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Approximate Bayesian inference for the class of latent Gaussian models can be achieved efficiently with integrated nested Laplace approximations (INLA). Based on recent reformulations in the INLA methodology, we propose a further extension…

Methodology · Statistics 2025-02-27 Shourya Dutta , Janet van Niekerk , Haavard Rue

Variational autoencoders employ an amortized inference model to approximate the posterior of latent variables. However, such amortized variational inference faces two challenges: (1) the limited posterior expressiveness of fully-factorized…

Machine Learning · Computer Science 2022-12-01 Yookoon Park , Chris Dongjoo Kim , Gunhee Kim

Variational inference for latent variable models is prevalent in various machine learning problems, typically solved by maximizing the Evidence Lower Bound (ELBO) of the true data likelihood with respect to a variational distribution.…

Machine Learning · Computer Science 2018-07-11 Guoqing Zheng , Yiming Yang , Jaime Carbonell

Variational Bayes (VB) is a popular tool for Bayesian inference in statistical modeling. Recently, some VB algorithms are proposed to handle intractable likelihoods with applications such as approximate Bayesian computation. In this paper,…

Numerical Analysis · Mathematics 2021-09-28 Zhijian He , Zhenghang Xu , Xiaoqun Wang

Classical linear discriminant analysis (LDA) is based on squared Frobenious norm and hence is sensitive to outliers and noise. To improve the robustness of LDA, in this paper, we introduce capped l_{2,1}-norm of a matrix, which employs…

Machine Learning · Statistics 2020-11-05 Jiakou Liu , Xiong Xiong , Pei-Wei Ren , Da Zhao , Chun-Na Li , Yuan-Hai Shao

This paper considers estimation of the predictive density for a normal linear model with unknown variance under alpha-divergence loss for -1 <= alpha <= 1. We first give a general canonical form for the problem, and then give general…

Statistics Theory · Mathematics 2013-03-12 Yuzo Maruyama , William E. Strawderman

Deep latent variable models (DLVMs) combine the approximation abilities of deep neural networks and the statistical foundations of generative models. Variational methods are commonly used for inference; however, the exact likelihood of…

Machine Learning · Statistics 2018-06-29 Pierre-Alexandre Mattei , Jes Frellsen

We conduct non-asymptotic analysis on the mean-field variational inference for approximating posterior distributions in complex Bayesian models that may involve latent variables. We show that the mean-field approximation to the posterior…

Statistics Theory · Mathematics 2019-11-06 Wei Han , Yun Yang

This paper introduces the variational R\'enyi bound (VR) that extends traditional variational inference to R\'enyi's alpha-divergences. This new family of variational methods unifies a number of existing approaches, and enables a smooth…

Machine Learning · Statistics 2016-10-31 Yingzhen Li , Richard E. Turner

Learning disentangled representations without supervision or inductive biases, often leads to non-interpretable or undesirable representations. On the other hand, strict supervision requires detailed knowledge of the true generative…

Machine Learning · Computer Science 2020-08-25 Vasilis Margonis , Athanasios Davvetas , Iraklis A. Klampanos

Variational Autoencoders (VAEs) have become a cornerstone in generative modeling and representation learning within machine learning. This paper explores a nuanced aspect of VAEs, focusing on interpreting the Kullback-Leibler (KL)…

Machine Learning · Computer Science 2024-06-25 Mariano Rivera

In this paper, first we introduce the notion of a $\VB$-Lie $2$-algebroid, which can be viewed as the categorification of a $\VB$-Lie algebroid. The tangent prolongation of a Lie $2$-algebroid is a $\VB$-Lie $2$-algebroid naturally. We show…

Mathematical Physics · Physics 2023-02-01 Yunhe Sheng

We consider the problem of sampling from constrained distributions, which has posed significant challenges to both non-asymptotic analysis and algorithmic design. We propose a unified framework, which is inspired by the classical mirror…

Machine Learning · Computer Science 2021-01-01 Ya-Ping Hsieh , Ali Kavis , Paul Rolland , Volkan Cevher

Classification is an important tool with many useful applications. Among the many classification methods, Fisher's Linear Discriminant Analysis (LDA) is a traditional model-based approach which makes use of the covariance information.…

Machine Learning · Statistics 2015-09-21 Qiyi Lu , Xingye Qiao

While disentangled representations have shown promise in generative modeling and representation learning, their downstream usefulness remains debated. Recent studies re-defined disentanglement through a formal connection to symmetries,…

Machine Learning · Computer Science 2024-11-04 Cristian Meo , Louis Mahon , Anirudh Goyal , Justin Dauwels

$\alpha$-posteriors and their variational approximations distort standard posterior inference by downweighting the likelihood and introducing variational approximation errors. We show that such distortions, if tuned appropriately, reduce…

Machine Learning · Statistics 2021-04-20 Marco Avella Medina , José Luis Montiel Olea , Cynthia Rush , Amilcar Velez

In this paper, we develop the notion of evidence lower bound difference (ELBD), based on which an efficient score algorithm is presented to implement feature selection on latent variables of VAE and its variants. Further, we propose weak…

Machine Learning · Statistics 2022-10-11 Yiran Dong , Chuanhou Gao

As a computational alternative to Markov chain Monte Carlo approaches, variational inference (VI) is becoming more and more popular for approximating intractable posterior distributions in large-scale Bayesian models due to its comparable…

Machine Learning · Statistics 2023-06-05 Anirban Bhattacharya , Debdeep Pati , Yun Yang

We introduce an improved variational autoencoder (VAE) for text modeling with topic information explicitly modeled as a Dirichlet latent variable. By providing the proposed model topic awareness, it is more superior at reconstructing input…

Computation and Language · Computer Science 2018-11-02 Yijun Xiao , Tiancheng Zhao , William Yang Wang

Non-negative matrix factorization with the generalized Kullback-Leibler divergence (NMF) and latent Dirichlet allocation (LDA) are two popular approaches for dimensionality reduction of non-negative data. Here, we show that NMF with…

Machine Learning · Computer Science 2024-06-03 Benedikt Geiger , Peter J. Park