Related papers: Message passing with relaxed moment matching

This paper presents objective priors for robust Bayesian estimation against outliers based on divergences. The minimum $\gamma$-divergence estimator is well-known to work well estimation against heavy contamination. The robust Bayesian…

Resampling techniques are widely used in statistical inference and ensemble learning, in which estimators' statistical properties are essential. However, existing methods are computationally demanding, because repetitions of…

Meta-reinforcement learning trains a single reinforcement learning agent on a distribution of tasks to quickly generalize to new tasks outside of the training set at test time. From a Bayesian perspective, one can interpret this as…

Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions. However, AMP only applies to independent identically distributed (IID)…

The ranking of experiments by expected information gain (EIG) in Bayesian experimental design is sensitive to changes in the model's prior distribution, and the approximation of EIG yielded by sampling will have errors similar to the use of…

Equilibrium Propagation (EP) is a biologically-inspired algorithm for convergent RNNs with a local learning rule that comes with strong theoretical guarantees. The parameter updates of the neural network during the credit assignment phase…

Error Feedback (EF) is a highly popular and immensely effective mechanism for fixing convergence issues which arise in distributed training methods (such as distributed GD or SGD) when these are enhanced with greedy communication…

Approximate Bayesian Computation (ABC) enables statistical inference in simulator-based models whose likelihoods are difficult to calculate but easy to simulate from. ABC constructs a kernel-type approximation to the posterior distribution…

We present a framework for approximate Bayesian inference when only a limited number of noisy log-likelihood evaluations can be obtained due to computational constraints, which is becoming increasingly common for applications of complex…

High-dimensional signal recovery of standard linear regression is a key challenge in many engineering fields, such as, communications, compressed sensing, and image processing. The approximate message passing (AMP) algorithm proposed by…

Efficient approximation lies at the heart of large-scale machine learning problems. In this paper, we propose a novel, robust maximum entropy algorithm, which is capable of dealing with hundreds of moments and allows for computationally…

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Model-based filtering is often carried out while subject to an imperfect model, as learning partially-observable stochastic systems remains a challenge. Recent work on Bayesian inference found that tempering the likelihood or full posterior…

We present a new method to propagate lower bounds on conditional probability distributions in conventional Bayesian networks. Our method guarantees to provide outer approximations of the exact lower bounds. A key advantage is that we can…

We propose a novel approach to approximate Bayesian computation (ABC) that seeks to cater for possible misspecification of the assumed model. This new approach can be equally applied to rejection-based ABC and to popular regression…

We propose a generative model for robust tensor factorization in the presence of both missing data and outliers. The objective is to explicitly infer the underlying low-CP-rank tensor capturing the global information and a sparse tensor…

Distributional Reinforcement Learning (RL) maintains the entire probability distribution of the reward-to-go, i.e. the return, providing more learning signals that account for the uncertainty associated with policy performance, which may be…

We consider the estimation of an i.i.d.\ random vector observed through a linear transform followed by a componentwise, probabilistic (possibly nonlinear) measurement channel. A novel algorithm, called generalized approximate message…

Background: The uptake of formalized prior elicitation from experts in Bayesian clinical trials has been limited due to challenges such as complex statistical modeling, lack of practical tools, and the cognitive burden placed on experts…

This paper addresses the estimation of parameters of a Bayesian network from incomplete data. The task is usually tackled by running the Expectation-Maximization (EM) algorithm several times in order to obtain a high log-likelihood…