Related papers: Variational Dropout and the Local Reparameterizati…

Variational approximation methods have proven to be useful for scaling Bayesian computations to large data sets and highly parametrized models. Applying variational methods involves solving an optimization problem, and recent research in…

Gaussian graphical model selection is usually studied under independent sampling, but in many applications observations arise from dependent dynamics. We study structure learning when the data consist of a single trajectory of Gaussian…

There has been an intense development on the estimation of a sparse regression coefficient vector in statistics, machine learning and related fields. In this paper, we focus on the Bayesian approach to this problem, where sparsity is…

Local Bayesian optimization is a promising practical approach to solve the high dimensional black-box function optimization problem. Among them is the approximated gradient class of methods, which implements a strategy similar to gradient…

The mini-batch stochastic gradient descent (SGD) algorithm is widely used in training machine learning models, in particular deep learning models. We study SGD dynamics under linear regression and two-layer linear networks, with an easy…

Dropout is a simple but efficient regularization technique for achieving better generalization of deep neural networks (DNNs); hence it is widely used in tasks based on DNNs. During training, dropout randomly discards a portion of the…

We present local discriminative Gaussian (LDG) dimensionality reduction, a supervised dimensionality reduction technique for classification. The LDG objective function is an approximation to the leave-one-out training error of a local…

To adopt neural networks in safety critical domains, knowing whether we can trust their predictions is crucial. Bayesian neural networks (BNNs) provide uncertainty estimates by averaging predictions with respect to the posterior weight…

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Recently, 3D Gaussian splatting (3DGS) has gained considerable attentions in the field of novel view synthesis due to its fast performance while yielding the excellent image quality. However, 3DGS in sparse-view settings (e.g., three-view…

We study dropout regularization in continuous-time models through the lens of random-batch methods -- a family of stochastic sampling schemes originally devised to reduce the computational cost of interacting particle systems. We construct…

A nonparametric Bayes approach is proposed for the problem of estimating a sparse sequence based on Gaussian random variables. We adopt the popular two-group prior with one component being a point mass at zero, and the other component being…

This paper propose DualVDT, a generative model for Time-series forecasting. Introduced dual reparametrized variational mechanisms on variational autoencoder (VAE) to tighter the evidence lower bound (ELBO) of the model, prove the advance…

The spatial error model (SEM) is a type of simultaneous autoregressive (SAR) model for analysing spatially correlated data. Markov chain Monte Carlo (MCMC) is one of the most widely used Bayesian methods for estimating SEM, but it has…

Scalable algorithms of posterior approximation allow Bayesian nonparametrics such as Dirichlet process mixture to scale up to larger dataset at fractional cost. Recent algorithms, notably the stochastic variational inference performs local…

We develop a variational Bayesian (VB) approach for estimating large-scale dynamic network models in the network autoregression framework. The VB approach allows for the automatic identification of the dynamic structure of such a model and…

A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias…

This paper presents a novel variational inference framework for deriving a family of Bayesian sparse Gaussian process regression (SGPR) models whose approximations are variationally optimal with respect to the full-rank GPR model enriched…

The Poisson model is frequently employed to describe count data, but in a Bayesian context it leads to an analytically intractable posterior probability distribution. In this work, we analyze a variational Gaussian approximation to the…

Sharpness-aware minimization (SAM) aims to improve the generalisation of gradient-based learning by seeking out flat minima. In this work, we establish connections between SAM and Mean-Field Variational Inference (MFVI) of neural network…