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Markov chain Monte Carlo (MCMC) methods have not been broadly adopted in Bayesian neural networks (BNNs). This paper initially reviews the main challenges in sampling from the parameter posterior of a neural network via MCMC. Such…

Machine Learning · Statistics 2021-10-05 Theodore Papamarkou , Jacob Hinkle , M. Todd Young , David Womble

Testing practices within the machine learning (ML) community have centered around assessing a learned model's predictive performance measured against a test dataset, often drawn from the same distribution as the training dataset. While…

Machine Learning · Computer Science 2021-12-07 Negar Rostamzadeh , Ben Hutchinson , Christina Greer , Vinodkumar Prabhakaran

We study infinite horizon discounted Mean Field Control (MFC) problems with common noise through the lens of Mean Field Markov Decision Processes (MFMDP). We allow the agents to use actions that are randomized not only at the individual…

Optimization and Control · Mathematics 2021-10-14 René Carmona , Mathieu Laurière , Zongjun Tan

Markov chain Monte Carlo (MCMC) methods are sampling methods that have become a commonly used tool in statistics, for example to perform Monte Carlo integration. As a consequence of the increase in computational power, many variations of…

Computation · Statistics 2021-06-14 F. Din-Houn Lau , Sebastian Krumscheid

Exploration and adaptation to new tasks in a transfer learning setup is a central challenge in reinforcement learning. In this work, we build on the idea of modeling a distribution over policies in a Bayesian deep reinforcement learning…

Machine Learning · Computer Science 2019-06-11 Disha Shrivastava , Eeshan Gunesh Dhekane , Riashat Islam

We propose a novel method to learn intractable distributions from their samples. The main idea is to use a parametric distribution model, such as a Gaussian Mixture Model (GMM), to approximate intractable distributions by minimizing the…

Machine Learning · Computer Science 2023-08-15 Chenqiu Zhao , Guanfang Dong , Anup Basu

The energy scaling laws of multihop data fusion networks for distributed inference are considered. The fusion network consists of randomly located sensors distributed i.i.d. according to a general spatial distribution in an expanding…

Information Theory · Computer Science 2016-11-17 Animashree Anandkumar , Joseph E. Yukich , Lang Tong , Ananthram Swami

In this paper, we are interested in optimal decisions in a partially observable Markov universe. Our viewpoint departs from the dynamic programming viewpoint: we are directly approximating an optimal strategic tree depending on the…

General Mathematics · Mathematics 2007-05-23 Frederic Dambreville

Posterior sampling is a task of central importance in Bayesian inference. For many applications in Bayesian meta-analysis and Bayesian transfer learning, the prior distribution is unknown and needs to be estimated from samples. In practice,…

Computation · Statistics 2024-08-06 Chenyang Zhong , Shouxuan Ji , Tian Zheng

Neural networks, particularly message-passing neural networks (MPNNs), are increasingly used as heuristics for hard combinatorial optimization problems. Yet many learning-based methods rely on supervision, reinforcement learning, or…

Machine Learning · Computer Science 2026-05-14 Chendi Qian , Christopher Morris , Stefanie Jegelka , Christian Sohler

The graph structure is a commonly used data storage mode, and it turns out that the low-dimensional embedded representation of nodes in the graph is extremely useful in various typical tasks, such as node classification, link prediction ,…

Social and Information Networks · Computer Science 2020-08-03 Xing Li , Wei Wei , Xiangnan Feng , Xue Liu , Zhiming Zheng

Distribution learning finds probability density functions from a set of data samples, whereas clustering aims to group similar data points to form clusters. Although there are deep clustering methods that employ distribution learning…

Machine Learning · Computer Science 2024-08-08 Guanfang Dong , Zijie Tan , Chenqiu Zhao , Anup Basu

With the development of federated learning (FL), mobile devices (MDs) are able to train their local models with private data and sends them to a central server for aggregation, thereby preventing sensitive raw data leakage. In this paper,…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-15 Shunfeng Chu , Jun Li , Jianxin Wang , Zhe Wang , Ming Ding , Yijin Zang , Yuwen Qian , Wen Chen

We propose a Fourier-based learning algorithm for highly nonlinear multiclass classification. The algorithm is based on a smoothing technique to calculate the probability distribution of all classes. To obtain the probability distribution,…

Machine Learning · Computer Science 2022-11-17 Soheil Mehrabkhani

Cyclical MCMC is a novel MCMC framework recently proposed by Zhang et al. (2019) to address the challenge posed by high-dimensional multimodal posterior distributions like those arising in deep learning. The algorithm works by generating a…

Computation · Statistics 2024-03-04 Liwei Wang , Xinru Liu , Aaron Smith , Yves Atchade

Machine learning algorithms relying on deep neural networks recently allowed a great leap forward in artificial intelligence. Despite the popularity of their applications, the efficiency of these algorithms remains largely unexplained from…

Disordered Systems and Neural Networks · Physics 2020-03-24 Marylou Gabrié

We propose a \textbf{uni}fied \textbf{f}ramework for \textbf{i}mplicit \textbf{ge}nerative \textbf{m}odeling (UnifiGem) with theoretical guarantees by integrating approaches from optimal transport, numerical ODE, density-ratio…

Machine Learning · Computer Science 2020-02-18 Yuan Gao , Jian Huang , Yuling Jiao , Jin Liu

Within the machine learning community, the widely-used uniform convergence framework has been used to answer the question of how complex, over-parameterized models can generalize well to new data. This approach bounds the test error of the…

Machine Learning · Statistics 2021-03-05 Ryan Theisen , Jason M. Klusowski , Michael W. Mahoney

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

We propose a novel sampling-based federated learning framework for statistical inference on M-estimators with non-smooth objective functions, which frequently arise in modern statistical applications such as quantile regression and AUC…

Methodology · Statistics 2025-05-06 Xiudi Li , Lu Tian , Tianxi Cai
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