy evaluation and optimization is detrimental to the sample efficiency. As this noise is heteroscedastic, its effects can be mitigated…

Machine Learning · Computer Science 2022-05-04 Vincent Mai , Kaustubh Mani , Liam Paull

The topic of deep learning has seen a surge of interest in recent years both within and outside of the field of Statistics. Deep models leverage both nonlinearity and interaction effects to provide superior predictions in many cases when…

Methodology · Statistics 2020-09-18 Paul A. Parker , Scott H. Holan

Relevance Vector Machine (RVM) is a supervised learning algorithm extended from Support Vector Machine (SVM) based on the Bayesian sparsity model. Compared with the regression problem, RVM classification is difficult to be conducted because…

Machine Learning · Statistics 2022-10-28 Wenyang Wang , Dongchu Sun , Zhuoqiong He

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

Data imbalance is easily found in annotated data when the observations of certain continuous label values are difficult to collect for regression tasks. When they come to molecule and polymer property predictions, the annotated graph…

Machine Learning · Computer Science 2023-05-23 Gang Liu , Tong Zhao , Eric Inae , Tengfei Luo , Meng Jiang

When modeling class-imbalanced data, it is crucial to address the imbalance, as models trained on such data tend to be biased towards the majority classes. This problem is amplified under partial supervision, where pseudo-labels for…

Machine Learning · Statistics 2026-05-08 Heegeon Yoon , Heeyoung Kim

Learning models that can handle distribution shifts is a key challenge in domain generalization. Invariance learning, an approach that focuses on identifying features invariant across environments, improves model generalization by capturing…

Machine Learning · Statistics 2026-05-11 Yiran Jia , Jelena Bradic

Many real world data mining applications involve obtaining predictive models using data sets with strongly imbalanced distributions of the target variable. Frequently, the least common values of this target variable are associated with…

Machine Learning · Computer Science 2015-05-14 Paula Branco , Luis Torgo , Rita Ribeiro

Despite impressive state-of-the-art performance on a wide variety of machine learning tasks, deep learning methods can produce over-confident predictions, particularly with limited training data. Therefore, quantifying uncertainty is…

Machine Learning · Computer Science 2022-04-27 Haleh Akrami , Anand Joshi , Sergul Aydore , Richard Leahy

Deep clustering, which learns representation and semantic clustering without labels information, poses a great challenge for deep learning-based approaches. Despite significant progress in recent years, most existing methods focus on…

Computer Vision and Pattern Recognition · Computer Science 2024-01-18 Chuyu Zhang , Hui Ren , Xuming He

There is currently an increasing interest in large vector autoregressive (VAR) models. VARs are popular tools for macroeconomic forecasting and use of larger models has been demonstrated to often improve the forecasting ability compared to…

Econometrics · Economics 2019-07-03 Sebastian Ankargren , Paulina Jonéus

Transductive graph-based semi-supervised learning methods usually build an undirected graph utilizing both labeled and unlabeled samples as vertices. Those methods propagate label information of labeled samples to neighbors through their…

Machine Learning · Computer Science 2013-12-25 Fengqi Li , Chuang Yu , Nanhai Yang , Feng Xia , Guangming Li , Fatemeh Kaveh-Yazdy

Generalized variational inference (GVI) provides an optimization-theoretic framework for statistical estimation that encapsulates many traditional estimation procedures. The typical GVI problem is to compute a distribution of parameters…

Optimization and Control · Mathematics 2023-10-27 Aurya S. Javeed , Drew P. Kouri , Thomas M. Surowiec

In this work, we introduce a novel Deep Learning-based method to perceive the environment of a vehicle based on radar scans while accounting for uncertainties in its predictions. The environment of the host vehicle is segmented into equally…

Machine Learning · Computer Science 2023-06-06 Marco Braun , Moritz Luszek , Jan Siegemund , Kevin Kollek , Anton Kummert

We propose a novel variational Bayes approach to estimate high-dimensional vector autoregression (VAR) models with hierarchical shrinkage priors. Our approach does not rely on a conventional structural VAR representation of the parameter…

Econometrics · Economics 2023-07-03 Mauro Bernardi , Daniele Bianchi , Nicolas Bianco
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