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We propose a novel framework that unifies and extends existing methods of transfer learning (TL) for regression. To bridge a pretrained source model to the model on a target task, we introduce a density-ratio reweighting function, which is…

Machine Learning · Statistics 2020-12-18 Shunya Minami , Song Liu , Stephen Wu , Kenji Fukumizu , Ryo Yoshida

We introduce BLAST, Bayesian Linear regression with Adaptive Shrinkage for Transfer, a Bayesian multi-source transfer learning framework for high-dimensional linear regression. The proposed analytical framework leverages global-local…

Methodology · Statistics 2026-03-10 Parsa Jamshidian , Donatello Telesca

Bayesian transfer learning (BTL) is defined in this paper as the task of conditioning a target probability distribution on a transferred source distribution. The target globally models the interaction between the source and target, and…

Machine Learning · Computer Science 2021-01-19 Milan Papež , Anthony Quinn

Transfer learning enhances model performance in a target population with limited samples by leveraging knowledge from related studies. While many works focus on improving predictive performance, challenges of statistical inference persist.…

Methodology · Statistics 2024-12-05 Daoyuan Lai , Oscar Hernan Madrid Padilla , Tian Gu

In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…

Econometrics · Economics 2021-12-23 Dimitris Korobilis , Kenichi Shimizu

Latent space model plays a crucial role in network analysis, and accurate estimation of latent variables is essential for downstream tasks such as link prediction. However, the large number of parameters to be estimated presents a…

Methodology · Statistics 2025-09-22 Kuangnan Fang , Ruixuan Qin , Xinyan Fan

This paper introduces two transfer learning methodologies for estimating nonparametric Bayesian networks under scarce data. We propose two algorithms, a constraint-based structure learning method, called PC-stable-transfer learning…

Machine Learning · Computer Science 2026-04-06 Rafael Sojo , Pedro Larrañaga , Concha Bielza

Transfer learning is a machine learning paradigm where knowledge from one problem is utilized to solve a new but related problem. While conceivable that knowledge from one task could be useful for solving a related task, if not executed…

Machine Learning · Computer Science 2021-10-01 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

We study a fundamental transfer learning process from source to target linear regression tasks, including overparameterized settings where there are more learned parameters than data samples. The target task learning is addressed by using…

Machine Learning · Computer Science 2024-06-03 Yehuda Dar , Daniel LeJeune , Richard G. Baraniuk

Transfer learning is a burgeoning concept in statistical machine learning that seeks to improve inference and/or predictive accuracy on a domain of interest by leveraging data from related domains. While the term "transfer learning" has…

Machine Learning · Statistics 2023-12-22 Piotr M. Suder , Jason Xu , David B. Dunson

We consider Heterogeneous Transfer Learning (HTL) from a source to a new target domain for high-dimensional regression with differing feature sets. Most homogeneous TL methods assume that target and source domains share the same feature…

Machine Learning · Statistics 2025-12-02 Jae Ho Chang , Massimiliano Russo , Subhadeep Paul

The Bayesian Lasso is constructed in the linear regression framework and applies the Gibbs sampling to estimate the regression parameters. This paper develops a new sparse learning model, named the Bayesian Lasso Sparse (BLS) model, that…

Machine Learning · Statistics 2022-07-15 Ingvild M. Helgøy , Yushu Li

We consider Bayesian shrinkage predictions for the Normal regression problem under the frequentist Kullback-Leibler risk function. Firstly, we consider the multivariate Normal model with an unknown mean and a known covariance. While the…

Statistics Theory · Mathematics 2007-06-13 Kei Kobayashi , Fumiyasu Komaki

We propose a generalized double Pareto prior for Bayesian shrinkage estimation and inferences in linear models. The prior can be obtained via a scale mixture of Laplace or normal distributions, forming a bridge between the Laplace and…

Methodology · Statistics 2015-03-19 Artin Armagan , David Dunson , Jaeyong Lee

Transfer learning has recently attracted significant research attention, as it simultaneously learns from different source domains, which have plenty of labeled data, and transfers the relevant knowledge to the target domain with limited…

Machine Learning · Statistics 2018-06-14 Alireza Karbalayghareh , Xiaoning Qian , Edward R. Dougherty

State-of-the-art neural language models (LMs) represented by Transformers are highly complex. Their use of fixed, deterministic parameter estimates fail to account for model uncertainty and lead to over-fitting and poor generalization when…

Computation and Language · Computer Science 2021-02-10 Boyang Xue , Jianwei Yu , Junhao Xu , Shansong Liu , Shoukang Hu , Zi Ye , Mengzhe Geng , Xunying Liu , Helen Meng

Motivated by the increasing use of and rapid changes in array technologies, we consider the prediction problem of fitting a linear regression relating a continuous outcome $Y$ to a large number of covariates $\mathbf {X}$, for example,…

Applications · Statistics 2014-01-13 Philip S. Boonstra , Bhramar Mukherjee , Jeremy M. G. Taylor

Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…

Computation · Statistics 2017-04-17 Bala Rajaratnam , Doug Sparks , Kshitij Khare , Liyuan Zhang

Classification has been a major task for building intelligent systems as it enables decision-making under uncertainty. Classifier design aims at building models from training data for representing feature-label distributions--either…

Machine Learning · Statistics 2023-01-31 Omar Maddouri , Xiaoning Qian , Francis J. Alexander , Edward R. Dougherty , Byung-Jun Yoon

Hypothesis transfer learning (HTL) contrasts domain adaptation by allowing for a previous task leverage, named the source, into a new one, the target, without requiring access to the source data. Indeed, HTL relies only on a hypothesis…

Machine Learning · Statistics 2023-07-17 Anass Aghbalou , Guillaume Staerman
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