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Variational autoencoders (VAEs) are popular likelihood-based generative models which can be efficiently trained by maximizing an Evidence Lower Bound (ELBO). There has been much progress in improving the expressiveness of the variational…

Variational Bayes (VB) provides a computationally efficient alternative to Markov Chain Monte Carlo, especially for high-dimensional and large-scale inference. However, existing theory on VB primarily focuses on fixed-dimensional settings…

Training large models ranging from millions to billions of parameters is highly resource-intensive, requiring significant time, compute, and memory. It is observed that most of the learning (higher change in weights) takes place in the…

We introduce a quantum Viterbi decoding algorithm for hidden quantum Markov models (HQMMs) motivated by quantum information processing and quantum algorithms. Given a finite sequence of measurement outcomes, the algorithm identifies hidden…

Hidden Markov Models (HMMs) can be accurately approximated using co-occurrence frequencies of pairs and triples of observations by using a fast spectral method in contrast to the usual slow methods like EM or Gibbs sampling. We provide a…

A regularized vector autoregressive hidden semi-Markov model is developed to analyze multivariate financial time series with switching data generating regimes. Furthermore, an augmented EM algorithm is proposed for parameter estimation by…

Vision Transformers (ViTs) have become one of the dominant architectures in computer vision, and pre-trained ViT models are commonly adapted to new tasks via fine-tuning. Recent works proposed several parameter-efficient transfer learning…

With the rise of Deep Neural Networks, machine learning systems are nowadays ubiquitous in a number of real-world applications, which bears the need for highly reliable models. This requires a thorough look not only at the accuracy of such…

The spatial error model (SEM) is a type of simultaneous autoregressive (SAR) model for analysing spatially correlated data. Markov chain Monte Carlo (MCMC) is one of the most widely used Bayesian methods for estimating SEM, but it has…

Machine learning is vital in high-stakes domains, yet conventional validation methods rely on averaging metrics like mean squared error (MSE) or mean absolute error (MAE), which fail to quantify extreme errors. Worst-case prediction…

We study a class of stochastic models of mass transport on discrete vertex set $V$. For these models, a one-parameter family of homogeneous product measures $\otimes_{i\in V} \nu_\theta$ is reversible. We prove that the set of mixtures of…

Hidden Markov models (HMMs) are popular models to identify a finite number of latent states from sequential data. However, fitting them to large data sets can be computationally demanding because most likelihood maximization techniques…

Energy-Based Models (EBMs) present a flexible and appealing way to represent uncertainty. Despite recent advances, training EBMs on high-dimensional data remains a challenging problem as the state-of-the-art approaches are costly, unstable,…

We review the concept of support vector machines (SVMs) and discuss examples of their use. One of the benefits of SVM algorithms, compared with neural networks and decision trees is that they can be less susceptible to over fitting than…

Fine-tuning is becoming widely used for leveraging the power of pre-trained foundation models in new downstream tasks. While there are many successes of fine-tuning on various tasks, recent studies have observed challenges in the…

The Expectation Maximization (EM) algorithm is a versatile tool for model parameter estimation in latent data models. When processing large data sets or data stream however, EM becomes intractable since it requires the whole data set to be…

We show that maximum entropy (maxent) models can be modeled with certain kinds of HMMs, allowing us to construct maxent models with hidden variables, hidden state sequences, or other characteristics. The models can be trained using the…

The estimation of the Extreme Value Index (EVI) is fundamental in extreme value analysis but suffers from high variance due to reliance on only a few extreme observations. We propose a control variates based transfer learning approach in a…

Variational Auto-Encoders (VAEs) have become very popular techniques to perform inference and learning in latent variable models as they allow us to leverage the rich representational power of neural networks to obtain flexible…

Vision transformers (ViTs) have demonstrated remarkable performance in a variety of vision tasks. Despite their promising capabilities, training a ViT requires a large amount of diverse data. Several studies empirically found that using…