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In this paper we present a novel methodology to perform Bayesian model selection in linear models with heavy-tailed distributions. We consider a finite mixture of distributions to model a latent variable where each component of the mixture…

Methodology · Statistics 2017-08-21 Flávio B Gonçalves , Marcos O. Prates , Victor H. Lachos

Gaussian state space models have been used for decades as generative models of sequential data. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption. We introduce a unified…

Machine Learning · Statistics 2016-12-06 Rahul G. Krishnan , Uri Shalit , David Sontag

Neural networks with wide layers have attracted significant attention due to their equivalence to Gaussian processes, enabling perfect fitting of training data while maintaining generalization performance, known as benign overfitting.…

Machine Learning · Computer Science 2023-10-18 Tianxiang Gao , Xiaokai Huo , Hailiang Liu , Hongyang Gao

The posterior variance of Gaussian processes is a valuable measure of the learning error which is exploited in various applications such as safe reinforcement learning and control design. However, suitable analysis of the posterior variance…

Machine Learning · Computer Science 2019-06-05 Armin Lederer , Jonas Umlauft , Sandra Hirche

We analyze recurrent neural networks with diagonal hidden-to-hidden weight matrices, trained with gradient descent in the supervised learning setting, and prove that gradient descent can achieve optimality \emph{without} massive…

Machine Learning · Computer Science 2024-10-11 Semih Cayci , Atilla Eryilmaz

Recent works have shown an interest in investigating the frequentist asymptotic properties of Bayesian procedures for high-dimensional linear models under sparsity constraints. However, there exists a gap in the literature regarding…

Statistics Theory · Mathematics 2025-09-23 Marion Naveau , Maud Delattre , Laure Sansonnet

Deep neural networks (DNNs) at convergence consistently represent the training data in the last layer via a highly symmetric geometric structure referred to as neural collapse. This empirical evidence has spurred a line of theoretical…

Machine Learning · Computer Science 2024-10-08 Arthur Jacot , Peter Súkeník , Zihan Wang , Marco Mondelli

This tutorial focuses on the fundamental architectures of Variational Autoencoders (VAE) and Generative Adversarial Networks (GAN), disregarding their numerous variations, to highlight their core principles. Both VAE and GAN utilize simple…

Machine Learning · Computer Science 2025-03-05 Yuan-Hao Wei

There has been a recent surge of interest in modeling neural networks (NNs) as Gaussian processes. In the limit of a NN of infinite width the NN becomes equivalent to a Gaussian process. Here we demonstrate that for an ensemble of large,…

Machine Learning · Computer Science 2019-08-28 Joseph M. Antognini

Corrupting the input and hidden layers of deep neural networks (DNNs) with multiplicative noise, often drawn from the Bernoulli distribution (or 'dropout'), provides regularization that has significantly contributed to deep learning's…

Machine Learning · Statistics 2015-06-11 Eric Nalisnick , Anima Anandkumar , Padhraic Smyth

Quantifying the uncertainty in the output of a neural network is essential for deployment in scientific or engineering applications where decisions must be made under limited or noisy data. Bayesian neural networks (BNNs) provide a…

Machine Learning · Statistics 2026-03-10 Alex Alberts , Ilias Bilionis

In a recently published paper [1], it is shown that deep neural networks (DNNs) with random Gaussian weights preserve the metric structure of the data, with the property that the distance shrinks more when the angle between the two data…

Machine Learning · Statistics 2019-04-02 Talha Cihad Gulcu , Alper Gungor

We study large deviations in the context of stochastic gradient descent for one-hidden-layer neural networks with quadratic loss. We derive a quenched large deviation principle, where we condition on an initial weight measure, and an…

Probability · Mathematics 2025-01-14 Christian Hirsch , Daniel Willhalm

There is a growing interest in learning how the distribution of a response variable changes with a set of predictors. Bayesian nonparametric dependent mixture models provide a flexible approach to address this goal. However, several…

Computation · Statistics 2020-05-06 Tommaso Rigon , Daniele Durante

In this article, we investigate posterior convergence in nonparametric regression models where the unknown regression function is modeled by some appropriate stochastic process. In this regard, we consider two setups. The first setup is…

Statistics Theory · Mathematics 2020-05-04 Debashis Chatterjee , Sourabh Bhattacharya

Continual Learning is a learning paradigm where learning systems are trained with sequential or streaming tasks. Two notable directions among the recent advances in continual learning with neural networks are ($i$) variational Bayes based…

Machine Learning · Computer Science 2020-02-24 Abhishek Kumar , Sunabha Chatterjee , Piyush Rai

We study high-dimensional Bayesian linear regression with product priors. Using the nascent theory of non-linear large deviations (Chatterjee and Dembo,2016), we derive sufficient conditions for the leading-order correctness of the naive…

Statistics Theory · Mathematics 2021-04-27 Sumit Mukherjee , Subhabrata Sen

Bayesian learning has been recently considered as an effective means of accounting for uncertainty in trained deep network parameters. This is of crucial importance when dealing with small or sparse training datasets. On the other hand,…

Machine Learning · Computer Science 2018-02-13 Harris Partaourides , Sotirios Chatzis

While Bayesian neural networks (BNNs) hold the promise of being flexible, well-calibrated statistical models, inference often requires approximations whose consequences are poorly understood. We study the quality of common variational…

Machine Learning · Statistics 2020-10-26 Andrew Y. K. Foong , David R. Burt , Yingzhen Li , Richard E. Turner

Infinitely wide or deep neural networks (NNs) with independent and identically distributed (i.i.d.) parameters have been shown to be equivalent to Gaussian processes. Because of the favorable properties of Gaussian processes, this…

Machine Learning · Computer Science 2026-03-24 Steven Adams , Andrea Patanè , Morteza Lahijanian , Luca Laurenti