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Transfer learning is a burgeoning concept in statistical machine learning that seeks to improve inference and/or predictive accuracy on a domain of interest by leveraging data from related domains. While the term "transfer learning" has…

Machine Learning · Statistics 2023-12-22 Piotr M. Suder , Jason Xu , David B. Dunson

In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…

Methodology · Statistics 2021-01-19 Manuel M. Eichenlaub

Distributed learning provides an attractive framework for scaling the learning task by sharing the computational load over multiple nodes in a network. Here, we investigate the performance of distributed learning for large-scale linear…

Machine Learning · Statistics 2021-11-03 Martin Hellkvist , Ayça Özçelikkale , Anders Ahlén

Regularization is a common tool in variational inverse problems to impose assumptions on the parameters of the problem. One such assumption is sparsity, which is commonly promoted using lasso and total variation-like regularization.…

Statistics Theory · Mathematics 2023-02-15 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

Generalized variational inference (GVI) provides an optimization-theoretic framework for statistical estimation that encapsulates many traditional estimation procedures. The typical GVI problem is to compute a distribution of parameters…

Optimization and Control · Mathematics 2023-10-27 Aurya S. Javeed , Drew P. Kouri , Thomas M. Surowiec

Estimating the parameters of mathematical models is a common problem in almost all branches of science. However, this problem can prove notably difficult when processes and model descriptions become increasingly complex and an explicit…

Machine Learning · Statistics 2024-02-09 Stefan T. Radev , Ulf K. Mertens , Andreas Voss , Lynton Ardizzone , Ullrich Köthe

The Gaussian theory of errors has been generalized to situations, where the Gaussian distribution and, hence, the Gaussian rules of error propagation are inadequate. The generalizations are based on Bayes' theorem and a suitable measure.…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Hanns L. Harney

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

Bayesian Inference offers principled tools to tackle many critical problems with modern neural networks such as poor calibration and generalization, and data inefficiency. However, scaling Bayesian inference to large architectures is…

The rapid development of high-throughput technologies has enabled the generation of data from biological or disease processes that span multiple layers, like genomic, proteomic or metabolomic data, and further pertain to multiple sources,…

Machine Learning · Statistics 2022-01-25 Subhabrata Majumdar , George Michailidis

In federated learning problems, data is scattered across different servers and exchanging or pooling it is often impractical or prohibited. We develop a Bayesian nonparametric framework for federated learning with neural networks. Each data…

Fuzzy data, prevalent in social sciences and other fields, capture uncertainties arising from subjective evaluations and measurement imprecision. Despite significant advancements in fuzzy statistics, a unified inferential regression-based…

Methodology · Statistics 2025-06-05 Antonio Calcagnì , Przemysław Grzegorzewski , Maciej Romaniuk

Data valuation is a class of techniques for quantitatively assessing the value of data for applications like pricing in data marketplaces. Existing data valuation methods define a value for a discrete dataset. However, in many use cases,…

Machine Learning · Computer Science 2024-10-08 Xinyi Xu , Shuaiqi Wang , Chuan-Sheng Foo , Bryan Kian Hsiang Low , Giulia Fanti

Obtaining more accurate equity value estimates is the starting point for stock selection, value-based indexing in a noisy market, and beating benchmark indices through tactical style rotation. Unfortunately, discounted cash flow, method of…

Statistical Finance · Quantitative Finance 2008-12-02 Kenton K. Yee

Fairness concerns are increasingly critical as machine learning models are deployed in high-stakes applications. While existing fairness-aware methods typically intervene at the model level, they often suffer from high computational costs,…

Machine Learning · Computer Science 2025-11-11 Yixuan Zhang , Jiabin Luo , Zhenggang Wang , Feng Zhou , Quyu Kong

We introduce a novel rule-based approach for handling regression problems. The new methodology carries elements from two frameworks: (i) it provides information about the uncertainty of the parameters of interest using Bayesian inference,…

Machine Learning · Statistics 2021-10-11 Themistoklis Botsas , Lachlan R. Mason , Indranil Pan

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

Uncertainty quantification is central to many applications of causal machine learning, yet principled Bayesian inference for causal effects remains challenging. Standard Bayesian approaches typically require specifying a probabilistic model…

Machine Learning · Statistics 2026-03-04 Emil Javurek , Dennis Frauen , Yuxin Wang , Stefan Feuerriegel

The two key issues of modern Bayesian statistics are: (i) establishing principled approach for distilling statistical prior that is consistent with the given data from an initial believable scientific prior; and (ii) development of a…

Methodology · Statistics 2018-04-18 Subhadeep , Mukhopadhyay , Douglas Fletcher

A general Bayesian framework for model selection on random network models regarding their features is considered. The goal is to develop a principle Bayesian model selection approach to compare different fittable, not necessarily nested,…

Methodology · Statistics 2020-04-30 Papamichalis Marios