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We propose an expectation-maximization-like(EMlike) method to train Boltzmann machine with unconstrained connectivity. It adopts Monte Carlo approximation in the E-step, and replaces the intractable likelihood objective with efficiently…

Machine Learning · Computer Science 2016-09-08 Jinmeng Song , Chun Yuan

We study the Bayesian approach to variable selection in the context of linear regression. Motivated by a recent work by Rockova and George (2014), we propose an EM algorithm that returns the MAP estimate of the set of relevant variables.…

Computation · Statistics 2016-03-15 Jin Wang , Feng Liang , Yuan Ji

Ising models originated in statistical physics and are widely used in modeling spatial data and computer vision problems. However, statistical inference of this model remains challenging due to intractable nature of the normalizing constant…

Methodology · Statistics 2021-09-06 Minwoo Kim , Shrijita Bhattacharya , Tapabrata Maiti

We use two different methods, Monte Carlo sampling and variational inference (VI), to perform a Bayesian calibration of the effective-range parameters in ${}^3$He-${}^4$He elastic scattering. The parameters are calibrated to data from a…

Nuclear Theory · Physics 2024-08-26 Andrius Burnelis , Vojta Kejzlar , Daniel R. Phillips

Generalized Vector Approximate Message Passing (GVAMP) is an efficient iterative algorithm for approximately minimum-mean-squared-error estimation of a random vector $\mathbf{x}\sim p_{\mathbf{x}}(\mathbf{x})$ from generalized linear…

Information Theory · Computer Science 2018-06-27 Christopher A. Metzler , Philip Schniter , Richard G. Baraniuk

We present VBPI-Mixtures, an algorithm designed to enhance the accuracy of phylogenetic posterior distributions, particularly for tree-topology and branch-length approximations. Despite the Variational Bayesian Phylogenetic Inference…

Machine Learning · Computer Science 2023-10-03 Oskar Kviman , Ricky Molén , Jens Lagergren

We derive a novel variational expectation maximization approach based on truncated posterior distributions. Truncated distributions are proportional to exact posteriors within subsets of a discrete state space and equal zero otherwise. The…

Machine Learning · Statistics 2019-07-12 Jörg Lücke

Variable selection is fundamental to high-dimensional statistical modeling. Many variable selection techniques may be implemented by maximum penalized likelihood using various penalty functions. Optimizing the penalized likelihood function…

Statistics Theory · Mathematics 2007-06-13 David R. Hunter , Runze Li

Recent years have witnessed growing interest in semi-implicit variational inference (SIVI) methods due to their ability to rapidly generate samples from complex distributions. However, since the likelihood of these samples is non-trivial to…

Machine Learning · Computer Science 2025-06-05 Tobias Pielok , Bernd Bischl , David Rügamer

Advances in variational inference enable parameterisation of probabilistic models by deep neural networks. This combines the statistical transparency of the probabilistic modelling framework with the representational power of deep learning.…

Computation and Language · Computer Science 2020-05-05 Tom Pelsmaeker , Wilker Aziz

Amortized variational inference (AVI) replaces instance-specific local inference with a global inference network. While AVI has enabled efficient training of deep generative models such as variational autoencoders (VAE), recent empirical…

Machine Learning · Statistics 2018-07-25 Yoon Kim , Sam Wiseman , Andrew C. Miller , David Sontag , Alexander M. Rush

Variational inference (VI) has emerged as a popular method for approximate inference for high-dimensional Bayesian models. In this paper, we propose a novel VI method that extends the naive mean field via entropic regularization, referred…

Machine Learning · Statistics 2026-02-02 Bohan Wu , David Blei

The effects of different parametrizations on the convergence of Bayesian computational algorithms for hierarchical models are well explored. Techniques such as centering, noncentering and partial noncentering can be used to accelerate…

Computation · Statistics 2015-03-20 Linda S. L. Tan , David J. Nott

Deriving Bayesian inference for exponential random graph models (ERGMs) is a challenging "doubly intractable" problem as the normalizing constants of the likelihood and posterior density are both intractable. Markov chain Monte Carlo (MCMC)…

Computation · Statistics 2019-11-26 Linda S. L. Tan , Nial Friel

Motivation: Assigning RNA-seq reads to their transcript of origin is a fundamental task in transcript expression estimation. Where ambiguities in assignments exist due to transcripts sharing sequence, e.g. alternative isoforms or alleles,…

Quantitative Methods · Quantitative Biology 2015-07-01 James Hensman , Panagiotis Papastamoulis , Peter Glaus , Antti Honkela , Magnus Rattray

With the advancements of computer architectures, the use of computational models proliferates to solve complex problems in many scientific applications such as nuclear physics and climate research. However, the potential of such models is…

Computation · Statistics 2021-07-05 Vojtech Kejzlar , Tapabrata Maiti

Recent work in adversarial attacks has developed provably robust methods for training deep neural network classifiers. However, although they are often mentioned in the context of robustness, deep generative models themselves have received…

Machine Learning · Computer Science 2020-04-23 Filipe Condessa , Zico Kolter

Vectorial Genetic Programming (Vec-GP) extends GP by allowing vectors as input features along regular, scalar features, using them by applying arithmetic operations component-wise or aggregating vectors into scalars by some aggregation…

Neural and Evolutionary Computing · Computer Science 2023-03-07 Philipp Fleck , Stephan Winkler , Michael Kommenda , Michael Affenzeller

Variational inference (VI) combined with data subsampling enables approximate posterior inference over large data sets, but suffers from poor local optima. We first formulate a deterministic annealing approach for the generic class of…

Machine Learning · Statistics 2016-05-31 Stephan Mandt , James McInerney , Farhan Abrol , Rajesh Ranganath , David Blei

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of problems, including the clustering of data based on the Gaussian…

Machine Learning · Statistics 2023-03-28 Pierre Houdouin , Esa Ollila , Frederic Pascal
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