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Modeling of the dependence structure across heterogeneous data is crucial for Bayesian inference since it directly impacts the borrowing of information. Despite the extensive advances over the last two decades, most available proposals…

Methodology · Statistics 2026-02-03 Filippo Ascolani , Beatrice Franzolini , Antonio Lijoi , Igor Prünster

We study empirical and hierarchical Bayes approaches to the problem of estimating an infinite-dimensional parameter in mildly ill-posed inverse problems. We consider a class of prior distributions indexed by a hyperparameter that quantifies…

Statistics Theory · Mathematics 2013-05-30 B. T. Knapik , B. T. Szabó , A. W. van der Vaart , J. H. van Zanten

Frequentist-style large-sample properties of Bayesian posterior distributions, such as consistency and convergence rates, are important considerations in nonparametric problems. In this paper we give an analysis of Bayesian asymptotics…

Statistics Theory · Mathematics 2012-10-02 Ryan Martin , Liang Hong

Bayesian neural networks (BNNs) have recently gained popularity due to their ability to quantify model uncertainty. However, specifying a prior for BNNs that captures relevant domain knowledge is often extremely challenging. In this work,…

Machine Learning · Computer Science 2024-02-22 Dylan Sam , Rattana Pukdee , Daniel P. Jeong , Yewon Byun , J. Zico Kolter

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

Bayesian inference plays an important role in advancing machine learning, but faces computational challenges when applied to complex models such as deep neural networks. Variational inference circumvents these challenges by formulating…

Machine Learning · Statistics 2018-08-03 Mohammad Emtiyaz Khan , Didrik Nielsen

Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…

Methodology · Statistics 2026-04-03 Lachlan Astfalck , Deborshee Sen , Sayan Patra , Edward Cripps , David Dunson

We describe a new and computationally efficient Bayesian methodology for inferring species trees and demographics from unlinked binary markers. Likelihood calculations are carried out using diffusion models of allele frequency dynamics…

Populations and Evolution · Quantitative Biology 2019-09-18 Marnus Stoltz , Boris Bauemer , Remco Bouckaert , Colin Fox , Gordon Hiscott , David Bryant

Ensembles of decision trees are a useful tool for obtaining for obtaining flexible estimates of regression functions. Examples of these methods include gradient boosted decision trees, random forests, and Bayesian CART. Two potential…

Methodology · Statistics 2018-09-18 Antonio Ricardo Linero , Yun Yang

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

This paper addresses Bayesian inference related to partial differential equations (PDEs), particularly nonparametric regression constrained by PDEs. To effectively encode prior information, we propose a novel framework that learns a…

Statistics Theory · Mathematics 2026-02-09 Junxiong Jia , Deyu Meng , Zongben Xu , Fang Yao

A Bayesian treatment of latent directed graph structure for non-iid data is provided where each child datum is sampled with a directed conditional dependence on a single unknown parent datum. The latent graph structure is assumed to lie in…

Machine Learning · Computer Science 2012-06-18 Tony S. Jebara

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

Based on decision trees, many fields have arguably made tremendous progress in recent years. In simple words, decision trees use the strategy of "divide-and-conquer" to divide the complex problem on the dependency between input features and…

Machine Learning · Computer Science 2021-01-22 Jinxiong Zhang

Deep neural networks(NNs) have achieved impressive performance, often exceed human performance on many computer vision tasks. However, one of the most challenging issues that still remains is that NNs are overconfident in their predictions,…

Machine Learning · Computer Science 2019-12-30 Chanwoo Park , Jae Myung Kim , Seok Hyeon Ha , Jungwoo Lee

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

In generative models with obscured likelihood, Approximate Bayesian Computation (ABC) is often the tool of last resort for inference. However, ABC demands many prior parameter trials to keep only a small fraction that passes an acceptance…

Machine Learning · Computer Science 2024-04-17 Sean O'Hagan , Jungeum Kim , Veronika Rockova

Clustering is a crucial task in various domains of knowledge, including medicine, epidemiology, genomics, environmental science, economics, and visual sciences, among others. Methodologies for inferring the number of clusters have often…

Methodology · Statistics 2025-05-26 Clara Grazian

In statistical applications, it is common to encounter parameters supported on a varying or unknown dimensional space. Examples include the fused lasso regression, the matrix recovery under an unknown low rank, etc. Despite the ease of…

Methodology · Statistics 2022-10-04 Maoran Xu , Hua Zhou , Yujie Hu , Leo L. Duan

We reconsider a nonparametric density model based on Gaussian processes. By augmenting the model with latent P\'olya--Gamma random variables and a latent marked Poisson process we obtain a new likelihood which is conjugate to the model's…

Machine Learning · Statistics 2018-05-30 Christian Donner , Manfred Opper