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In the past few years, approximate Bayesian Neural Networks (BNNs) have demonstrated the ability to produce statistically consistent posteriors on a wide range of inference problems at unprecedented speed and scale. However, any disconnect…

Cosmology and Nongalactic Astrophysics · Physics 2021-03-24 Sebastian Wagner-Carena , Ji Won Park , Simon Birrer , Philip J. Marshall , Aaron Roodman , Risa H. Wechsler

Statistical multispecies models of multiarea marine ecosystems use a variety of data sources to estimate parameters using composite or weighted likelihood functions with associated weighting issues and questions on how to obtain variance…

Applications · Statistics 2012-02-16 Lorna Taylor , Verena M. Trenkel , Vojtech Kupca , Gunnar Stefansson

Artificial intelligence(AI)-assisted method had received much attention in the risk field such as disease diagnosis. Different from the classification of disease types, it is a fine-grained task to classify the medical images as benign or…

Computer Vision and Pattern Recognition · Computer Science 2022-06-10 Shuang Ge , Kehong Yuan , Maokun Han , Desheng Sun , Huabin Zhang , Qiongyu Ye

A method is suggested to decompose the statistical and systematic uncertainties from the residues between the calculation of a theoretical model and the observed data. The residues and the parameters of the model can be obtained through the…

Nuclear Theory · Physics 2016-09-13 Cenxi Yuan

Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal

Detecting anomalies in multivariate time series(MTS) data plays an important role in many domains. The abnormal values could indicate events, medical abnormalities,cyber-attacks, or faulty devices which if left undetected could lead to…

Machine Learning · Computer Science 2023-01-31 Usman Anjum , Samuel Lin , Justin Zhan

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

Neural network ensembles, such as Bayesian neural networks (BNNs), have shown success in the areas of uncertainty estimation and robustness. However, a crucial challenge prohibits their use in practice. BNNs require a large number of…

Machine Learning · Computer Science 2022-07-15 Namuk Park , Songkuk Kim

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

Comparisons of different treatments or production processes are the goals of a significant fraction of applied research. Unsurprisingly, two-sample problems play a main role in Statistics through natural questions such as `Is the the new…

Methodology · Statistics 2017-09-05 P. C. Álvarez-Esteban , E. del Barrio , J. A. Cuesta-Albertos , C. Matrán

Large-scale datasets are increasingly being used to inform decision making. While this effort aims to ground policy in real-world evidence, challenges have arisen as selection bias and other forms of distribution shifts often plague…

Methodology · Statistics 2023-11-07 Santiago Cortes-Gomez , Mateo Dulce , Carlos Patino , Bryan Wilder

We study the problem of transfer learning and fine-tuning in linear models for both regression and binary classification. In particular, we consider the use of stochastic gradient descent (SGD) on a linear model initialized with pretrained…

Machine Learning · Computer Science 2025-02-25 Reza Ghane , Danil Akhtiamov , Babak Hassibi

Stochastic gradient descent (SGD) or stochastic approximation has been widely used in model training and stochastic optimization. While there is a huge literature on analyzing its convergence, inference on the obtained solutions from SGD…

Machine Learning · Statistics 2026-04-01 Henry Lam , Zitong Wang

When we use simulation to evaluate the performance of a stochastic system, the simulation often contains input distributions estimated from real-world data; therefore, there is both simulation and input uncertainty in the performance…

Methodology · Statistics 2020-11-10 Wei Xie , Barry L. Nelson , Russell R. Barton

Upcoming surveys such as the Vera C. Rubin Observatory Legacy Survey of Space and Time (LSST) will detect up to 10 million time-varying sources in the sky every night for ten years. This information will be transmitted in a continuous…

Instrumentation and Methods for Astrophysics · Physics 2022-07-12 Anais Möller , Thibault de Boissière

Statistical models are inherently uncertain. Quantifying or at least upper-bounding their uncertainties is vital for safety-critical systems such as autonomous vehicles. While standard neural networks do not report this information, several…

This textbook provides a systematic treatment of statistical machine learning for astronomical research through the lens of Bayesian inference, developing a unified framework that reveals connections between modern data analysis techniques…

Instrumentation and Methods for Astrophysics · Physics 2025-06-17 Yuan-Sen Ting

Bootstrap is a principled and powerful frequentist statistical tool for uncertainty quantification. Unfortunately, standard bootstrap methods are computationally intensive due to the need of drawing a large i.i.d. bootstrap sample to…

Machine Learning · Computer Science 2022-09-02 Mao Ye , Qiang Liu

Empirical analysis is often the first step towards the birth of a conjecture. This is the case of the Birch-Swinnerton-Dyer (BSD) Conjecture describing the rational points on an elliptic curve, one of the most celebrated unsolved problems…

Number Theory · Mathematics 2019-11-18 Laura Alessandretti , Andrea Baronchelli , Yang-Hui He

In the era of Big Data, scalable and accurate clustering algorithms for high-dimensional data are essential. We present new Bayesian Distance Clustering (BDC) models and inference algorithms with improved scalability while maintaining the…

Methodology · Statistics 2024-09-02 Rafael Cabral , Maria de Iorio , Andrew Harris
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