arXiv subjects

Oskar Gustafsson

Publications and source records attributed to Oskar Gustafsson.

4 recordsLinked to original sources

arXiv2026

In-Context Learning for Wound Classification with Small Multimodal Language Models

Wound image classification is often treated as a task-specific supervised learning problem, requiring substantial amounts of manually labelled data and retraining when the label space or deployment setting changes. This study evaluated whether small multimodal language models (SMLMs) can provide a training-free alternative for wound classification through retrieval-based in-context learning (ICL). Experiments used two public wound-image datasets: the Kaggle wound dataset (1469 images, 10 classes) and the Medetec dataset (560 images, 9 classes). Eleven SMLMs from the Qwen 3.5, Ministral 3, and Gemma 4 families were evaluated under zero-shot prompting and few-shot prompting with random support examples, embedding-based k-nearest-neighbour (kNN) retrieval, and kNN retrieval followed by maximal marginal relevance reranking (MMR). Retrieval-only weighted-kNN controls, support-set reduction experiments, and support-context size sweeps were used to assess the effects of retrieval, model scale, and prompt length. Query-conditioned ICL consistently outperformed zero-shot and random few-shot prompting. On the Kaggle dataset, the best result was achieved by Qwen 3.5 27B with kNN+MMR, reaching 0.872 accuracy and 0.871 F1 score. On Medetec, Qwen 3.5 27B with kNN+MMR reached 0.678 accuracy and 0.670 F1. Larger models exceeded matched weighted-kNN controls, indicating use of retrieved examples beyond nearest-neighbour voting. Retrieval-based ICL degraded modestly under support-set reduction, and most gains saturated with 8-10 support images. Retrieval-based ICL allows SMLMs to perform adaptable wound image classification without task-specific retraining. Compact retrieved contexts may support practical and privacy-conscious deployment, although performance remains dependent on model scale, retrieval strategy, and dataset difficulty.

cs.CV↗

arXiv2025

Variational inference for steady-state BVARs

The steady-state Bayesian vector autoregression (BVAR) makes it possible to incorporate prior information about the long-run mean of the process. This has been shown in many studies to substantially improve forecasting performance, and the model is routinely used for forecasting and macroeconomic policy analysis at central banks and other financial institutions. Steady-steady BVARs are estimated using Gibbs sampling, which is time-consuming for the increasingly popular large-scale BVAR models with many variables. We propose a fast variational inference (VI) algorithm for approximating the parameter posterior and predictive distribution of the steady-state BVAR, as well as log predictive scores for model comparison. We use simulated and real US macroeconomic data to show that VI produces results that are very close to those from Gibbs sampling. The computing time of VI can be orders of magnitude lower than Gibbs sampling, in particular for log predictive scores, and VI is shown to scale much better with the number of time series in the system.

stat.CO↗

arXiv2024

Spectral domain likelihoods for Bayesian inference in time-varying parameter models

Inference for locally stationary processes is often based on some local Whittle-type approximation of the likelihood function defined in the frequency domain. The main reasons for using such a likelihood approximation is that i) it has substantially lower computational cost and better scalability to long time series compared to the time domain likelihood, particularly when used for Bayesian inference via Markov Chain Monte Carlo (MCMC), ii) convenience when the model itself is specified in the frequency domain, and iii) it provides access to bootstrap and subsampling MCMC which exploits the asymptotic independence of Fourier transformed data. Most of the existing literature compares the asymptotic performance of the maximum likelihood estimator (MLE) from such frequency domain likelihood approximation with the exact time domain MLE. Our article uses three simulation studies to assess the finite-sample accuracy of several frequency domain likelihood functions when used to approximate the posterior distribution in time-varying parameter models. The methods are illustrated on an application to egg price data.

stat.ME↗

arXiv2022

Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates

Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially updated by new function evaluations. An acquisition strategy uses this posterior distribution to decide where to place the next function evaluation. We propose a novel Bayesian optimization framework for situations where the user controls the computational effort, and therefore the precision of the function evaluations. This is a common situation in econometrics where the marginal likelihood is often computed by Markov chain Monte Carlo (MCMC) or importance sampling methods, with the precision of the marginal likelihood estimator determined by the number of samples. The new acquisition strategy gives the optimizer the option to explore the function with cheap noisy evaluations and therefore find the optimum faster. The method is applied to estimating the prior hyperparameters in two popular models on US macroeconomic time series data: the steady-state Bayesian vector autoregressive (BVAR) and the time-varying parameter BVAR with stochastic volatility. The proposed method is shown to find the optimum much quicker than traditional Bayesian optimization or grid search.

stat.CO↗