Related papers: Expectation Propagation performs a smoothed gradie…
We propose a novel algorithm to solve the expectation propagation relaxation of Bayesian inference for continuous-variable graphical models. In contrast to most previous algorithms, our method is provably convergent. By marrying convergent…
Bayesian learning is often hampered by large computational expense. As a powerful generalization of popular belief propagation, expectation propagation (EP) efficiently approximates the exact Bayesian computation. Nevertheless, EP can be…
Backpropagation learning algorithm, the workhorse of modern artificial intelligence, is notoriously difficult to implement in physical neural networks. Equilibrium Propagation (EP) is an alternative with comparable efficiency and strong…
In this paper, we study a fast approximate inference method based on expectation propagation for exploring the posterior probability distribution arising from the Bayesian formulation of nonlinear inverse problems. It is capable of…
We are interested in privatizing an approximate posterior inference algorithm called Expectation Propagation (EP). EP approximates the posterior by iteratively refining approximations to the local likelihoods, and is known to provide better…
Exponential family distributions are highly useful in machine learning since their calculation can be performed efficiently through natural parameters. The exponential family has recently been extended to the t-exponential family, which…
Bayesian inference on non-Gaussian data is often non-analytic and requires computationally expensive approximations such as sampling or variational inference. We propose an approximate inference framework primarily designed to be…
Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models…
We study the expectation propagation (EP) algorithm for symbol detection in massive multiple-input multiple-output (MIMO) systems. The EP detector shows excellent performance but suffers from a high computational complexity due to the…
This paper presents a novel Bayesian approach for hyperspectral image unmixing. The observed pixels are modeled by a linear combination of material signatures weighted by their corresponding abundances. A spike-and-slab abundance prior is…
In recent years, inconsistency in Bayesian deep learning has attracted significant attention. Tempered or generalized posterior distributions are frequently employed as direct and effective solutions. Nonetheless, the underlying mechanisms…
This paper makes two contributions to Bayesian machine learning algorithms. Firstly, we propose stochastic natural gradient expectation propagation (SNEP), a novel alternative to expectation propagation (EP), a popular variational inference…
Laplace approximations are a standard tool for computationally efficient inference in latent Gaussian models, but they fail for quantile regression with the asymmetric Laplace likelihood because the observed Hessian vanishes almost…
Equilibrium Propagation (EP) is a biologically-inspired algorithm for convergent RNNs with a local learning rule that comes with strong theoretical guarantees. The parameter updates of the neural network during the credit assignment phase…
Equilibrium propagation (EP) is a training framework for energy-based systems, i.e. systems whose physics minimizes an energy function. EP has been explored in various classical physical systems such as resistor networks, elastic networks,…
Equilibrium Propagation (EP) is a learning algorithm for training Energy-based Models (EBMs) on static inputs which leverages the variational description of their fixed points. Extending EP to time-varying inputs is a challenging problem,…
Finite mixture models are among the most popular statistical models used in different data science disciplines. Despite their broad applicability, inference under these models typically leads to computationally challenging non-convex…
Equilibrium Propagation (EP) is a biologically inspired local learning rule first proposed for convergent recurrent neural networks (CRNNs), in which synaptic updates depend only on neuron states from two distinct phases. EP estimates…
Rich and complex time-series data, such as those generated from engineering systems, financial markets, videos or neural recordings, are now a common feature of modern data analysis. Explaining the phenomena underlying these diverse data…
Approximate inference techniques are the cornerstone of probabilistic methods based on Gaussian process priors. Despite this, most work approximately optimizes standard divergence measures such as the Kullback-Leibler (KL) divergence, which…