相关论文: The ARR2 prior: flexible predictive prior definiti…

Machine learning models often perform poorly under subpopulation shifts in the data distribution. Developing methods that allow machine learning models to better generalize to such shifts is crucial for safe deployment in real-world…

The variational autoencoder (VAE) is a powerful generative model that can estimate the probability of a data point by using latent variables. In the VAE, the posterior of the latent variable given the data point is regularized by the prior…

In recent years, shrinkage priors have received much attention in high-dimensional data analysis from a Bayesian perspective. Compared with widely used spike-and-slab priors, shrinkage priors have better computational efficiency. But the…

We show that regularizing Bayesian predictive regressions provides a framework for prior sensitivity analysis. We develop a procedure that jointly regularizes expectations and variance-covariance matrices using a pair of shrinkage priors.…

One of the core facets of Bayesianism is in the updating of prior beliefs in light of new evidence$\text{ -- }$so how can we maintain a Bayesian approach if we have no prior beliefs in the first place? This is one of the central challenges…

This paper presents Randomized AutoRegressive modeling (RAR) for visual generation, which sets a new state-of-the-art performance on the image generation task while maintaining full compatibility with language modeling frameworks. The…

We develop a new efficient algorithm for the analysis of large-scale time series data. We firstly define rolling averages, derive their analytical properties, and establish their asymptotic distribution. These theoretical results are…

Shape restricted regressions, including isotonic regression and concave regression as special cases, are studied using priors on Bernstein polynomials and Markov chain Monte Carlo methods. These priors have large supports, select only…

Autoregressive models are a class of time series models that are important in both applied and theoretical statistics. Typically, inferential devices such as confidence sets and hypothesis tests for time series models require nuanced…

This paper describes two intelligibility prediction systems derived from a pretrained noise-robust automatic speech recognition (ASR) model for the second Clarity Prediction Challenge (CPC2). One system is intrusive and leverages the hidden…

A buffered double autoregressive (BDAR) time series model is proposed in this paper to depict the buffering phenomenon of conditional mean and conditional variance in time series. To build this model, a novel flexible regime switching…

Motivated by the remarkable success of Bayesian additive regression trees (BART) in regression modelling, we propose a novel nonparametric Bayesian method, termed Functional BART (FBART), tailored specifically for function-on-scalar…

Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for…

Transfer learning (TL) has emerged as a powerful tool to supplement data collected for a target task with data collected for a related source task. The Bayesian framework is natural for TL because information from the source data can be…

Probabilistic forecasting of time series is an important matter in many applications and research fields. In order to draw conclusions from a probabilistic forecast, we must ensure that the model class used to approximate the true…

Principal component regression uses principal components as regressors. It is particularly useful in prediction settings with high-dimensional covariates. The existing literature treating of Bayesian approaches is relatively sparse. We…

Amortized inference promises fast test-time Bayesian inference, but existing methods are inherently tied to fixed models. Extending amortization to unseen models typically requires retraining or costly test-time finetuning. In this paper,…

Many statistical problems include model parameters that are defined as the solutions to optimization sub-problems. These include classical approaches such as profile likelihood as well as modern applications involving flow networks or…

Variational Auto-encoders (VAEs) have been very successful as methods for forming compressed latent representations of complex, often high-dimensional, data. In this paper, we derive an alternative variational lower bound from the one…

Automatic amortized resource analysis (AARA) is a type-based technique for inferring concrete (non-asymptotic) bounds on a program's resource usage. Existing work on AARA has focused on bounds that are polynomial in the sizes of the inputs.…