Probabilistic graphical models have been widely used to model complex systems and aid scientific discoveries. As a result, there is a large body of literature focused on consistent model selection. However, scientists are often interested in understanding uncertainty associated with the estimated parameters, which current literature has not addressed thoroughly. In this paper, we propose a novel estimator for edge parameters for pairwise graphical models based on Hyv\arinen scoring rule. Hyv\arinen scoring rule is especially useful in cases where the normalizing constant cannot be obtained efficiently in a closed form.

In this work, we analyze alternative effective sample size (ESS) metrics for importance sampling algorithms, and discuss a possible extended range of applications. We show the relationship between the ESS expressions used in the literature and two entropy families, the Rényi and Tsallis entropy. The Rényi entropy is connected to the Huggins-Roy's ESS family introduced in \cite{Huggins15}. We prove that that all the ESS functions included in the Huggins-Roy's family fulfill all the desirable theoretical conditions. We analyzed and remark the connections with several other fields, such as the Hill numbers introduced in ecology, the Gini inequality coefficient employed in economics, and the Gini impurity index used mainly in machine learning, to name a few. Finally, by numerical simulations, we study the performance of different ESS expressions contained in the previous ESS families in terms of approximation of the theoretical ESS definition, and show the application of ESS formulas in a variable selection problem.

Inthis paper,we employadversarial training to improve the performance of randomized smoothing.

Bayesian quadrature is a probabilistic, model-based approach to numerical integration, the estimation of intractable integrals, or expectations. Although Bayesian quadrature was popularised already in the 1980s, no systematic and comprehensive treatment has been published. The purpose of this survey is to fill this gap. We review the mathematical foundations of Bayesian quadrature from different points of view; present a systematic taxonomy for classifying different Bayesian quadrature methods along the three axes of modelling, inference, and sampling; collect general theoretical guarantees; and provide a controlled numerical study that explores and illustrates the effect of different choices along the axes of the taxonomy. We also provide a realistic assessment of practical challenges and limitations to application of Bayesian quadrature methods and include an up-to-date and nearly exhaustive bibliography that covers not only machine learning and statistics literature but all areas of mathematics and engineering in which Bayesian quadrature or equivalent methods have seen use.