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The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…
The Bayes factor, the data-based updating factor of the prior to posterior odds of two hypotheses, is a natural measure of statistical evidence for one hypothesis over the other. We show how Bayes factors can also be used for parameter…
The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small violation of this assumption can have a large impact on the outcome of a…
Many statistical problems include model parameters that are defined as the solutions to optimization sub-problems. These include classical approaches such as profile likelihood as well as modern applications involving flow networks or…
A central challenge in statistical inference is the presence of confounding variables that may distort observed associations between treatment and outcome. Conventional "causal" methods, grounded in assumptions such as ignorability, exclude…
Ising models originated in statistical physics and are widely used in modeling spatial data and computer vision problems. However, statistical inference of this model remains challenging due to intractable nature of the normalizing constant…
An exciting branch of machine learning research focuses on methods for learning, optimizing, and integrating unknown functions that are difficult or costly to evaluate. A popular Bayesian approach to this problem uses a Gaussian process…
Approximate Bayesian inference for neural networks is considered a robust alternative to standard training, often providing good performance on out-of-distribution data. However, Bayesian neural networks (BNNs) with high-fidelity…
Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…
A central challenge in many areas of science and engineering is to identify model parameters that are consistent with prior knowledge and empirical data. Bayesian inference offers a principled framework for this task, but can be…
Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…
Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…
Bayesian optimization is a powerful paradigm to optimize black-box functions based on scarce and noisy data. Its data efficiency can be further improved by transfer learning from related tasks. While recent transfer models meta-learn a…
In recent years, inconsistency in Bayesian deep learning has attracted significant attention. Tempered or generalized posterior distributions are frequently employed as direct and effective solutions. Nonetheless, the underlying mechanisms…
Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance,…
Statistical inference in physics is often based on samples from a generator (sometimes referred to as a ``forward model") that emulate experimental data and depend on parameters of the underlying theory. Modern machine learning has…
Invariant prediction [Peters et al., 2016] analyzes feature/outcome data from multiple environments to identify invariant features - those with a stable predictive relationship to the outcome. Such features support generalization to new…
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…
A stream of algorithmic advances has steadily increased the popularity of the Bayesian approach as an inference paradigm, both from the theoretical and applied perspective. Even with apparent successes in numerous application fields, a…
Bayesian inference provides a flexible way of combining data with prior information. However, quantile regression is not equipped with a parametric likelihood, and therefore, Bayesian inference for quantile regression demands careful…