Related papers: An Empirical Study of MDL Model Selection with Inf…

This paper explores unsupervised learning of parsing models along two directions. First, which models are identifiable from infinite data? We use a general technique for numerically checking identifiability based on the rank of a Jacobian…

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…

Bayesian model selection with improper priors is not well-defined because of the dependence of the marginal likelihood on the arbitrary scaling constants of the within-model prior densities. We show how this problem can be evaded by…

Bayesian inference has theoretical attractions as a principled framework for reasoning about beliefs. However, the motivations of Bayesian inference which claim it to be the only 'rational' kind of reasoning do not apply in practice. They…

Bayesian learning is built on an assumption that the model space contains a true reflection of the data generating mechanism. This assumption is problematic, particularly in complex data environments. Here we present a Bayesian…

We leverage the Minimum Description Length (MDL) principle as a model selection technique for Bernoulli distributions and compare several types of MDL codes. We first present a simplistic crude two-part MDL code and a Normalized Maximum…

Exact MLE for generalized linear mixed models (GLMMs) is a long-standing problem unsolved until today. The proposed research solves the problem. In this problem, the main difficulty is caused by intractable integrals in the likelihood…

Often the goal of model selection is to choose a model for future prediction, and it is natural to measure the accuracy of a future prediction by squared error loss. Under the Bayesian approach, it is commonly perceived that the optimal…

Mixture models are widely used in modeling heterogeneous data populations. A standard approach of mixture modeling assumes that the mixture component takes a parametric kernel form. In many applications, making parametric assumptions on the…

The recently developed semi-parametric generalized linear model (SPGLM) offers more flexibility as compared to the classical GLM by including the baseline or reference distribution of the response as an additional parameter in the model.…

Previous work has shown that reasoning with real-time temporal logics is often simpler when restricted to models with bounded variability---where no more than v events may occur every V time units, for given v, V. When reasoning about…

This work considers the sample and computational complexity of obtaining an $\epsilon$-optimal policy in a discounted Markov Decision Process (MDP), given only access to a generative model. In this work, we study the effectiveness of the…

Motivated by parametric models for which the likelihood is analytically unavailable, numerically unstable, or prohibitively expensive to compute or optimize, we develop a prior- and likelihood-free framework for fully probabilistic…

Consider the problem of high dimensional variable selection for the Gaussian linear model when the unknown error variance is also of interest. In this paper, we show that the use of conjugate shrinkage priors for Bayesian variable selection…

This paper studies parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a finite set of parameters. Fixing values for all parameters…

The amount of data for machine learning (ML) applications is constantly growing. Not only the number of observations, especially the number of measured variables (features) increases with ongoing digitization. Selecting the most appropriate…

We explore the relationship among model fidelity, experimental design, and parameter estimation in sloppy models. We show that the approximate nature of mathematical models poses challenges for experimental design in sloppy models. In many…

The practice of employing empirical likelihood (EL) components in place of parametric likelihood functions in the construction of Bayesian-type procedures has been well-addressed in the modern statistical literature. We rigorously derive…

One of the main goals of mathematical modeling in systems medicine related to medical applications is to obtain patient-specific parameterizations and model predictions. In clinical practice, however, the number of available measurements…

Neural Linear Models (NLM) are deep Bayesian models that produce predictive uncertainty by learning features from the data and then performing Bayesian linear regression over these features. Despite their popularity, few works have focused…