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We propose a novel approach to perform approximate Bayesian inference in complex models such as Bayesian neural networks. The approach is more scalable to large data than Markov Chain Monte Carlo, it embraces more expressive models than…

Machine Learning · Statistics 2022-09-07 Joel Janek Dabrowski , Daniel Edward Pagendam

A confidence distribution is a distribution for a parameter of interest based on a parametric statistical model. As such, it serves the same purpose for frequentist statisticians as a posterior distribution for Bayesians, since it allows to…

Methodology · Statistics 2021-09-06 Erlis Ruli , Laura Ventura , Monica Musio

We introduce the \textsc{Tailed-Uniform} proposal distribution for generating training simulations in simulation-based inference. Instead of sampling parameters uniformly within bounded regions, we extend the distribution beyond prior…

Instrumentation and Methods for Astrophysics · Physics 2026-01-27 Chaipat Tirapongprasert , Matthew Ho

The topic of robustness is experiencing a resurgence of interest in the statistical and machine learning communities. In particular, robust algorithms making use of the so-called median of means estimator were shown to satisfy strong…

Statistics Theory · Mathematics 2024-10-14 Stanislav Minsker , Shunan Yao

This paper proposes a robust Bayesian accelerated failure time model for censored survival data. We develop a new family of life-time distributions using a scale mixture of the generalized gamma distributions, where we propose a novel super…

Methodology · Statistics 2025-04-16 Yasuyuki Hamura , Takahiro Onizuka , Shintaro Hashimoto , Shonosuke Sugasawa

The application of machine learning in safety-critical systems requires a reliable assessment of uncertainty. However, deep neural networks are known to produce highly overconfident predictions on out-of-distribution (OOD) data. Even if…

Machine Learning · Computer Science 2022-10-19 Alexander Meinke , Julian Bitterwolf , Matthias Hein

Feature based explanations, that provide importance of each feature towards the model prediction, is arguably one of the most intuitive ways to explain a model. In this paper, we establish a novel set of evaluation criteria for such feature…

Machine Learning · Computer Science 2021-04-12 Cheng-Yu Hsieh , Chih-Kuan Yeh , Xuanqing Liu , Pradeep Ravikumar , Seungyeon Kim , Sanjiv Kumar , Cho-Jui Hsieh

We study Bayesian posterior consistency in parametric density models with proper priors, challenging the perception that the problem is settled. Classical results established consistency via MLE convergence under regularity and…

Statistics Theory · Mathematics 2025-05-27 Nicola Bariletto , Bernardo Flores , Stephen G. Walker

We investigate robust linear regression where data may be contaminated by an oblivious adversary, i.e., an adversary than may know the data distribution but is otherwise oblivious to the realizations of the data samples. This model has been…

Machine Learning · Computer Science 2022-02-07 Tom Norman , Nir Weinberger , Kfir Y. Levy

Classical Bayesian persuasion assumes that senders fully understand how receivers form beliefs and make decisions--an assumption that rarely holds when receivers possess private information or exhibit non-Bayesian behavior. In this paper,…

Systems and Control · Electrical Eng. & Systems 2025-11-11 Heeseung Bang , Andreas A. Malikopoulos

Despite many proposed algorithms to provide robustness to deep learning (DL) models, DL models remain susceptible to adversarial attacks. We hypothesize that the adversarial vulnerability of DL models stems from two factors. The first…

Artificial Intelligence · Computer Science 2022-02-21 Mahsa Paknezhad , Cuong Phuc Ngo , Amadeus Aristo Winarto , Alistair Cheong , Chuen Yang Beh , Jiayang Wu , Hwee Kuan Lee

Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…

Machine Learning · Statistics 2023-11-06 Sanjeeb Dash , Soumyadip Ghosh , Joao Goncalves , Mark S. Squillante

An influential line of recent work has focused on the generalization properties of unregularized gradient-based learning procedures applied to separable linear classification with exponentially-tailed loss functions. The ability of such…

Machine Learning · Computer Science 2022-06-24 Matan Schliserman , Tomer Koren

Now that Bayesian Networks (BNs) have become widely used, an appreciation is developing of just how critical an awareness of the sensitivity and robustness of certain target variables are to changes in the model. When time resources are…

Methodology · Statistics 2018-11-20 Sophia K. Wright , Jim Q. Smith

Large pre-trained language models have shown remarkable performance over the past few years. These models, however, sometimes learn superficial features from the dataset and cannot generalize to the distributions that are dissimilar to the…

Computation and Language · Computer Science 2022-10-31 Jieyu Zhao , Xuezhi Wang , Yao Qin , Jilin Chen , Kai-Wei Chang

Student's $t$ statistic is finding applications today that were never envisaged when it was introduced more than a century ago. Many of these applications rely on properties, for example robustness against heavy tailed sampling…

Methodology · Statistics 2010-01-25 Aurore Delaigle , Peter Hall , Jiashun Jin

We present a computational framework for efficient learning, sampling, and distribution of general Bayesian posterior distributions. The framework leverages a machine learning approach for the construction of normalizing flows for the…

Nuclear Theory · Physics 2023-10-10 Yukari Yamauchi , Landon Buskirk , Pablo Giuliani , Kyle Godbey

The existence of adversarial examples has led to considerable uncertainty regarding the trust one can justifiably put in predictions produced by automated systems. This uncertainty has, in turn, lead to considerable research effort in…

Machine Learning · Computer Science 2019-08-02 Christina Göpfert , Jan Philip Göpfert , Barbara Hammer

Forecast combination methods have traditionally emphasized symmetric loss functions, particularly squared error loss, with equally weighted combinations often justified as a robust approach under such criteria. However, these justifications…

Methodology · Statistics 2025-04-08 Henry D. van Eijk , Sujit K. Ghosh

We theoretically justify the recent empirical finding of [Teh et al., 2025] that a transformer pretrained on synthetically generated data achieves strong performance on empirical Bayes (EB) problems. We take an indirect approach to this…

Machine Learning · Statistics 2026-02-18 Nick Cannella , Anzo Teh , Yanjun Han , Yury Polyanskiy