Electromyogram (EMG) has been utilized to interface signals for prosthetic hands and information devices owing to its ability to reflect human motion intentions. Although various EMG classification methods have been introduced into EMG-based control systems, they do not fully consider the stochastic characteristics of EMG signals. This paper proposes an EMG pattern classification method incorporating a scale mixture-based generative model. A scale mixture model is a stochastic EMG model in which the EMG variance is considered as a random variable, enabling the representation of uncertainty in the variance. This model is extended in this study and utilized for EMG pattern classification. The proposed method is trained by variational Bayesian learning, thereby allowing the automatic determination of the model complexity. Furthermore, to optimize the hyperparameters of the proposed method with a partial discriminative approach, a mutual information-based determination method is introduced. Simulation and EMG analysis experiments demonstrated the relationship between the hyperparameters and classification accuracy of the proposed method as well as the validity of the proposed method. The comparison using public EMG datasets revealed that the proposed method outperformed the various conventional classifiers. These results indicated the validity of the proposed method and its applicability to EMG-based control systems. In EMG pattern recognition, a classifier based on a generative model that reflects the stochastic characteristics of EMG signals can outperform the conventional general-purpose classifier.

Contributions We propose a method to learn such weight-sharing schemes from data. As a proof of concept, we focus on being invariant We propose a novel Bayesian neural network architecture to two types of transformations applied on images, that can learn invariances from data namely rotations and flips. However, our algorithm can be alone by inferring a posterior distribution over applied to any other choice of symmetry, as long as the corresponding different weight-sharing schemes. We show that weight-sharing scheme is available. Apart from our model outperforms other non-invariant architectures, achieving good performance during inference, our model is when trained on datasets that contain able to learn such invariances from data. This is achieved by specific invariances. The same holds true when specifying a probability distribution over the weight-sharing no data augmentation is performed.

Machine learning is a branch of computer science that has the potential to transform epidemiologic sciences. Amid a growing focus on "Big Data," it offers epidemiologists new tools to tackle problems for which classical methods are not well-suited. In order to critically evaluate the value of integrating machine learning algorithms and existing methods, however, it is essential to address language and technical barriers between the two fields that can make it difficult for epidemiologists to read and assess machine learning studies. Here, we provide an overview of the concepts and terminology used in machine learning literature, which encompasses a diverse set of tools with goals ranging from prediction to classification to clustering. We provide a brief introduction to 5 common machine learning algorithms and 4 ensemble-based approaches. We then summarize epidemiologic applications of machine learning techniques in the published literature. We recommend approaches to incorporate machine learning in epidemiologic research and discuss opportunities and challenges for integrating machine learning and existing epidemiologic research methods. Machine learning is a branch of computer science that broadly aims to enable computers to "learn" without being directly programmed (1). It has origins in the artificial intelligence movement of the 1950s and emphasizes practical objectives and applications, particularly prediction and optimization. Computers "learn" in machine learning by improving their performance at tasks through "experience" (2, p. xv). In practice, "experience" usually means fitting to data; hence, there is not a clear boundary between machine learning and statistical approaches. Indeed, whether a given methodology is considered "machine learning" or "statistical" often reflects its history as much as genuine differences, and many algorithms (e.g., least absolute shrinkage and selection operator (LASSO), stepwise regression) may or may not be considered machine learning depending on who you ask. Still, despite methodological similarities, machine learning is philosophically and practically distinguishable. At the liberty of (considerable) oversimplification, machine learning generally emphasizes predictive accuracy over hypothesis-driven inference, usually focusing on large, high-dimensional (i.e., having many covariates) data sets (3, 4). Regardless of the precise distinction between approaches, in practice, machine learning offers epidemiologists important tools. In particular, a growing focus on "Big Data" emphasizes problems and data sets for which machine learning algorithms excel while more commonly used statistical approaches struggle. This primer provides a basic introduction to machine learning with the aim of providing readers a foundation for critically reading studies based on these methods and a jumping-off point for those interested in using machine learning techniques in epidemiologic research.

With the advancements in computer technology, there is a rapid development of intelligent systems to understand the complex relationships in data to make predictions and classifications. Artificail Intelligence based framework is rapidly revolutionizing the healthcare industry. These intelligent systems are built with machine learning and deep learning based robust models for early diagnosis of diseases and demonstrates a promising supplementary diagnostic method for frontline clinical doctors and surgeons. Machine Learning and Deep Learning based systems can streamline and simplify the steps involved in diagnosis of diseases from clinical and image-based data, thus providing significant clinician support and workflow optimization. They mimic human cognition and are even capable of diagnosing diseases that cannot be diagnosed with human intelligence. This paper focuses on the survey of machine learning and deep learning applications in across 16 medical specialties, namely Dental medicine, Haematology, Surgery, Cardiology, Pulmonology, Orthopedics, Radiology, Oncology, General medicine, Psychiatry, Endocrinology, Neurology, Dermatology, Hepatology, Nephrology, Ophthalmology, and Drug discovery. In this paper along with the survey, we discuss the advancements of medical practices with these systems and also the impact of these systems on medical professionals.

Time series of data arising across geophysical sciences, remote sensing, automatic control, and a variety of other scientific and engineering applications often reflect observations of an underlying dynamical system operating in a latent state-space. Estimating the evolution of this latent state from data is the central challenge of data assimilation (DA) [28, 39, 49, 68, 75]. However, in these and other applications, we often lack an accurate model of the underlying dynamics, and the dynamical model needs to be learned from the observations to perform DA. This paper introduces auto-differentiable ensemble Kalman filters (AD-EnKFs), a machine learning (ML) framework for the principled co-learning of states and dynamics. This framework enables learning in three core categories of unknown dynamics: (a) parametric dynamical models with unknown parameter values; (b) fully-unknown dynamics captured using neural network (NN) surrogate models; and (c) inaccurate or partially-known dynamical models that can be improved using NN corrections. AD-EnKFs are designed to scale to high-dimensional states, observations, and NN surrogate models. In order to describe the main idea behind the AD-EnKF framework, let us introduce briefly the problem of interest. Our setting will be formalized in §2 below.

Many areas of science make extensive use of computer simulators that implicitly encode likelihood functions of complex systems. Classical statistical methods are poorly suited for these so-called likelihood-free inference (LFI) settings, outside the asymptotic and low-dimensional regimes. Although new machine learning methods, such as normalizing flows, have revolutionized the sample efficiency and capacity of LFI methods, it remains an open question whether they produce reliable measures of uncertainty. This paper presents a statistical framework for LFI that unifies classical statistics with modern machine learning to: (1) efficiently construct frequentist confidence sets and hypothesis tests with finite-sample guarantees of nominal coverage (type I error control) and power; (2) provide practical diagnostics for assessing empirical coverage over the entire parameter space. We refer to our framework as likelihood-free frequentist inference (LF2I). Any method that estimates a test statistic, like the likelihood ratio, can be plugged into our framework to create valid confidence sets and compute diagnostics, without costly Monte Carlo samples at fixed parameter settings. In this work, we specifically study the power of two test statistics (ACORE and BFF), which, respectively, maximize versus integrate an odds function over the parameter space. Our study offers multifaceted perspectives on the challenges in LF2I.

We present two different strategies to extend the classical multi-label chaining approach to handle imprecise probability estimates. These estimates use convex sets of distributions (or credal sets) in order to describe our uncertainty rather than a precise one. The main reasons one could have for using such estimations are (1) to make cautious predictions (or no decision at all) when a high uncertainty is detected in the chaining and (2) to make better precise predictions by avoiding biases caused in early decisions in the chaining. We adapt both strategies to the case of the naive credal classifier, showing that this adaptations are computationally efficient. Our experimental results on missing labels, which investigate how reliable these predictions are in both approaches, indicate that our approaches produce relevant cautiousness on those hard-to-predict instances where the precise models fail.

While modern day economics, and broadly social science research, is often faced with high dimensional estimation problems in which the number of potential explanatory variables is large, often larger than the number of sample observations, the extant literature for high dimensional methods has focused developments mainly on for conditional mean models. Moving beyond the conditional mean, by estimating quantile regression on the other hand, allows to gauge potentially heterogeneous effects of variables directly across the conditional response distribution. While highly influential in the risk-management and finance literature in calculating risk measures such as VaR (i.e., the loss a portfolio's value incurs at a specific probability level), quantile regression has experienced a recent surge in popularity within the macroeconomic literature to quantify risks and vulnerabilities of output growth in response to summary measures of financial health, aptly named growth-at-risk (GaR) (Adrian et al., 2019; Figueres and Jarociński, 2020; Adams et al., 2020). As an important distinction to literature that focuses on forecasting crisis periods directly such as through Markov-switching models (Hubrich and Tetlow, 2015; Guérin and Marcellino, 2013) or probit models (McCracken et al., 2021), GaR instead gives information about the accumulation of risks facing an economy. Since sources of risk can be numerous, high dimensional quantile problems are becoming ever more pertinent to policy makers and practitioners alike which has spurned methods that deal with variable selection and shrinkage for the quantile regression problem (Chernozhukov et al., 2010; Kohns and Szendrei, 2020; Hasenzagl et al., 2020).

In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model selection or uncertainty quantification. Bayesian inference requires the approximation of complicated integrals involving (often costly) posterior distributions. Generally, this approximation is obtained by means of Monte Carlo (MC) methods. In order to reduce the computational cost of the corresponding technique, surrogate models (also called emulators) are often employed. Another alternative approach is the so-called Approximate Bayesian Computation (ABC) scheme. ABC does not require the evaluation of the costly model but the ability to simulate artificial data according to that model. Moreover, in ABC, the choice of a suitable distance between real and artificial data is also required. In this work, we introduce a novel approach where the expensive model is evaluated only in some well-chosen samples. The selection of these nodes is based on the so-called compressed Monte Carlo (CMC) scheme. We provide theoretical results supporting the novel algorithms and give empirical evidence of the performance of the proposed method in several numerical experiments. Two of them are real-world applications in astronomy and satellite remote sensing.

Bayesian neural network (BNN) allows for uncertainty quantification in prediction, offering an advantage over regular neural networks that has not been explored in the differential privacy (DP) framework. We fill this important gap by leveraging recent development in Bayesian deep learning and privacy accounting to offer a more precise analysis of the trade-off between privacy and accuracy in BNN. We propose three DP-BNNs that characterize the weight uncertainty for the same network architecture in distinct ways, namely DP-SGLD (via the noisy gradient method), DP-BBP (via changing the parameters of interest) and DP-MC Dropout (via the model architecture). Interestingly, we show a new equivalence between DP-SGD and DP-SGLD, implying that some non-Bayesian DP training naturally allows for uncertainty quantification. However, the hyperparameters such as learning rate and batch size, can have different or even opposite effects in DP-SGD and DP-SGLD. Extensive experiments are conducted to compare DP-BNNs, in terms of privacy guarantee, prediction accuracy, uncertainty quantification, calibration, computation speed, and generalizability to network architecture. As a result, we observe a new tradeoff between the privacy and the reliability. When compared to non-DP and non-Bayesian approaches, DP-SGLD is remarkably accurate under strong privacy guarantee, demonstrating the great potential of DP-BNN in real-world tasks.