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The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…
Identifiability of parameters is an essential property for a statistical model to be useful in most settings. However, establishing parameter identifiability for Bayesian networks with hidden variables remains challenging. In the context of…
Linear models with a growing number of parameters have been widely used in modern statistics. One important problem about this kind of model is the variable selection issue. Bayesian approaches, which provide a stochastic search of…
Assessment of replicability is critical to ensure the quality and rigor of scientific research. In this paper, we discuss inference and modeling principles for replicability assessment. Targeting distinct application scenarios, we propose…
The stochastic expansion of the marginal quasi-likelihood function associated with a class of generalized linear models is shown. Based on the expansion, a quasi-Bayesian information criterion is proposed that is able to deal with…
These notes introduce the theory of susceptibilities as developed in [arXiv:2504.18274, arXiv:2601.12703] for interpreting neural networks. The susceptibility of an observable $\phi$ to a data perturbation is defined as a derivative of a…
The transferability of adversarial examples allows for the attack on unknown deep neural networks (DNNs), posing a serious threat to many applications and attracting great attention. In this paper, we improve the transferability of…
Bayesian sparse factor models have proven useful for characterizing dependence in multivariate data, but scaling computation to large numbers of samples and dimensions is problematic. We propose expandable factor analysis for scalable…
In this paper we consider the issue of paradigm evaluation by applying Bayes' theorem along the following nested hierarchy of progressively more complex structures: i) parameter estimation (within a model), ii) model selection and…
There is currently a renewed interest in the Bayesian predictive approach to statistics. This paper offers a review on foundational concepts and focuses on predictive modeling, which by directly reasoning on prediction, bypasses inferential…
When complex Bayesian models exhibit implausible behaviour, one solution is to assemble available information into an informative prior. Challenges arise as prior information is often only available for the observable quantity, or some…
Disease models are used to examine the likely impact of therapies, interventions and public policy changes. Ensuring that these are well calibrated on the basis of available data and that the uncertainty in their projections is properly…
Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…
We consider a population of Bayesian agents who share a common prior over some finite state space and each agent is exposed to some information about the state. We ask which distributions over empirical distributions of posteriors beliefs…
Much is now known about the consistency of Bayesian updating on infinite-dimensional parameter spaces with independent or Markovian data. Necessary conditions for consistency include the prior putting enough weight on the correct…
The proposed approach extends the confidence posterior distribution to the semi-parametric empirical Bayes setting. Whereas the Bayesian posterior is defined in terms of a prior distribution conditional on the observed data, the confidence…
We propose a framework for general Bayesian inference. We argue that a valid update of a prior belief distribution to a posterior can be made for parameters which are connected to observations through a loss function rather than the…
We provide a general solution to a fundamental open problem in Bayesian inference, namely poor uncertainty quantification, from a frequency standpoint, of Bayesian methods in misspecified models. While existing solutions are based on…
In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior.…
Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or…