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Identifying latent variables and the causal structure involving them is essential across various scientific fields. While many existing works fall under the category of constraint-based methods (with e.g. conditional independence or rank…

Machine Learning · Computer Science 2026-05-21 Ignavier Ng , Xinshuai Dong , Haoyue Dai , Biwei Huang , Peter Spirtes , Kun Zhang

We develop a novel bias mitigation framework with distribution-based fairness constraints suitable for producing demographically blind and explainable machine-learning models across a wide range of fairness levels. This is accomplished…

Machine Learning · Computer Science 2025-10-31 Ryan Franks , Alexey Miroshnikov , Konstandinos Kotsiopoulos

Probabilistic programs provide an expressive representation language for generative models. Given a probabilistic program, we are interested in the task of posterior inference: estimating a latent variable given a set of observed variables.…

Machine Learning · Computer Science 2022-09-01 Mike Wu , Noah Goodman

The problem of computing posterior functionals in general high-dimensional statistical models with possibly non-log-concave likelihood functions is considered. Based on the proof strategy of Nickl and Wang (2022), but using only local…

Statistics Theory · Mathematics 2025-07-24 Randolf Altmeyer

We extend the approach of Walker (2003, 2004) to the case of misspecified models. A sufficient condition for establishing rates of convergence is given based on a key identity involving martingales, which does not require construction of…

Statistics Theory · Mathematics 2007-06-13 Heng Lian

Markov Chain Monte Carlo (MCMC) methods have revolutionised Bayesian data analysis over the years by making the direct computation of posterior probability densities feasible on modern workstations. However, the calculation of the prior…

Instrumentation and Methods for Astrophysics · Physics 2009-11-13 Rutger van Haasteren

In this paper we consider the problem of constructing confidence intervals for coefficients of martingale regression models (in particular, time series models) after variable selection. Although constructing confidence intervals are common…

Statistics Theory · Mathematics 2020-05-19 Ka Wai Tsang , Wei Dai

Quantile estimation and regression within the Bayesian framework is challenging as the choice of likelihood and prior is not obvious. In this paper, we introduce a novel Bayesian nonparametric method for quantile estimation and regression…

Methodology · Statistics 2026-02-16 Edwin Fong , Andrew Yiu

Gaussian processes are valuable tools for non-parametric modelling, where typically an assumption of stationarity is employed. While removing this assumption can improve prediction, fitting such models is challenging. In this work,…

Computation · Statistics 2019-05-02 Karla Monterrubio-Gómez , Lassi Roininen , Sara Wade , Theo Damoulas , Mark Girolami

Many problems arising in applications result in the need to probe a probability distribution for functions. Examples include Bayesian nonparametric statistics and conditioned diffusion processes. Standard MCMC algorithms typically become…

Computation · Statistics 2015-03-20 S. L. Cotter , G. O. Roberts , A. M. Stuart , D. White

Estimating the score, i.e., the gradient of log density function, from a set of samples generated by an unknown distribution is a fundamental task in inference and learning of probabilistic models that involve flexible yet intractable…

Machine Learning · Statistics 2020-07-01 Yuhao Zhou , Jiaxin Shi , Jun Zhu

Gradient-based dimension reduction decreases the cost of Bayesian inference and probabilistic modeling by identifying maximally informative (and informed) low-dimensional projections of the data and parameters, allowing high-dimensional…

Computation · Statistics 2025-06-02 Ricardo Baptista , Michael Brennan , Youssef Marzouk

An inductive probabilistic classification rule must generally obey the principles of Bayesian predictive inference, such that all observed and unobserved stochastic quantities are jointly modeled and the parameter uncertainty is fully…

Machine Learning · Statistics 2015-03-25 Henrik Nyman , Jie Xiong , Johan Pensar , Jukka Corander

Bayes factor, defined as the ratio of the marginal likelihood functions of two competing models, is the natural Bayesian procedure for model selection. Marginal likelihoods are usually computationally demanding and complex. This scenario is…

Methodology · Statistics 2022-09-09 Gabriel Calvo , Carmen Armero , Luigi Spezia , Maria Grazia Pennino

Discrete mixture models are routinely used for density estimation and clustering. While conducting inferences on the cluster-specific parameters, current frequentist and Bayesian methods often encounter problems when clusters are placed too…

Methodology · Statistics 2012-09-21 Francesca Petralia , Vinayak Rao , David B. Dunson

The Bayesian approach to machine learning amounts to computing posterior distributions of random variables from a probabilistic model of how the variables are related (that is, a prior distribution) and a set of observations of variables.…

Logic in Computer Science · Computer Science 2015-07-01 Johannes Borgström , Andrew D Gordon , Michael Greenberg , James Margetson , Jurgen Van Gael

It is well known that the output of a Neural Network trained to disentangle between two classes has a probabilistic interpretation in terms of the a-posteriori Bayesian probability, provided that a unary representation is taken for the…

Data Analysis, Statistics and Probability · Physics 2009-10-31 Lluis Garrido , Aurelio Juste

Density regression provides a flexible strategy for modeling the distribution of a response variable $Y$ given predictors $\mathbf{X}=(X_1,\ldots,X_p)$ by letting that the conditional density of $Y$ given $\mathbf{X}$ as a completely…

Statistics Theory · Mathematics 2016-01-07 Weining Shen , Subhashis Ghosal

The literature for count modeling provides useful tools to conduct causal inference when outcomes take non-negative integer values. Applied to the potential outcomes framework, we link the Bayesian causal inference literature to statistical…

Methodology · Statistics 2020-08-10 Young Lee , Wicher P. Bergsma , Marie-Abele C. Bind

Score-based divergences have been widely used in machine learning and statistics applications. Despite their empirical success, a blindness problem has been observed when using these for multi-modal distributions. In this work, we discuss…

Machine Learning · Statistics 2025-11-25 Mingtian Zhang , Oscar Key , Peter Hayes , David Barber , Brooks Paige , François-Xavier Briol
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