Related papers: Identifiability and Falsifiability: Two Challenges…
Observational astrophysics consists of making inferences about the Universe by comparing data and models. The credible intervals placed on model parameters are often as important as the maximum a posteriori probability values, as the…
Statistical pragmatism embraces all efficient methods in statistical inference. Augmentation of the collected data is used herein to obtain representative population information from a large class of non-representative population's units.…
Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…
This work focuses on the question of how identifiability of a mathematical model, that is, whether parameters can be recovered from data, is related to identifiability of its submodels. We look specifically at linear compartmental models…
We develop scalable methods for producing conformal Bayesian predictive intervals with finite sample calibration guarantees. Bayesian posterior predictive distributions, $p(y \mid x)$, characterize subjective beliefs on outcomes of…
In survival analysis, frailty variables are often used to model the association in multivariate survival data. Identifiability is an important issue while working with such multivariate survival data with or without competing risks. In this…
A stream of algorithmic advances has steadily increased the popularity of the Bayesian approach as an inference paradigm, both from the theoretical and applied perspective. Even with apparent successes in numerous application fields, a…
Although deep models achieve high predictive performance, it is difficult for humans to understand the predictions they made. Explainability is important for real-world applications to justify their reliability. Many example-based…
Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…
Research in adversarial machine learning (AML) has shown that statistical models are vulnerable to maliciously altered data. However, despite advances in Bayesian machine learning models, most AML research remains concentrated on classical…
Comparing competing mathematical models of complex natural processes is a shared goal among many branches of science. The Bayesian probabilistic framework offers a principled way to perform model comparison and extract useful metrics for…
Mutual information is fundamentally important for measuring statistical dependence between variables and for quantifying information transfer by signaling and communication mechanisms. It can, however, be challenging to evaluate for…
Data uncertainty in practical person reID is ubiquitous, hence it requires not only learning the discriminative features, but also modeling the uncertainty based on the input. This paper proposes to learn the sample posterior and the class…
Machine learning (ML) and deep learning models are extensively used for parameter optimization and regression problems. However, not all inverse problems in ML are ``identifiable,'' indicating that model parameters may not be uniquely…
Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…
Recent advances in probabilistic deep learning enable efficient amortized Bayesian inference in settings where the likelihood function is only implicitly defined by a simulation program (simulation-based inference; SBI). But how faithful is…
Bayesian methods have become a popular way to incorporate prior knowledge and a notion of uncertainty into machine learning models. At the same time, the complexity of modern machine learning makes it challenging to comprehend a model's…
What should researchers do when their baseline model is refuted? We provide four constructive answers. First, researchers can measure the extent of falsification. To do this, we consider continuous relaxations of the baseline assumptions of…
There is a broad consensus on the importance of deep learning models in tasks involving complex data. Often, an adequate understanding of these models is required when focusing on the transparency of decisions in human-critical…
Importance sampling algorithms are discussed in detail, with an emphasis on implicit sampling, and applied to data assimilation via particle filters. Implicit sampling makes it possible to use the data to find high-probability samples at…