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We explain how effective automatic probability density function estimates can be constructed using contemporary Bayesian inference engines such as those based on no-U-turn sampling and expectation propagation. Extensive simulation studies…

Machine Learning · Statistics 2021-09-28 M. P. Wand , J. C. F. Yu

Nonparametric maximum likelihood estimation is intended to infer the unknown density distribution while making as few assumptions as possible. To alleviate the over parameterization in nonparametric data fitting, smoothing assumptions are…

Machine Learning · Statistics 2021-04-21 YunPeng Li , ZhaoHui Ye

We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

Machine Learning · Statistics 2019-03-11 Konstantin Posch , Jan Steinbrener , Jürgen Pilz

In this paper, we consider the problem of estimating a conditional density in moderately large dimensions. Much more informative than regression functions, conditional densities are of main interest in recent methods, particularly in the…

Methodology · Statistics 2018-01-22 Minh-Lien Jeanne Nguyen

A set of probabilistic predictions is well calibrated if the events that are predicted to occur with probability p do in fact occur about p fraction of the time. Well calibrated predictions are particularly important when machine learning…

Machine Learning · Statistics 2014-01-14 Mahdi Pakdaman Naeini , Gregory F. Cooper , Milos Hauskrecht

In this article, we propose two classes of semiparametric mixture regression models with single-index for model based clustering. Unlike many semiparametric/nonparametric mixture regression models that can only be applied to low dimensional…

Methodology · Statistics 2017-08-15 Sijia Xiang , Weixin Yao

In this paper we suggest two statistical hypothesis tests for the regression function of binary classification based on conditional kernel mean embeddings. The regression function is a fundamental object in classification as it determines…

Machine Learning · Statistics 2022-06-22 Ambrus Tamás , Balázs Csanád Csáji

In genomics, differential abundance and expression analyses are complicated by the compositional nature of sequence count data, which reflect only relative-not absolute-abundances or expression levels. Many existing methods attempt to…

Methodology · Statistics 2025-12-16 Won Gu , Francesca Chiaromonte , Justin D. Silverman

We introduce a nonparametric way to estimate the global probability density function for a random persistence diagram. Precisely, a kernel density function centered at a given persistence diagram and a given bandwidth is constructed. Our…

Statistics Theory · Mathematics 2018-03-14 Joshua Lee Mike , Vasileios Maroulas

Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…

Methodology · Statistics 2026-01-21 Peterson Mambondimumwe , Sphiwe B. Skhosana , Najmeh Nakhaei Rad

This paper proposes a flexible Bayesian approach to multiple imputation using conditional Gaussian mixtures. We introduce novel shrinkage priors for covariate-dependent mixing proportions in the mixture models to automatically select the…

Methodology · Statistics 2022-08-17 Shonosuke Sugasawa , Jae Kwang Kim , Kosuke Morikawa

Herding and kernel herding are deterministic methods of choosing samples which summarise a probability distribution. A related task is choosing samples for estimating integrals using Bayesian quadrature. We show that the criterion minimised…

Machine Learning · Computer Science 2016-07-15 Ferenc Huszar , David Duvenaud

Herding and kernel herding are deterministic methods of choosing samples which summarise a probability distribution. A related task is choosing samples for estimating integrals using Bayesian quadrature. We show that the criterion minimised…

Machine Learning · Statistics 2016-07-18 Ferenc Huszár , David Duvenaud

In this paper, we aim to design and analyze distributed Bayesian estimation algorithms for sensor networks. The challenges we address are to (i) derive a distributed provably-correct algorithm in the functional space of probability…

Machine Learning · Computer Science 2025-03-25 Parth Paritosh , Nikolay Atanasov , Sonia Martinez

The traditional kernel density estimator of an unknown density is by construction completely nonparametric, in the sense that it has no preferences and will work reasonably well for all shapes. The present paper develops a class of…

Methodology · Statistics 2026-05-05 Nils Lid Hjort , Ingrid Kristine Glad

Measuring similarity between incomplete data is a fundamental challenge in web mining, recommendation systems, and user behavior analysis. Traditional approaches either discard incomplete data or perform imputation as a preprocessing step,…

Machine Learning · Computer Science 2025-10-16 Yang Cao , Sikun Yang , Kai He , Wenjun Ma , Ming Liu , Yujiu Yang , Jian Weng

Although various distributed machine learning schemes have been proposed recently for pure linear models and fully nonparametric models, little attention has been paid on distributed optimization for semi-paramemetric models with…

Machine Learning · Statistics 2019-11-05 Shaogao Lv , Heng Lian

Current meta-learning approaches focus on learning functional representations of relationships between variables, i.e. on estimating conditional expectations in regression. In many applications, however, we are faced with conditional…

Machine Learning · Statistics 2021-02-25 Jean-Francois Ton , Lucian Chan , Yee Whye Teh , Dino Sejdinovic

A novel method for estimating Bayesian network (BN) parameters from data is presented which provides improved performance on test data. Previous research has shown the value of representing conditional probability distributions (CPDs) via…

Machine Learning · Computer Science 2013-01-14 Geoff A. Jarrad

Semiparametric single-index assumptions are convenient and widely used dimen\-sion reduction approaches that represent a compromise between the parametric and fully nonparametric models for regressions or conditional laws. In a mean…

Statistics Theory · Mathematics 2014-10-21 Samuel Maistre , Valentin Patilea