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Survey data often arises from complex sampling designs, such as stratified or multistage sampling, with unequal inclusion probabilities. When sampling is informative, traditional inference methods yield biased estimators and poor coverage.…

Methodology · Statistics 2025-04-17 Snigdha Das , Dipankar Bandyopadhyay , Debdeep Pati

The capability of a novel Kullback-Leibler divergence method is examined herein within the Kalman filter framework to select the input-parameter-state estimation execution with the most plausible results. This identification suffers from…

Signal Processing · Electrical Eng. & Systems 2025-11-05 Marios Impraimakis

We introduce two synthetic likelihood methods for Simulation-Based Inference (SBI), to conduct either amortized or targeted inference from experimental observations when a high-fidelity simulator is available. Both methods learn a…

Machine Learning · Computer Science 2023-04-19 Pierre Glaser , Michael Arbel , Samo Hromadka , Arnaud Doucet , Arthur Gretton

Upcoming astronomical surveys will observe billions of galaxies across cosmic time, providing a unique opportunity to map the many pathways of galaxy assembly to an incredibly high resolution. However, the huge amount of data also poses an…

Instrumentation and Methods for Astrophysics · Physics 2022-11-08 Bingjie Wang , Joel Leja , Ashley Villar , Joshua S. Speagle

We introduce Flat Hilbert Bayesian Inference (FHBI), an algorithm designed to enhance generalization in Bayesian inference. Our approach involves an iterative two-step procedure with an adversarial functional perturbation step and a…

Machine Learning · Computer Science 2025-06-10 Tuan Truong , Quyen Tran , Quan Pham-Ngoc , Nhat Ho , Dinh Phung , Trung Le

Deep learning-based support systems have demonstrated encouraging results in numerous clinical applications involving the processing of time series data. While such systems often are very accurate, they have no inherent mechanism for…

Machine Learning · Computer Science 2020-12-16 Kristoffer Wickstrøm , Karl Øyvind Mikalsen , Michael Kampffmeyer , Arthur Revhaug , Robert Jenssen

We propose a simple approach that provides accurate uncertainty quantification for Bayesian inference in misspecified or approximate models, and for generalized (Gibbs) posteriors. While existing solutions in this context are based on…

Methodology · Statistics 2026-03-11 David T. Frazier , Christopher Drovandi , Robert Kohn

Machine learning-based Deepfake detection models have achieved impressive results on benchmark datasets, yet their performance often deteriorates significantly when evaluated on out-of-distribution data. In this work, we investigate an…

Computer Vision and Pattern Recognition · Computer Science 2025-07-09 Haroon Wahab , Hassan Ugail , Lujain Jaleel

Using observation data to estimate unknown parameters in computational models is broadly important. This task is often challenging because solutions are non-unique due to the complexity of the model and limited observation data. However,…

Methodology · Statistics 2018-12-18 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

Ensembling a neural network is a widely recognized approach to enhance model performance, estimate uncertainty, and improve robustness in deep supervised learning. However, deep ensembles often come with high computational costs and memory…

Multi-agent simulation is commonly used across multiple disciplines, specifically in artificial intelligence in recent years, which creates an environment for downstream machine learning or reinforcement learning tasks. In many practical…

Statistical Finance · Quantitative Finance 2022-09-22 Yuanlu Bai , Henry Lam , Svitlana Vyetrenko , Tucker Balch

We propose a new regularisation strategy for the classical ensemble Kalman inversion (EKI) framework. The strategy consists of: (i) an adaptive choice for the regularisation parameter in the update formula in EKI, and (ii) criteria for the…

Numerical Analysis · Mathematics 2020-09-24 Marco Iglesias , Yuchen Yang

Empirical risk minimization, a cornerstone in machine learning, is often hindered by the Optimizer's Curse stemming from discrepancies between the empirical and true data-generating distributions.To address this challenge, the robust…

Machine Learning · Computer Science 2024-08-20 Haojie Yan , Minglong Zhou , Jiayi Guo

Underlying the use of statistical approaches for a wide range of applications is the assumption that the probabilities obtained from a statistical model are representative of the "true" probability that event, or outcome, will occur.…

Machine Learning · Computer Science 2021-01-15 Xixin Wu , Mark Gales

Uncertainty quantification is a critical aspect of reinforcement learning and deep learning, with numerous applications ranging from efficient exploration and stable offline reinforcement learning to outlier detection in medical…

Machine Learning · Computer Science 2025-03-27 Moritz A. Zanger , Pascal R. Van der Vaart , Wendelin Böhmer , Matthijs T. J. Spaan

In Bayesian inference prior hyperparameters are chosen subjectively or estimated using empirical Bayes methods. Generalised Bayesian Inference (GBI) also has a learning rate hyperparameter. This is compounded in Semi-Modular Inference…

How can we precisely estimate a large language model's (LLM) accuracy on questions belonging to a specific topic within a larger question-answering dataset? The standard direct estimator, which averages the model's accuracy on the questions…

Machine Learning · Computer Science 2024-10-08 Riccardo Fogliato , Pratik Patil , Nil-Jana Akpinar , Mathew Monfort

Simulation-based inference (SBI) methods tackle complex scientific models with challenging inverse problems. However, SBI models often face a significant hurdle due to their non-differentiable nature, which hampers the use of gradient-based…

Machine Learning · Computer Science 2023-06-29 Vincent D. Zaballa , Elliot E. Hui

Copula models of multivariate data are popular because they allow separate specification of marginal distributions and the copula function. These components can be treated as inter-related modules in a modified Bayesian inference approach…

Methodology · Statistics 2026-04-03 Lucas Kock , David T. Frazier , Michael Stanley Smith , David J. Nott

Selective inference aims at providing valid inference after a data-driven selection of models or hypotheses. It is essential to avoid overconfident results and replicability issues. While significant advances have been made in this area for…

Methodology · Statistics 2025-03-14 Matteo D'Alessandro , Magne Thoresen