Related papers: Binned semiparametric Bayesian networks for effici…
It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference in the presence of inverse-probability weights. We use a hierarchical…
Neural networks (NNs) are primarily developed within the frequentist statistical framework. Nevertheless, frequentist NNs lack the capability to provide uncertainties in the predictions, and hence their robustness can not be adequately…
System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…
We introduce a conditional compression problem and propose a fast framework for tackling it. The problem is how to quickly compress a pretrained large neural network into optimal smaller networks given target contexts, e.g. a context…
This paper introduces a quasi-Bayesian method that integrates frequentist nonparametric estimation with Bayesian inference in a two-stage process. Applied to an endogenous discrete choice model, the approach first uses kernel or sieve…
In many semiparametric models that are parameterized by two types of parameters---a Euclidean parameter of interest and an infinite-dimensional nuisance parameter---the two parameters are bundled together, that is, the nuisance parameter is…
We explore the issue of refining an existent Bayesian network structure using new data which might mention only a subset of the variables. Most previous works have only considered the refinement of the network's conditional probability…
Replicated network data are increasingly available in many research fields. In connectomic applications, inter-connections among brain regions are collected for each patient under study, motivating statistical models which can flexibly…
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…
Bursts of images exhibit significant self-similarity across both time and space. This motivates a representation of the kernels as linear combinations of a small set of basis elements. To this end, we introduce a novel basis prediction…
This paper studies the binary classification of two distributions with the same Gaussian copula in high dimensions. Under this semiparametric Gaussian copula setting, we derive an accurate semiparametric estimator of the log density ratio,…
General results from statistical learning theory suggest to understand not only brain computations, but also brain plasticity as probabilistic inference. But a model for that has been missing. We propose that inherently stochastic features…
We introduce a novel Bayesian estimator for the class proportion in an unlabeled dataset, based on the targeted learning framework. Our procedure requires the specification of a prior (and outputs a posterior) only for the target of…
Conditional density estimation generalizes regression by modeling a full density f(yjx) rather than only the expected value E(yjx). This is important for many tasks, including handling multi-modality and generating prediction intervals.…
The development of modern technology has enabled data collection of unprecedented size, which poses new challenges to many statistical estimation and inference problems. This paper studies the maximum score estimator of a semi-parametric…
In supervised learning with distributional inputs in the two-stage sampling setup, relevant to applications like learning-based medical screening or causal learning, the inputs (which are probability distributions) are not accessible in the…
Bayesian network classifiers provide a feasible solution to tabular data classification, with a number of merits like high time and memory efficiency, and great explainability. However, due to the parameter explosion and data sparsity…
Bayesian Neural Networks (BNNs) can overcome the problem of overconfidence that plagues traditional frequentist deep neural networks, and are hence considered to be a key enabler for reliable AI systems. However, conventional hardware…
We consider a novel Bayesian approach to estimation, uncertainty quantification, and variable selection for a high-dimensional linear regression model under sparsity. The number of predictors can be nearly exponentially large relative to…
The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…