Related papers: Collapsed Variational Bayes Inference of Infinite …

We propose a data-driven approach using a Restricted Boltzmann Machine (RBM) to solve the Schr\"odinger equation in configuration space. Traditional Configuration Interaction (CI) methods construct the wavefunction as a linear combination…

Learning continually from a stream of non-i.i.d. data is an open challenge in deep learning, even more so when working in resource-constrained environments such as embedded devices. Visual models that are continually updated through…

Variational Bayes (VB) is a popular scalable alternative to Markov chain Monte Carlo for Bayesian inference. We study a mean-field spike and slab VB approximation of widely used Bayesian model selection priors in sparse high-dimensional…

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…

Statistical inference methods are fundamentally important in machine learning. Most state-of-the-art inference algorithms are variants of Markov chain Monte Carlo (MCMC) or variational inference (VI). However, both methods struggle with…

We study aleatoric and epistemic uncertainty estimation in a learned regressive system dynamics model. Disentangling aleatoric uncertainty (the inherent randomness of the system) from epistemic uncertainty (the lack of data) is crucial for…

We formalize the problem of learning interdomain correspondences in the absence of paired data as Bayesian inference in a latent variable model (LVM), where one seeks the underlying hidden representations of entities from one domain as…

We study a mean-field spike and slab variational Bayes (VB) approximation to Bayesian model selection priors in sparse high-dimensional linear regression. Under compatibility conditions on the design matrix, oracle inequalities are derived…

In Bayesian analysis, the posterior follows from the data and a choice of a prior and a likelihood. One hopes that the posterior is robust to reasonable variation in the choice of prior and likelihood, since this choice is made by the…

Few Bayesian methods for analyzing high-dimensional sparse survival data provide scalable variable selection, effect estimation and uncertainty quantification. Such methods often either sacrifice uncertainty quantification by computing…

Relevance vector machine (RVM) can be seen as a probabilistic version of support vector machines which is able to produce sparse solutions by linearly weighting a small number of basis functions instead using all of them. Regardless of a…

Multi-view clustering (MVC) aims to explore the common clustering structure across multiple views. Many existing MVC methods heavily rely on the assumption of view consistency, where alignments for corresponding samples across different…

Continuous-Variable (CV) devices are a promising platform for demonstrating large-scale quantum information protocols. In this framework, we define a general quantum computational model based on a CV hardware. It consists of vacuum input…

Markov chain Monte Carlo (MCMC) methods are powerful computational tools for analysis of complex statistical problems. However, their computational efficiency is highly dependent on the chosen proposal distribution, which is generally…

Missing values in covariates due to censoring by signal interference or lack of sensitivity in the measuring devices are common in industrial problems. We propose a full Bayesian solution to the prediction problem with an efficient Markov…

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…

In this work, we develop a novel Bayesian estimation method for the Dirichlet process (DP) mixture of the inverted Dirichlet distributions, which has been shown to be very flexible for modeling vectors with positive elements. The recently…

We consider robust empirical risk minimization (ERM), where model parameters are chosen to minimize the worst-case empirical loss when each data point varies over a given convex uncertainty set. In some simple cases, such problems can be…

A novel family of twelve mixture models with random covariates, nested in the linear $t$ cluster-weighted model (CWM), is introduced for model-based clustering. The linear $t$ CWM was recently presented as a robust alternative to the better…

Despite remarkable progress in recent years, Vision Language Models (VLMs) remain prone to overconfidence and hallucinations on tasks such as Visual Question Answering (VQA) and Visual Reasoning. Bayesian methods can potentially improve…