Related papers: Hierarchical Implicit Models and Likelihood-Free V…
Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…
Random feature latent variable models (RFLVMs) represent the state-of-the-art in latent variable models, capable of handling non-Gaussian likelihoods and effectively uncovering patterns in high-dimensional data. However, their heavy…
Implicit models are a general class of learning models that forgo the hierarchical layer structure typical in neural networks and instead define the internal states based on an ``equilibrium'' equation, offering competitive performance and…
Variational inference (VI) is a popular method for approximating intractable posterior distributions in Bayesian inference and probabilistic machine learning. In this paper, we introduce a general framework for quantifying the statistical…
We discuss probabilistic neural networks with a fixed internal representation as models for machine understanding. Here understanding is intended as mapping data to an already existing representation which encodes an {\em a priori}…
Likelihood-free methods are an essential tool for performing inference for implicit models which can be simulated from, but for which the corresponding likelihood is intractable. However, common likelihood-free methods do not scale well to…
The use of standard statistical methods, such as maximum likelihood, is often justified based on their asymptotic properties. For suitably regular models, this theory is standard but, when the model is non-regular, e.g., the support depends…
Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference…
Hierarchical models represent a challenging setting for inference algorithms. MCMC methods struggle to scale to large models with many local variables and observations, and variational inference (VI) may fail to provide accurate…
The paper introduces a generalization for known probabilistic models such as log-linear and graphical models, called here multiplicative models. These models, that express probabilities via product of parameters are shown to capture…
Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…
Deploying deep neural networks for risk-sensitive tasks necessitates an uncertainty estimation mechanism. This paper introduces hierarchical selective classification, extending selective classification to a hierarchical setting. Our…
Variational inference algorithms have proven successful for Bayesian analysis in large data settings, with recent advances using stochastic variational inference (SVI). However, such methods have largely been studied in independent or…
Most successful machine intelligence systems rely on gradient-based learning, which is made possible by backpropagation. Some systems are designed to aid us in interpreting data when explicit goals cannot be provided. These unsupervised…
Probabilistic modeling is iterative. A scientist posits a simple model, fits it to her data, refines it according to her analysis, and repeats. However, fitting complex models to large data is a bottleneck in this process. Deriving…
Implicit stochastic models, where the data-generation distribution is intractable but sampling is possible, are ubiquitous in the natural sciences. The models typically have free parameters that need to be inferred from data collected in…
Modern neural networks tend to be overconfident on unseen, noisy or incorrectly labelled data and do not produce meaningful uncertainty measures. Bayesian deep learning aims to address this shortcoming with variational approximations (such…
Machines that can replicate human intelligence with type 2 reasoning capabilities should be able to reason at multiple levels of spatio-temporal abstractions and scales using internal world models. Devising formalisms to develop such…
Hidden Markov Models (HMMs) comprise a powerful generative approach for modeling sequential data and time-series in general. However, the commonly employed assumption of the dependence of the current time frame to a single or multiple…
Recently, probabilistic predictive coding that directly models the conditional distribution of latent features across successive frames for temporal redundancy removal has yielded promising results. Existing methods using a single-scale…