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Bayesian hierarchical models can provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models typically comprise a conditionally Gaussian prior model for the unknown which is augmented by a generalized…

Numerical Analysis · Mathematics 2025-01-09 Jonathan Lindbloom , Jan Glaubitz , Anne Gelb

While Bayesian methods are extremely popular in statistics and machine learning, their application to massive datasets is often challenging, when possible at all. Indeed, the classical MCMC algorithms are prohibitively slow when both the…

Statistics Theory · Mathematics 2019-04-23 Pierre Alquier , James Ridgway

In multimedia forensics, learning-based methods provide state-of-the-art performance in determining origin and authenticity of images and videos. However, most existing methods are challenged by out-of-distribution data, i.e., with…

Machine Learning · Computer Science 2020-07-29 Anatol Maier , Benedikt Lorch , Christian Riess

We consider nonparametric Bayesian estimation inference using a rescaled smooth Gaussian field as a prior for a multidimensional function. The rescaling is achieved using a Gamma variable and the procedure can be viewed as choosing an…

Statistics Theory · Mathematics 2009-08-26 A. W. van der Vaart , J. H. van Zanten

Approximate Bayesian Computation (ABC) enables statistical inference in simulator-based models whose likelihoods are difficult to calculate but easy to simulate from. ABC constructs a kernel-type approximation to the posterior distribution…

Methodology · Statistics 2022-12-02 Yuexi Wang , Tetsuya Kaji , Veronika Ročková

Bayesian Neural Networks (BNNs) offer robust uncertainty quantification in model predictions, but training them presents a significant computational challenge. This is mainly due to the problem of sampling multimodal posterior distributions…

Machine Learning · Computer Science 2025-01-14 Ratneel Deo , Scott Sisson , Jody M. Webster , Rohitash Chandra

Many modern statistical applications involve inference for complicated stochastic models for which the likelihood function is difficult or even impossible to calculate, and hence conventional likelihood-based inferential echniques cannot be…

Computation · Statistics 2013-05-29 Simon R. White , Theodore Kypraios , Simon P. Preston

Variational Bayes (VB) has shown itself to be a powerful approximation method in many application areas. This paper describes some diagnostics methods which can assess how well the VB approximates the true posterior, particularly with…

Computation · Statistics 2013-09-23 Hui Zhao , Paul Marriott

We present a novel deep generative semi-supervised framework for credit card fraud detection, formulated as time series classification task. As financial transaction data streams grow in scale and complexity, traditional methods often…

Machine Learning · Statistics 2026-05-13 David Hirnschall

A novel probabilistic sparsity-promoting method for robust near-field (NF) antenna characterization is proposed. It leverages on the measurements-by-design (MebD) paradigm and it exploits some a-priori information on the antenna under test…

Information Theory · Computer Science 2022-10-26 Marco Salucci , Nicola Anselmi , Marco Donald Migliore , Andrea Massa

Completely automatic and adaptive non-parametric inference is a pie in the sky. The frequentist approach, best exemplified by the kernel estimators, has excellent asymptotic characteristics but it is very sensitive to the choice of…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Carlos C. Rodriguez

In this article, we propose a novel method for sampling potential functions based on noisy observation data of a finite number of observables in quantum canonical ensembles, which leads to the accurate sampling of a wide class of test…

Numerical Analysis · Mathematics 2020-04-08 Ziheng Chen , Zhennan Zhou

We investigate the frequentist coverage properties of credible sets resulting in from Gaussian process priors with squared exponential covariance kernel. First we show that by selecting the scaling hyper-parameter using the maximum marginal…

Statistics Theory · Mathematics 2019-04-03 Amine Hadji , Botond Szábo

The problem of phase-noise compensation for correlated phase noise in coded multichannel optical transmission is investigated. To that end, a simple multichannel phase-noise model is considered and the maximum a posteriori detector for this…

Information Theory · Computer Science 2019-10-15 Arni F. Alfredsson , Erik Agrell , Henk Wymeersch

It is crucial to design Phase II cancer clinical trials that balance the efficiency of treatment selection with clinical practicality. Sargent and Goldberg proposed a frequentist design that allow decision-making even when the primary…

Methodology · Statistics 2025-05-15 Moka Komaki , Satoru Shinoda , Haiyan Zheng , Kouji Yamamoto

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

Vovk (2015) introduced cross-conformal prediction, a modification of split conformal designed to improve the width of prediction sets. The method, when trained with a miscoverage rate equal to $\alpha$ and $n \gg K$, ensures a marginal…

Machine Learning · Statistics 2025-05-22 Matteo Gasparin , Aaditya Ramdas

A modified gamma kernel should not be automatically preferred to the standard gamma kernel, especially for univariate convex densities with a pole at the origin. In the multivariate case, multiple combined gamma kernels, defined as a…

Statistics Theory · Mathematics 2024-04-12 Sobom M. Somé , Célestin C. Kokonendji , Smail Adjabi , Naushad A. Mamode Khan , Said Beddek

Despite considerable progress in developing artificial intelligence (AI) algorithms for prostate cancer detection from whole slide images, the clinical applicability of these models remains limited due to variability in pathological…

Tissues and Organs · Quantitative Biology 2024-06-12 T. J. Hart , Chloe Engler Hart , Spencer Hopson , Paul M. Urie , Dennis Della Corte

The detection of change-points in heterogeneous sequences is a statistical challenge with applications across a wide variety of fields. In bioinformatics, a vast amount of methodology exists to identify an ideal set of change-points for…

Applications · Statistics 2013-01-23 The-Minh Luong , Yves Rozenholc , Gregory Nuel