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Measurement error occurs when a covariate influencing a response variable is corrupted by noise. This can lead to misleading inference outcomes, particularly in problems where accurately estimating the relationship between covariates and…

Methodology · Statistics 2026-01-16 Charita Dellaporta , Theodoros Damoulas

Rating procedure is crucial in many applied fields (e.g., educational, clinical, emergency). It implies that a rater (e.g., teacher, doctor) rates a subject (e.g., student, doctor) on a rating scale. Given raters variability, several…

Methodology · Statistics 2026-01-14 Giuseppe Mignemi , Ioanna Manolopoulou

Estimating mutual information (MI) between two continuous random variables $X$ and $Y$ allows to capture non-linear dependencies between them, non-parametrically. As such, MI estimation lies at the core of many data science applications.…

Information Theory · Computer Science 2022-01-19 Alexander Marx , Jonas Fischer

Bayesian neural networks (BNN) and deep ensembles are principled approaches to estimate the predictive uncertainty of a deep learning model. However their practicality in real-time, industrial-scale applications are limited due to their…

Machine Learning · Computer Science 2020-10-27 Jeremiah Zhe Liu , Zi Lin , Shreyas Padhy , Dustin Tran , Tania Bedrax-Weiss , Balaji Lakshminarayanan

Mutual Information (MI) and Conditional Mutual Information (CMI) are multi-purpose tools from information theory that are able to naturally measure the statistical dependencies between random variables, thus they are usually of central…

Machine Learning · Computer Science 2022-11-22 Bao Duong , Thin Nguyen

While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…

Machine Learning · Computer Science 2022-10-14 Tony Tohme , Kevin Vanslette , Kamal Youcef-Toumi

In this survey, we present and compare different approaches to estimate Mutual Information (MI) from data to analyse general dependencies between variables of interest in a system. We demonstrate the performance difference of MI versus…

Machine Learning · Statistics 2015-06-18 D. Gencaga , N. K. Malakar , D. J. Lary

Many real-world tasks require optimizing expensive black-box functions accessible only through noisy evaluations, a setting commonly addressed with Bayesian optimization (BO). While Bayesian neural networks (BNNs) have recently emerged as…

Machine Learning · Computer Science 2026-01-14 Farhad Mirkarimi

Deep learning models, including modern systems like large language models, are well known to offer unreliable estimates of the uncertainty of their decisions. In order to improve the quality of the confidence levels, also known as…

Machine Learning · Computer Science 2024-04-15 Jiayi Huang , Sangwoo Park , Osvaldo Simeone

Estimating mutual information (MI) is a fundamental yet challenging task in data science and machine learning. This work proposes a new estimator for mutual information. Our main discovery is that a preliminary estimate of the data…

Machine Learning · Computer Science 2024-08-20 Yanzhi Chen , Zijing Ou , Adrian Weller , Yingzhen Li

When we use simulation to assess the performance of stochastic systems, the input models used to drive simulation experiments are often estimated from finite real-world data. There exist both input model and simulation estimation…

Methodology · Statistics 2021-08-10 Wei Xie , Cheng Li , Yuefeng Wu , Pu Zhang

Learning similarity functions between image pairs with deep neural networks yields highly correlated activations of embeddings. In this work, we show how to improve the robustness of such embeddings by exploiting the independence within…

Computer Vision and Pattern Recognition · Computer Science 2018-01-16 Michael Opitz , Georg Waltner , Horst Possegger , Horst Bischof

Estimating the Generalization Error (GE) of Deep Neural Networks (DNNs) is an important task that often relies on availability of held-out data. The ability to better predict GE based on a single training set may yield overarching DNN…

Machine Learning · Computer Science 2022-07-20 Angus Galloway , Anna Golubeva , Mahmoud Salem , Mihai Nica , Yani Ioannou , Graham W. Taylor

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

Estimating mutual information (MI) is a fundamental task in data science and machine learning. Existing estimators mainly rely on either highly flexible models (e.g., neural networks), which require large amounts of data, or overly…

Machine Learning · Computer Science 2025-10-27 Yanzhi Chen , Zijing Ou , Adrian Weller , Michael U. Gutmann

Model informed precision dosing (MIPD) is a Bayesian framework to individualize drug therapy based on prior knowledge and patient-specific monitoring data. Typically, prior knowledge results from controlled clinical trials with a more…

Computation · Statistics 2025-05-27 Franziska Thoma , Niklas Hartung , Manfred Opper , Wilhelm Huisinga

Mutual information (MI) is a general measure of statistical dependence with widespread application across the sciences. However, estimating MI between multi-dimensional variables is challenging because the number of samples necessary to…

Quantitative Methods · Quantitative Biology 2025-03-06 Gokul Gowri , Xiao-Kang Lun , Allon M. Klein , Peng Yin

Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…

Machine Learning · Computer Science 2020-11-19 Yayi Zou , Xiaoqi Lu

Recently, token-level adaptive training has achieved promising improvement in machine translation, where the cross-entropy loss function is adjusted by assigning different training weights to different tokens, in order to alleviate the…

Computation and Language · Computer Science 2021-05-28 Yangyifan Xu , Yijin Liu , Fandong Meng , Jiajun Zhang , Jinan Xu , Jie Zhou

This paper considers nonparametric regression from strongly mixing observations. The proposed approach is based on deep neural networks with minimum error entropy (MEE) principle. We study two estimators: the non-penalized deep neural…

Machine Learning · Statistics 2026-03-13 William Kengne , Modou Wade