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Large neural networks trained on large datasets have become the dominant paradigm in machine learning. These systems rely on maximum likelihood point estimates of their parameters, precluding them from expressing model uncertainty. This may…

Machine Learning · Statistics 2024-05-01 Javier Antoran

We investigate the use of neural networks (NNs) for the estimation of hidden model parameters and uncertainty quantification from noisy observational data for inverse parameter estimation problems. We formulate the parameter estimation as a…

Numerical Analysis · Mathematics 2025-10-17 German Villalobos , Johann Rudi , Andreas Mang

Complex networked systems driven by latent inputs are common in fields like neuroscience, finance, and engineering. A key inference problem here is to learn edge connectivity from node outputs (potentials). We focus on systems governed by…

Machine Learning · Statistics 2025-06-30 Anirudh Rayas , Jiajun Cheng , Rajasekhar Anguluri , Deepjyoti Deka , Gautam Dasarathy

We demonstrate that a number of sociology models for social network dynamics can be viewed as continuous time Bayesian networks (CTBNs). A sampling-based approximate inference method for CTBNs can be used as the basis of an…

Social and Information Networks · Computer Science 2012-05-14 Yu Fan , Christian R. Shelton

Scalings in which the graph Laplacian approaches a differential operator in the large graph limit are used to develop understanding of a number of algorithms for semi-supervised learning; in particular the extension, to this graph setting,…

Machine Learning · Statistics 2019-01-01 Matthew M. Dunlop , Dejan Slepčev , Andrew M. Stuart , Matthew Thorpe

We consider the problem of identifying parameters of a particular class of Markov chains, called Bernoulli Autoregressive (BAR) processes. The structure of any BAR model is encoded by a directed graph. Incoming edges to a node in the graph…

Statistics Theory · Mathematics 2020-10-20 Xiaotian Xie , Dimitrios Katselis , Carolyn L. Beck , R. Srikant

This paper aims to devise a generalized maximum likelihood (ML) estimator to robustly detect signals with unknown noise statistics in multiple-input multiple-output (MIMO) systems. In practice, there is little or even no statistical…

Machine Learning · Computer Science 2021-01-22 Ke He , Le He , Lisheng Fan , Yansha Deng , George K. Karagiannidis , Arumugam Nallanathan

Graphical models with bi-directed edges (<->) represent marginal independence: the absence of an edge between two vertices indicates that the corresponding variables are marginally independent. In this paper, we consider maximum likelihood…

Methodology · Statistics 2012-12-12 Mathias Drton , Thomas S. Richardson

Causal inference is a crucial goal of science, enabling researchers to arrive at meaningful conclusions regarding the predictions of hypothetical interventions using observational data. Path models, Structural Equation Models (SEMs), and,…

Machine Learning · Statistics 2024-01-11 Matthew J. Vowels

Unsupervised estimation of latent variable models is a fundamental problem central to numerous applications of machine learning and statistics. This work presents a principled approach for estimating broad classes of such models, including…

Machine Learning · Statistics 2013-05-27 Animashree Anandkumar , Daniel Hsu , Adel Javanmard , Sham M. Kakade

Consider the problem of estimating a random variable $X$ from noisy observations $Y = X+ Z$, where $Z$ is standard normal, under the $L^1$ fidelity criterion. It is well known that the optimal Bayesian estimator in this setting is the…

Statistics Theory · Mathematics 2024-08-08 Leighton P. Barnes , Alex Dytso , Jingbo Liu , H. Vincent Poor

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Machine Learning · Computer Science 2022-03-31 Andrew Gordon Wilson , Pavel Izmailov

Bayesian networks (BNs) are a foundational model in machine learning and causal inference. Their graphical structure can handle high-dimensional problems, divide them into a sparse collection of smaller ones, underlies Judea Pearl's…

Artificial Intelligence · Computer Science 2024-01-17 Marco Scutari

Neural networks are powerful tools for cognitive modeling due to their flexibility and emergent properties. However, interpreting their learned representations remains challenging due to their sub-symbolic semantics. In this work, we…

Machine Learning · Computer Science 2026-04-07 Andrew Nam , Declan Campbell , Thomas Griffiths , Jonathan Cohen , Sarah-Jane Leslie

The collection of data on populations of networks is becoming increasingly common, where each data point can be seen as a realisation of a network-valued random variable. A canonical example is that of brain networks: a typical neuroimaging…

Methodology · Statistics 2021-04-13 Brieuc Lehmann , Simon White

We propose a class of convex relaxations to solve the sensor network localization problem, based on a maximum likelihood (ML) formulation. This class, as well as the tightness of the relaxations, depends on the noise probability density…

Information Theory · Computer Science 2017-09-18 Andrea Simonetto , Geert Leus

Uncertainty quantification is an important task in machine learning - a task in which standardneural networks (NNs) have traditionally not excelled. This can be a limitation for safety-critical applications, where uncertainty-aware methods…

Machine Learning · Computer Science 2024-01-05 Felix Fiedler , Sergio Lucia

Probabilistic load forecasting (PLF) is a key component in the extended tool-chain required for efficient management of smart energy grids. Neural networks are widely considered to achieve improved prediction performances, supporting highly…

Signal Processing · Electrical Eng. & Systems 2021-01-12 Alessandro Brusaferri , Matteo Matteucci , Stefano Spinelli , Andrea Vitali

Bayesian neural networks with latent variables are scalable and flexible probabilistic models: They account for uncertainty in the estimation of the network weights and, by making use of latent variables, can capture complex noise patterns…

Machine Learning · Statistics 2018-06-19 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

We consider a new recursive structural equation model where all variables can be written as max-linear function of their parental node variables and independent noise variables. The model is max-linear in terms of the noise variables, and…

Probability · Mathematics 2017-02-07 Nadine Gissibl , Claudia Klüppelberg