arXiv Statistics ML

Modular Bayesian Inference for Partially Misspecified Mixtures with Uncertain Class Labels

arXiv Machine Learning
Aug 12

Hierarchical Empirical-Bayes Naive Bayes: Minimax Smoothing and Calibration with AODE Extension

arXiv:2608. 11162v1 Announce Type: new Abstract: The Naive Bayes (NB) classifier remains a standard choice for categorical data, yet its widely used smoothing rules, such as Laplace, Lidstone, Krichevsky-Trofimov, and the $m$-estimate, all prescribe a fixed smoothing strength that ignores feature cardinality, sample size, and class imbalance, inducing a non-vanishing bias on modern high-cardinality tabular data.

By Nguyen Thai Anh, Truong Viet Vu, Tran Thien Thanh, Vo Nguyen Quoc Bao, Ngo Hoang Tu
arXiv Machine Learning
Jun 19

Variational Consensus Monte Carlo for Bayesian Mixture

arXiv:2606. 19643v1 Announce Type: cross Abstract: Motivated by the privacy, sensitivity and sharing limitations of health data, we present a comprehensive pipeline for inference of Bayesian mixture models within a federated learning setting, i.

By Julie Fendler, Francesca L. Crowe, Tom Marshall, Sylvia Richardson, Paul D. W. Kirk
arXiv Statistics ML
5d ago

Two-sample comparison through additive tree models for density ratios

The paper introduces additive tree models for estimating the density ratio between two distributions, using a novel balancing loss that enables training with supervised learning algorithms such as forward‑stagewise optimization and gradient boosting. The loss also functions as a pseudo‑likelihood, allowing generalized Bayesian inference via backfitting samplers for Bayesian additive regression trees, which provides uncertainty quantification. Experiments show that the boosting algorithms achieve high accuracy with low computational cost, and the Bayesian approach offers competitive accuracy while delivering uncertainty estimates, demonstrated on microbiome compositional data.

By Naoki Awaya, Yuliang Xu, Li Ma
arXiv Machine Learning
Oct 12

Product Monte Carlo: Expectation Under a Product of Densities

Product Monte Carlo (PMC) is an algorithm that estimates expectations under a product of densities using only Monte Carlo samples from each individual density. By reformulating the intractable product expectation as a regression problem involving computable conditional expectations, PMC provides both point estimates and coherent Bayesian uncertainty quantification. The method achieves higher accuracy, better-calibrated uncertainty, and improved scalability compared to existing techniques, and it does not require density evaluations, enabling its use in simulation‑based inference such as protein image analysis.

By Pietro Carlotti, Sifan Liu, Yuling Yao