Related papers: Simple proof of robustness for Bayesian heavy-tail…
This work introduces a novel methodology based on finite mixtures of Student-t distributions to model the errors' distribution in linear regression models. The novelty lies on a particular hierarchical structure for the mixture distribution…
Adversarial examples have attracted significant attention in machine learning, but the reasons for their existence and pervasiveness remain unclear. We demonstrate that adversarial examples can be directly attributed to the presence of…
We propose a regularisation strategy of classical machine learning algorithms rooted in causality that ensures robustness against distribution shifts. Building upon the anchor regression framework, we demonstrate how incorporating a…
Several recent results provide theoretical insights into the phenomena of adversarial examples. Existing results, however, are often limited due to a gap between the simplicity of the models studied and the complexity of those deployed in…
Data dispersed across multiple files are commonly integrated through probabilistic linkage methods, where even minimal error rates in record matching can significantly contaminate subsequent statistical analyses. In regression problems, we…
A broad class of models that routinely appear in several fields can be expressed as partially or fully discretized Gaussian linear regressions. Besides including basic Gaussian response settings, this class also encompasses probit,…
Adversarial robustness is a critical challenge in deploying deep neural networks for real-world applications. While adversarial training is a widely recognized defense strategy, most existing studies focus on balanced datasets, overlooking…
We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…
Bayesian inference usually requires running potentially costly inference procedures separately for every new observation. In contrast, the idea of amortized Bayesian inference is to initially invest computational cost in training an…
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…
We study the identifiability of parameters and falsifiability of predictions under the process of model expansion in a Bayesian setting. Identifiability is represented by the closeness of the posterior to the prior distribution and…
We study the problem of certifying the robustness of Bayesian neural networks (BNNs) to adversarial input perturbations. Given a compact set of input points $T \subseteq \mathbb{R}^m$ and a set of output points $S \subseteq \mathbb{R}^n$,…
The susceptibility of modern machine learning classifiers to adversarial examples has motivated theoretical results suggesting that these might be unavoidable. However, these results can be too general to be applicable to natural data…
Certified robustness in machine learning has primarily focused on adversarial perturbations of the input with a fixed attack budget for each point in the data distribution. In this work, we present provable robustness guarantees on the…
Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…
Robustness in terms of outliers is an important topic and has been formally studied for a variety of problems in machine learning and computer vision. Generalized median computation is a special instance of consensus learning and a common…
Neural networks are vulnerable to small adversarial perturbations. Existing literature largely focused on understanding and mitigating the vulnerability of learned models. In this paper, we demonstrate an intriguing phenomenon about the…
This article tackles the old problem of prediction via a nonparametric transformation model (NTM) in a new Bayesian way. Estimation of NTMs is known challenging due to model unidentifiability though appealing because of its robust…
Stability selection is a versatile framework for structure estimation and variable selection in high-dimensional setting, primarily grounded in frequentist principles. In this paper, we propose an enhanced methodology that integrates…
Outliers can seriously distort statistical inference by inducing excessive sensitivity in the likelihood function, thereby compromising the reliability of Bayesian estimation. To address this issue, we develop a robust Bayesian estimation…