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Conformal prediction is a statistically rigorous method for quantifying uncertainty in models by having them output sets of predictions, with larger sets indicating more uncertainty. However, prediction sets are not inherently actionable;…

Machine Learning · Computer Science 2025-02-17 Jesse C. Cresswell , Bhargava Kumar , Yi Sui , Mouloud Belbahri

In objective Bayesian model selection, no single criterion has emerged as dominant in defining objective prior distributions. Indeed, many criteria have been separately proposed and utilized to propose differing prior choices. We first…

Statistics Theory · Mathematics 2012-09-25 M. J. Bayarri , J. O. Berger , A. Forte , G. García-Donato

We propose Bayesian Conformal Prediction (BCP), a framework that combines Bayesian posterior predictive distributions with PAC-style conformal risk control to produce prediction sets with finite-sample coverage guarantees. Standard…

Machine Learning · Computer Science 2026-05-11 Fanyi Wu , Veronika Lohmanova , Samuel Kaski , Michele Caprio

We investigate two empirical Bayes methods and a hierarchical Bayes method for adapting the scale of a Gaussian process prior in a nonparametric regression model. We show that all methods lead to a posterior contraction rate that adapts to…

Statistics Theory · Mathematics 2015-04-30 Suzanne Sniekers , Aad van der Vaart

Effective uncertainty estimation is becoming increasingly attractive for enhancing the reliability of neural networks. This work presents a novel approach, termed Credal-Set Interval Neural Networks (CreINNs), for classification. CreINNs…

Machine Learning · Computer Science 2025-01-28 Kaizheng Wang , Keivan Shariatmadar , Shireen Kudukkil Manchingal , Fabio Cuzzolin , David Moens , Hans Hallez

This work presents a new classifier that is specifically designed to be fully interpretable. This technique determines the probability of a class outcome, based directly on probability assignments measured from the training data. The…

Machine Learning · Statistics 2017-10-31 Sapan Agarwal , Corey M. Hudson

Although Bayesian inference is an immensely popular paradigm among a large segment of scientists including statisticians, most applications consider objective priors and need critical investigations (Efron, 2013, Science). While it has…

Statistics Theory · Mathematics 2020-09-11 Abhik Ghosh , Tuhin Majumder , Ayanendranath Basu

Modelling functions of sets, or equivalently, permutation-invariant functions, is a long-standing challenge in machine learning. Deep Sets is a popular method which is known to be a universal approximator for continuous set functions. We…

Machine Learning · Computer Science 2021-07-06 Edward Wagstaff , Fabian B. Fuchs , Martin Engelcke , Michael A. Osborne , Ingmar Posner

Finite time coherent sets [8] have recently been defined by a measure based objective function describing the degree that sets hold together, along with a Frobenius-Perron transfer operator method to produce optimally coherent sets. Here we…

Dynamical Systems · Mathematics 2015-06-05 Tian Ma , Erik M. Bollt

Variable selection for a multiple regression model (Noisy Linear Perceptron) is studied with a mean field approximation. In our Bayesian framework, variable selection is formulated as estimation of discrete parameters that indicate a subset…

Disordered Systems and Neural Networks · Physics 2007-05-23 Yukito Iba

Bayesian networks (BNs) are graphical \emph{first-order} probabilistic models that allow for a compact representation of large probability distributions, and for efficient inference, both exact and approximate. We introduce a…

Logic in Computer Science · Computer Science 2023-12-12 Claudia Faggian , Daniele Pautasso , Gabriele Vanoni

In the sparse normal means model, coverage of adaptive Bayesian posterior credible sets associated to spike and slab prior distributions is considered. The key sparsity hyperparameter is calibrated via marginal maximum likelihood empirical…

Statistics Theory · Mathematics 2019-02-05 Ismael Castillo , Botond Szabo

This is a preliminary version of visual interpretation integrating multiple sensors in SUCCESSOR, an intelligent, model-based vision system. We pursue a thorough integration of hierarchical Bayesian inference with comprehensive physical…

Artificial Intelligence · Computer Science 2013-04-11 Thomas O. Binford , Tod S. Levitt , Wallace B. Mann

This work initiates a systematic investigation of testing high-dimensional structured distributions by focusing on testing Bayesian networks -- the prototypical family of directed graphical models. A Bayesian network is defined by a…

Data Structures and Algorithms · Computer Science 2020-01-28 Clement Canonne , Ilias Diakonikolas , Daniel Kane , Alistair Stewart

A fundamental challenge in approximating an unknown density using finite Gaussian mixture models is selecting the number of mixture components, also known as order. Traditional approaches choose a single best model using information…

Methodology · Statistics 2025-06-25 Alessandro Casa , Davide Ferrari

It is now practically the norm for data to be very high dimensional in areas such as genetics, machine vision, image analysis and many others. When analyzing such data, parametric models are often too inflexible while nonparametric…

Methodology · Statistics 2011-05-31 Abhishek Bhattacharya , Garritt Page , David Dunson

An initial screening experiment may lead to ambiguous conclusions regarding the factors which are active in explaining the variation of an outcome variable: thus adding follow-up runs becomes necessary. We propose a fully Bayes objective…

Methodology · Statistics 2014-05-13 Guido Consonni , Laura Deldossi

Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use…

Machine Learning · Computer Science 2018-07-03 Volodymyr Kuleshov , Nathan Fenner , Stefano Ermon

A growing number of empirical models exhibit set-valued predictions. This paper develops a tractable inference method with finite-sample validity for such models. The proposed procedure uses a robust version of the universal inference…

Econometrics · Economics 2025-01-31 Hiroaki Kaido , Yi Zhang

Preferential sampling is a common feature in geostatistics and occurs when the locations to be sampled are chosen based on information about the phenomena under study. In this case, point pattern models are commonly used as the probability…

Methodology · Statistics 2022-10-27 Douglas Mateus da Silva , Dani Gamerman