Related papers: Variational Pseudolikelihood for Regularized Ising…

The graphical lasso is a widely used algorithm for fitting undirected Gaussian graphical models. However, for inference on functionals of edge values in the learned graph, standard tools lack formal statistical guarantees, such as control…

Importance weighted variational inference (Burda et al., 2015) uses multiple i.i.d. samples to have a tighter variational lower bound. We believe a joint proposal has the potential of reducing the number of redundant samples, and introduce…

Factor-revealing linear programs (LPs) and policy-revealing LPs arise in various contexts of algorithm design and analysis. They are commonly used techniques for analyzing the performance of approximation and online algorithms, especially…

Sparse high dimensional graphical model selection is a popular topic in contemporary machine learning. To this end, various useful approaches have been proposed in the context of $\ell_1$-penalized estimation in the Gaussian framework.…

Undirected graphical models are applied in genomics, protein structure prediction, and neuroscience to identify sparse interactions that underlie discrete data. Although Bayesian methods for inference would be favorable in these contexts,…

The $p$-tensor Ising model is a one-parameter discrete exponential family for modeling dependent binary data, where the sufficient statistic is a multi-linear form of degree $p \geq 2$. This is a natural generalization of the matrix Ising…

We introduce two new particle-based algorithms for learning latent variable models via marginal maximum likelihood estimation, including one which is entirely tuning-free. Our methods are based on the perspective of marginal maximum…

In this paper, we investigate the principle that `good explanations are hard to vary' in the context of deep learning. We show that averaging gradients across examples -- akin to a logical OR of patterns -- can favor memorization and…

Inference and learning of graphical models are both well-studied problems in statistics and machine learning that have found many applications in science and engineering. However, exact inference is intractable in general graphical models,…

Pairwise likelihood is a useful approximation to the full likelihood function for covariance estimation in high-dimensional context. It simplifies high-dimensional dependencies by combining marginal bivariate likelihood objects, thus making…

Many popular statistical models for complex phenomena are intractable, in the sense that the likelihood function cannot easily be evaluated. Bayesian estimation in this setting remains challenging, with a lack of computational methodology…

We propose a scalable variational Bayes method for statistical inference for a single or low-dimensional subset of the coordinates of a high-dimensional parameter in sparse linear regression. Our approach relies on assigning a mean-field…

Deep Gaussian processes provide a flexible approach to probabilistic modelling of data using either supervised or unsupervised learning. For tractable inference approximations to the marginal likelihood of the model must be made. The…

We consider estimation of the covariance matrix of a multivariate random vector under the constraint that certain covariances are zero. We first present an algorithm, which we call Iterative Conditional Fitting, for computing the maximum…

Classical or quantum physical systems can simulate the Ising Hamiltonian for large-scale optimization and machine learning. However, devices such as quantum annealers and coherent Ising machines suffer an exponential drop in the probability…

It is common practice to collect observations of feature and response pairs from different environments. A natural question is how to identify features that have consistent prediction power across environments. The invariant causal…

Probabilistic programming is the idea of writing models from statistics and machine learning using program notations and reasoning about these models using generic inference engines. Recently its combination with deep learning has been…

Sparse deep learning aims to address the challenge of huge storage consumption by deep neural networks, and to recover the sparse structure of target functions. Although tremendous empirical successes have been achieved, most sparse deep…

Discrete Markov random fields are undirected graphical models that capture complex conditional dependencies between discrete variables. Conducting exact posterior inference in these models is often computationally challenging because…

Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and…