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Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

Computation · Statistics 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

Belief updating in Bayes nets, a well known computationally hard problem, has recently been approximated by several deterministic algorithms, and by various randomized approximation algorithms. Deterministic algorithms usually provide…

Artificial Intelligence · Computer Science 2013-02-18 Eugene Santos , Solomon Eyal Shimony , Edward Williams

Bayesian inference is often implemented using approximations, which can yield interval estimates that are too narrow, not fully capturing the uncertainty in the posterior distribution. We address the question of how to adjust these…

Methodology · Statistics 2026-03-23 Tiffany Cai , Philip Greengard , Ben Goodrich , Andrew Gelman

Full Bayesian posteriors are rarely analytically tractable, which is why real-world Bayesian inference heavily relies on approximate techniques. Approximations generally differ from the true posterior and require diagnostic tools to assess…

Machine Learning · Statistics 2022-03-08 Luca Rendsburg , Agustinus Kristiadi , Philipp Hennig , Ulrike von Luxburg

Quantum machine learning promises great speedups over classical algorithms, but it often requires repeated computations to achieve a desired level of accuracy for its point estimates. Bayesian learning focuses more on sampling from…

Quantum Physics · Physics 2021-07-21 Noah Berner , Vincent Fortuin , Jonas Landman

Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to…

Populations and Evolution · Quantitative Biology 2014-05-09 Florian Hartig , Claudia Dislich , Thorsten Wiegand , Andreas Huth

Bayesian neural network posterior distributions have a great number of modes that correspond to the same network function. The abundance of such modes can make it difficult for approximate inference methods to do their job. Recent work has…

Machine Learning · Statistics 2024-07-03 Tommy Rochussen

Bayesian methods have proved powerful in many applications for the inference of model parameters from data. These methods are based on Bayes' theorem, which itself is deceptively simple. However, in practice the computations required are…

Methodology · Statistics 2020-07-10 Michael A. Chappell , Mark W. Woolrich

In Bayesian networks, exact belief propagation is achieved through message passing algorithms. These algorithms (ex: inward and outward) provide only a recursive definition of the corresponding messages. In contrast, when working on hidden…

Probability · Mathematics 2012-01-24 G. Nuel

Deep learning models are being used for the analysis of parametric statistical models based on simulation-only frameworks. Bayesian models using normalizing flows simulate data from a prior distribution and are composed of two deep neural…

Statistics Theory · Mathematics 2026-03-12 Stefan Böhringer

We study Bayesian hypernetworks: a framework for approximate Bayesian inference in neural networks. A Bayesian hypernetwork $\h$ is a neural network which learns to transform a simple noise distribution, $p(\vec\epsilon) = \N(\vec 0,\mat…

Machine Learning · Statistics 2018-04-26 David Krueger , Chin-Wei Huang , Riashat Islam , Ryan Turner , Alexandre Lacoste , Aaron Courville

Bayesian network is a complete model for the variables and their relationships, it can be used to answer probabilistic queries about them. A Bayesian network can thus be considered a mechanism for automatically applying Bayes' theorem to…

Artificial Intelligence · Computer Science 2010-11-08 Jianguo Ding

Recent work has shown that the prior over functions induced by a deep Bayesian neural network (BNN) behaves as a Gaussian process (GP) as the width of all layers becomes large. However, many BNN applications are concerned with the BNN…

Machine Learning · Statistics 2020-11-30 Jiri Hron , Yasaman Bahri , Roman Novak , Jeffrey Pennington , Jascha Sohl-Dickstein

We consider the use of randomised forward models and log-likelihoods within the Bayesian approach to inverse problems. Such random approximations to the exact forward model or log-likelihood arise naturally when a computationally expensive…

Statistics Theory · Mathematics 2019-10-29 H. C. Lie , T. J. Sullivan , A. L. Teckentrup

Approximate Bayesian inference methods provide a powerful suite of tools for finding approximations to intractable posterior distributions. However, machine learning applications typically involve selecting actions, which -- in a Bayesian…

Machine Learning · Statistics 2022-01-11 Michael J. Morais , Jonathan W. Pillow

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

Methodology · Statistics 2024-01-17 Xiaohao Cai , Jason D. McEwen , Marcelo Pereyra

Test-time guidance is a widely used mechanism for steering pretrained diffusion models toward outcomes specified by a reward function. Existing approaches, however, focus on maximizing reward rather than sampling from the true Bayesian…

Machine Learning · Computer Science 2026-02-27 Daniel Geyfman , Felix Draxler , Jan Groeneveld , Hyunsoo Lee , Theofanis Karaletsos , Stephan Mandt

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…

Artificial Intelligence · Computer Science 2012-05-14 Daniel Andrade , Bernhard Sick

When does a machine learning model predict the future of individuals and when does it recite patterns that predate the individuals? In this work, we propose a distinction between these two pathways of prediction, supported by theoretical,…

Machine Learning · Computer Science 2024-03-12 Moritz Hardt , Michael P. Kim

Current literature on posterior approximation for Bayesian inference offers many alternative methods. Does our chosen approximation scheme work well on the observed data? The best existing generic diagnostic tools treating this kind of…

Computation · Statistics 2020-06-22 Hanwen Xing , Geoff K. Nicholls , Jeong Eun Lee