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We study Bayesian approaches to causal inference via propensity score regression. Much of the Bayesian literature on propensity score methods have relied on approaches that cannot be viewed as fully Bayesian in the context of conventional…

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman

Precision and Recall are fundamental metrics in machine learning tasks where both accurate predictions and comprehensive coverage are essential, such as in multi-label learning, language generation, medical studies, and recommender systems.…

Machine Learning · Computer Science 2025-10-27 Lee Cohen , Yishay Mansour , Shay Moran , Han Shao

We present a new approach to semiparametric inference using corrected posterior distributions. The method allows us to leverage the adaptivity, regularization and predictive power of nonparametric Bayesian procedures to estimate…

Methodology · Statistics 2023-06-21 Andrew Yiu , Edwin Fong , Chris Holmes , Judith Rousseau

Sequential Bayesian inference can be used for continual learning to prevent catastrophic forgetting of past tasks and provide an informative prior when learning new tasks. We revisit sequential Bayesian inference and test whether having…

Machine Learning · Computer Science 2025-01-09 Samuel Kessler , Adam Cobb , Tim G. J. Rudner , Stefan Zohren , Stephen J. Roberts

Semi-supervised learning by self-training heavily relies on pseudo-label selection (PLS). The selection often depends on the initial model fit on labeled data. Early overfitting might thus be propagated to the final model by selecting…

Machine Learning · Statistics 2023-06-27 Julian Rodemann , Jann Goschenhofer , Emilio Dorigatti , Thomas Nagler , Thomas Augustin

Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference…

Machine Learning · Statistics 2026-03-31 Jinlin Lai , Antonio Linero , Yuling Yao

In the partially-observed outcome setting, a recent set of proposals known as "prediction-powered inference" (PPI) involve (i) applying a pre-trained machine learning model to predict the response, and then (ii) using these predictions to…

Methodology · Statistics 2026-02-12 Runjia Zou , Daniela Witten , Brian Williamson

In the context of the expected-posterior prior (EPP) approach to Bayesian variable selection in linear models, we combine ideas from power-prior and unit-information-prior methodologies to simultaneously produce a minimally-informative…

Computation · Statistics 2015-04-27 Dimitris Fouskakis , Ioannis Ntzoufras , David Draper

Modular Bayesian methods perform inference in models that are specified through a collection of coupled sub-models, known as modules. These modules often arise from modelling different data sources or from combining domain knowledge from…

Methodology · Statistics 2024-11-26 David T. Frazier , David J. Nott

In this paper, we study the learning rate of generalized Bayes estimators in a general setting where the hypothesis class can be uncountable and have an irregular shape, the loss function can have heavy tails, and the optimal hypothesis may…

Statistics Theory · Mathematics 2021-11-22 Lam Si Tung Ho , Binh T. Nguyen , Vu Dinh , Duy Nguyen

Bayesian variable selection often assumes normality, but the effects of model misspecification are not sufficiently understood. There are sound reasons behind this assumption, particularly for large $p$: ease of interpretation, analytical…

Methodology · Statistics 2017-08-07 David Rossell , Francisco J. Rubio

Sparse Bayesian learning is a state-of-the-art supervised learning algorithm that can choose a subset of relevant samples from the input data and make reliable probabilistic predictions. However, in the presence of high-dimensional data…

Machine Learning · Computer Science 2020-01-10 Bingbing Jiang , Chang Li , Maarten de Rijke , Xin Yao , Huanhuan Chen

A popular strategy for active learning is to specifically target a reduction in epistemic uncertainty, since aleatoric uncertainty is often considered as being intrinsic to the system of interest and therefore not reducible. Yet,…

Methodology · Statistics 2024-12-12 Jake Thomas , Jeremie Houssineau

Tensor rank learning for canonical polyadic decomposition (CPD) has long been deemed as an essential yet challenging problem. In particular, since the tensor rank controls the complexity of the CPD model, its inaccurate learning would cause…

Machine Learning · Computer Science 2022-03-30 Lei Cheng , Zhongtao Chen , Qingjiang Shi , Yik-Chung Wu , Sergios Theodoridis

The power-expected-posterior (PEP) prior is an objective prior for Gaussian linear models, which leads to consistent model selection inference, under the M-closed scenario, and tends to favor parsimonious models. Recently, two new forms of…

Methodology · Statistics 2019-11-22 Dimitris Fouskakis , Ioannis Ntzoufras , Konstantinos Perrakis

Language-guided attention frameworks have significantly enhanced both interpretability and performance in image classification; however, the reliance on deterministic embeddings from pre-trained vision-language foundation models to generate…

Computer Vision and Pattern Recognition · Computer Science 2025-03-17 Mayank Nautiyal , Stela Arranz Gheorghe , Kristiana Stefa , Li Ju , Ida-Maria Sintorn , Prashant Singh

Bayesian model selection is premised on the assumption that the data are generated from one of the postulated models. However, in many applications, all of these models are incorrect (that is, there is misspecification). When the models are…

Methodology · Statistics 2021-12-10 Jonathan H. Huggins , Jeffrey W. Miller

We consider a PAC-Bayes type learning rule for binary classification, balancing the training error of a randomized ''posterior'' predictor with its KL divergence to a pre-specified ''prior''. This can be seen as an extension of a modified…

Machine Learning · Statistics 2026-03-25 Xiaohan Zhu , Mesrob I. Ohannessian , Nathan Srebro

Bayesian statistical inference loses predictive optimality when generative models are misspecified. Working within an existing coherent loss-based generalisation of Bayesian inference, we show existing Modular/Cut-model inference is…

Methodology · Statistics 2026-05-18 Chris U. Carmona , Geoff K. Nicholls