相关论文: Asymptotic global robustness in bayesian decision …

In this paper we show that there is a link between approximate Bayesian methods and prior robustness. We show that what is typically recognized as an approximation to the likelihood, either due to the simulated data as in the Approximate…

Quasi-Bayesian theory uses convex sets of probability distributions and expected loss to represent preferences about plans. The theory focuses on decision robustness, i.e., the extent to which plans are affected by deviations in subjective…

This paper develops a methodology for robust Bayesian inference through the use of disparities. Metrics such as Hellinger distance and negative exponential disparity have a long history in robust estimation in frequentist inference. We…

We introduce a methodology for robust Bayesian estimation with robust divergence (e.g., density power divergence or {\gamma}-divergence), indexed by a single tuning parameter. It is well known that the posterior density induced by robust…

We study the continuity properties of optimal solutions to stochastic control problems with respect to initial probability measures and applications of these to the robustness of optimal control policies applied to systems with incomplete…

This work is concerned with nonparametric goodness-of-fit testing in the context of nonlinear inverse problems with random observations. Bayesian posterior distributions based upon a Gaussian process prior distribution are proven to…

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

This paper develops a quantitative framework to assess the robustness of Bayes-optimal decisions in finite decision problems under model uncertainty. We introduce two complementary stability notions for acts: the robustness radius,…

We introduce a probabilistic robustness measure for Bayesian Neural Networks (BNNs), defined as the probability that, given a test point, there exists a point within a bounded set such that the BNN prediction differs between the two. Such a…

We study stability properties of the expected utility function in Bayesian optimal experimental design. We provide a framework for this problem in a non-parametric setting and prove a convergence rate of the expected utility with respect to…

Recent developments in AI have made it ubiquitous, every industry is trying to adopt some form of intelligent processing of their data. Despite so many advances in the field, AIs full capability is yet to be exploited by the industry.…

The posterior variance of Gaussian processes is a valuable measure of the learning error which is exploited in various applications such as safe reinforcement learning and control design. However, suitable analysis of the posterior variance…

Now that Bayesian Networks (BNs) have become widely used, an appreciation is developing of just how critical an awareness of the sensitivity and robustness of certain target variables are to changes in the model. When time resources are…

The topic of robustness is experiencing a resurgence of interest in the statistical and machine learning communities. In particular, robust algorithms making use of the so-called median of means estimator were shown to satisfy strong…

In this note we consider the stability of posterior measures occuring in Bayesian inference w.r.t. perturbations of the prior measure and the log-likelihood function. This extends the well-posedness analysis of Bayesian inverse problems. In…

We derive rates of contraction of posterior distributions on nonparametric models resulting from sieve priors. The aim of the paper is to provide general conditions to get posterior rates when the parameter space has a general structure,…

This paper proves that robustness implies generalization via data-dependent generalization bounds. As a result, robustness and generalization are shown to be connected closely in a data-dependent manner. Our bounds improve previous bounds…

Robust regression has attracted a great amount of attention in the literature recently, particularly for taking asymmetricity into account simultaneously and for high-dimensional analysis. However, the majority of research on the topics…

Modern regression analyses are often undermined by covariate measurement error, misspecification of the regression model, and misspecification of the measurement error distribution. We present, to the best of our knowledge, the first…

In the Bayesian literature, a line of research called resolution of conflict is about the characterization of robustness against outliers of statistical models. The robustness characterization of a model is achieved by establishing the…