Related papers: Posterior Quantification of Borrowing from Multipl…
This paper presents a new modeling strategy for joint unsupervised analysis of multiple high-throughput biological studies. As in Multi-study Factor Analysis, our goals are to identify both common factors shared across studies and…
Sparse Bayesian factor models are routinely implemented for parsimonious dependence modeling and dimensionality reduction in high-dimensional applications. We provide theoretical understanding of such Bayesian procedures in terms of…
Machine learning strategies like multi-task learning, meta-learning, and transfer learning enable efficient adaptation of machine learning models to specific applications in healthcare, such as prediction of various diseases, by leveraging…
Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…
Deep learning is increasingly moving towards a transfer learning paradigm whereby large foundation models are fine-tuned on downstream tasks, starting from an initialization learned on the source task. But an initialization contains…
In this paper, a Bayesian approach is developed for simultaneously comparing multiple experimental treatments with a common control treatment in an exploratory clinical trial. The sample size is set to ensure that, at the end of the study,…
Discovering a unique causal structure is difficult due to both inherent identifiability issues, and the consequences of finite data. As such, uncertainty over causal structures, such as those obtained from a Bayesian posterior, are often…
For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…
Missing time-series data is a prevalent problem in many prescriptive analytics models in operations management, healthcare and finance. Imputation methods for time-series data are usually applied to the full panel data with the purpose of…
Bayesian hierarchical models are commonly employed for inference in count datasets, as they account for multiple levels of variation by incorporating prior distributions for parameters at different levels. Examples include Beta-Binomial,…
Bayesian analyses are often performed using so-called noninformative priors, with a view to achieving objective inference about unknown parameters on which available data depends. Noninformative priors depend on the relationship of the data…
Ambiguities in data and problem constraints can lead to diverse, equally plausible outcomes for a machine learning task. In beat and downbeat tracking, for instance, different listeners may adopt various rhythmic interpretations, none of…
A quality-Bayesian approach, combining the direct sampling method and the Bayesian inversion, is proposed to reconstruct the locations and intensities of the unknown acoustic sources using partial data. First, we extend the direct sampling…
Bayesian doubly robust (DR) causal inference faces a fundamental dilemma: joint modeling of outcome and propensity score suffers from the feedback problem where outcome information contaminates propensity score estimation, while two-step…
Prediction models can improve efficiency by automating decisions such as the approval of loan applications. However, they may inherit bias against protected groups from the data they are trained on. This paper adds counterfactual…
Constraints are a natural choice for prior information in Bayesian inference. In various applications, the parameters of interest lie on the boundary of the constraint set. In this paper, we use a method that implicitly defines a…
When constructing a model to estimate the causal effect of a treatment, it is necessary to control for other factors which may have confounding effects. Because the ignorability assumption is not testable, however, it is usually unclear…
We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data (quantities of interest). The solution, given as a probability measure, is…
We propose a score-based generative algorithm for sampling from power-scaled priors and likelihoods within the Bayesian inference framework. Our algorithm enables flexible control over prior-likelihood influence without requiring retraining…
Given a supervised machine learning problem where the training set has been subject to a known sampling bias, how can a model be trained to fit the original dataset? We achieve this through the Bayesian inference framework by altering the…