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We consider log-supermodular models on binary variables, which are probabilistic models with negative log-densities which are submodular. These models provide probabilistic interpretations of common combinatorial optimization tasks such as…

Machine Learning · Statistics 2016-08-19 Tatiana Shpakova , Francis Bach

We propose a method to approximate the distribution of robot configurations satisfying multiple objectives. Our approach uses variational inference, a popular method in Bayesian computation, which has several advantages over sampling-based…

Robotics · Computer Science 2019-11-25 Emmanuel Pignat , Teguh Lembono , Sylvain Calinon

This paper studies inference in linear models with a high-dimensional parameter matrix that can be well-approximated by a ``spiked low-rank matrix.'' A spiked low-rank matrix has rank that grows slowly compared to its dimensions and nonzero…

Statistics Theory · Mathematics 2023-01-04 Victor Chernozhukov , Christian Hansen , Yuan Liao , Yinchu Zhu

We consider jointly estimating the coefficient matrix and the error precision matrix in high-dimensional multivariate linear regression models. Bayesian methods in this context often face computational challenges, leading to previous…

Methodology · Statistics 2025-08-25 Xuan Cao , Kyoungjae Lee

In practical regression applications, multiple covariates are often measured, but not all may be associated with the response variable. Identifying and including only the relevant covariates in the model is crucial for improving prediction…

Methodology · Statistics 2026-03-10 Ana Carolina da Cruz , Camila P. E. de Souza , Pedro H. T. O. Sousa

Sparse high-dimensional linear regression is a central problem in statistics, where the goal is often variable selection and/or coefficient estimation. We propose a mean-field variational Bayes approximation for sparse regression with…

Methodology · Statistics 2025-12-02 Chadi Bsila , Yiqi Tang , Kaiwen Wang , Laurie Heyer

Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model…

Machine Learning · Computer Science 2019-05-28 Manikanta Srikar Yellapragada , Chandra Prakash Konkimalla

Inference scaling helps LLMs solve complex reasoning problems through extended runtime computation. On top of long chain-of-thought (long-CoT) models, purely inference-time techniques such as best-of-N (BoN) sampling, majority voting, or…

Large language models (LLMs) have shown strong results on a range of applications, including regression and scoring tasks. Typically, one obtains outputs from an LLM via autoregressive sampling from the model's output distribution. We show…

Computation and Language · Computer Science 2024-11-04 Michal Lukasik , Harikrishna Narasimhan , Aditya Krishna Menon , Felix Yu , Sanjiv Kumar

Bayesian inference was once a gold standard for learning with neural networks, providing accurate full predictive distributions and well calibrated uncertainty. However, scaling Bayesian inference techniques to deep neural networks is…

Machine Learning · Computer Science 2019-07-18 Pavel Izmailov , Wesley J. Maddox , Polina Kirichenko , Timur Garipov , Dmitry Vetrov , Andrew Gordon Wilson

Models with a large number of latent variables are often used to fully utilize the information in big or complex data. However, they can be difficult to estimate using standard approaches, and variational inference methods are a popular…

Methodology · Statistics 2021-04-20 Rubén Loaiza-Maya , Michael Stanley Smith , David J. Nott , Peter J. Danaher

We derive and present explicit algorithms to facilitate streamlined computing for variational inference for models containing higher level random effects. Existing literature, such as Lee and Wand (2016), is such that streamlined…

Computation · Statistics 2020-07-07 Tui H. Nolan , Marianne Menictas , Matt P. Wand

Motivation: The mapping of RNA-seq reads to their transcripts of origin is a fundamental task in transcript expression estimation and differential expression scoring. Where ambiguities in mapping exist due to transcripts sharing sequence,…

Genomics · Quantitative Biology 2015-01-28 James Hensman , Peter Glaus , Antti Honkela , Magnus Rattray

Multivariate spatially-oriented data sets are prevalent in the environmental and physical sciences. Scientists seek to jointly model multiple variables, each indexed by a spatial location, to capture any underlying spatial association for…

Methodology · Statistics 2021-08-19 Lu Zhang , Sudipto Banerjee

This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

Applications · Statistics 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

Variational inference consists in finding the best approximation of a target distribution within a certain family, where `best' means (typically) smallest Kullback-Leiber divergence. We show that, when the approximation family is…

Computation · Statistics 2025-09-24 Yvann Le Fay , Nicolas Chopin , Simon Barthelmé

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…

Methodology · Statistics 2020-11-20 Kolyan Ray , Botond Szabo

In computational mechanics, multiple models are often present to describe a physical system. While Bayesian model selection is a helpful tool to compare these models using measurement data, it requires the computationally expensive…

Computation · Statistics 2025-04-14 Subhayan De , Reza Farzad , Patrick T. Brewick , Erik A. Johnson , Steven F. Wojtkiewicz

We introduce a Bayesian framework for inference with a supervised version of the Gaussian process latent variable model. The framework overcomes the high correlations between latent variables and hyperparameters by using an unbiased pseudo…

Machine Learning · Statistics 2018-03-29 Charles Gadd , Sara Wade , Akeel Shah , Dimitris Grammatopoulos

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Peter Green , Simon Maskell