Related papers: Meta-analytic-predictive priors based on a single …
When performing Bayesian data analysis using a general linear mixed model, the resulting posterior density is almost always analytically intractable. However, if proper conditionally conjugate priors are used, there is a simple two-block…
Data-efficient learning algorithms are essential in many practical applications where data collection is expensive, e.g., in robotics due to the wear and tear. To address this problem, meta-learning algorithms use prior experience about…
This paper introduces a new framework for data efficient and versatile learning. Specifically: 1) We develop ML-PIP, a general framework for Meta-Learning approximate Probabilistic Inference for Prediction. ML-PIP extends existing…
Meta-analysis, because of both logistical convenience and statistical efficiency, is widely popular for synthesizing information on common parameters of interest across multiple studies. We propose developing a generalized meta-analysis…
We consider the problem of estimating the parameters of a vehicle dynamics model for predictive control in driving applications. Instead of solely using the instantaneous parameters estimated from the vehicle signals, we combine this with…
This paper develops some objective priors for certain parameters of the bivariate normal distribution. The parameters considered are the regression coefficient, the generalized variance, and the ratio of the conditional variance of one…
Meta-planning, or learning to guide planning from experience, is a promising approach to improving the computational cost of planning. A general meta-planning strategy is to learn to impose constraints on the states considered and actions…
Predicting the chemical properties of compounds is crucial in discovering novel materials and drugs with specific desired characteristics. Recent significant advances in machine learning technologies have enabled automatic predictive…
The properties of the normal distribution under linear transformation, as well the easy way to compute the covariance matrix of marginals and conditionals, offer a unique opportunity to get an insight about several aspects of uncertainties…
Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…
We propose a novel spike and slab prior specification with scaled beta prime marginals for the importance parameters of regression coefficients to allow for general effect selection within the class of structured additive distributional…
Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…
Bayesian dynamic borrowing methods incorporate historical control data into current clinical trial analyses while allowing the degree of borrowing to depend on the compatibility between historical and current data. Although many methods…
Prior specification for nonparametric Bayesian inference involves the difficult task of quantifying prior knowledge about a parameter of high, often infinite, dimension. Realistically, a statistician is unlikely to have informed opinions…
We advocate for a new statistical principle that combines the most desirable aspects of both parameter inference and density estimation. This leads us to the predictively oriented (PrO) posterior, which expresses uncertainty as a…
Despite significant recent advances in probabilistic meta-learning, it is common for practitioners to avoid using deep learning models due to a comparative lack of interpretability. Instead, many practitioners simply use non-meta-models…
A concrete, stylized example illustrates that inferences may be degraded, rather than improved, by incorporating supplementary data via a joint likelihood. In the example, the likelihood is assumed to be correctly specified, as is the prior…
The estimation of the covariance matrix is an initial step in many multivariate statistical methods such as principal components analysis and factor analysis, but in many practical applications the dimensionality of the sample space is…
Meta-learning, or "learning to learn", refers to techniques that infer an inductive bias from data corresponding to multiple related tasks with the goal of improving the sample efficiency for new, previously unobserved, tasks. A key…
Modern applications routinely collect high-dimensional data, leading to statistical models having more parameters than there are samples available. A common solution is to impose sparsity in parameter estimation, often using penalized…