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We present a continuation method that entails generating a sequence of transition probability density functions from the prior to the posterior in the context of Bayesian inference for parameter estimation problems. The characterization of…

Computation · Statistics 2019-11-27 Ben Mansour Dia

Monte Carlo (MC) integration is the de facto method for approximating the predictive distribution of Bayesian neural networks (BNNs). But, even with many MC samples, Gaussian-based BNNs could still yield bad predictive performance due to…

Machine Learning · Computer Science 2022-10-18 Agustinus Kristiadi , Runa Eschenhagen , Philipp Hennig

Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…

Despite advances in deep probabilistic models, learning discrete latent representations remains challenging. This work introduces a novel method to improve inference in discrete Variational Autoencoders by reframing the inference problem…

Machine Learning · Computer Science 2025-06-11 María Martínez-García , Grace Villacrés , David Mitchell , Pablo M. Olmos

The framework of variational autoencoders allows us to efficiently learn deep latent-variable models, such that the model's marginal distribution over observed variables fits the data. Often, we're interested in going a step further, and…

Machine Learning · Statistics 2020-12-22 Ilyes Khemakhem , Diederik P. Kingma , Ricardo Pio Monti , Aapo Hyvärinen

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

We show how to use a variational approximation to the logistic function to perform approximate inference in Bayesian networks containing discrete nodes with continuous parents. Essentially, we convert the logistic function to a Gaussian,…

Artificial Intelligence · Computer Science 2013-01-30 Kevin Murphy

The key to VI is the selection of a tractable density to approximate the Bayesian posterior. For large and complex models a common choice is to assume independence between multivariate blocks in a partition of the parameter space. While…

Machine Learning · Statistics 2025-10-07 Yu Fu , Michael Stanley Smith , Anastasios Panagiotelis

Multimodal variational autoencoders (VAEs) aim to capture shared latent representations by integrating information from different data modalities. A significant challenge is accurately inferring representations from any subset of modalities…

Machine Learning · Computer Science 2024-10-16 Yuta Oshima , Masahiro Suzuki , Yutaka Matsuo

Estimating the predictive uncertainty of a Bayesian learning model is critical in various decision-making problems, e.g., reinforcement learning, detecting adversarial attack, self-driving car. As the model posterior is almost always…

Machine Learning · Computer Science 2021-02-16 Yufei Cui , Wuguannan Yao , Qiao Li , Antoni B. Chan , Chun Jason Xue

Currently, it is hard to reap the benefits of deep learning for Bayesian methods, which allow the explicit specification of prior knowledge and accurately capture model uncertainty. We present Prior-Data Fitted Networks (PFNs). PFNs…

Machine Learning · Computer Science 2024-08-14 Samuel Müller , Noah Hollmann , Sebastian Pineda Arango , Josif Grabocka , Frank Hutter

This work is motivated by the analysis of ecological interaction networks. Poisson stochastic blockmodels are widely used in this field to decipher the structure that underlies a weighted network, while accounting for covariate effects.…

Applications · Statistics 2019-07-24 Sophie Donnet , Stéphane Robin

We propose a novel approximate inference algorithm that approximates a target distribution by amortising the dynamics of a user-selected MCMC sampler. The idea is to initialise MCMC using samples from an approximation network, apply the…

Machine Learning · Statistics 2017-05-23 Yingzhen Li , Richard E. Turner , Qiang Liu

We introduce a new, rigorously-formulated Bayesian meta-learning algorithm that learns a probability distribution of model parameter prior for few-shot learning. The proposed algorithm employs a gradient-based variational inference to infer…

Machine Learning · Computer Science 2022-03-21 Cuong Nguyen , Thanh-Toan Do , Gustavo Carneiro

Variational autoencoders (VAEs) and generative adversarial networks (GANs) enjoy an intuitive connection to manifold learning: in training the decoder/generator is optimized to approximate a homeomorphism between the data distribution and…

Machine Learning · Computer Science 2020-08-28 Henry Li , Ofir Lindenbaum , Xiuyuan Cheng , Alexander Cloninger

We propose a novel adaptive empirical Bayesian method for sparse deep learning, where the sparsity is ensured via a class of self-adaptive spike-and-slab priors. The proposed method works by alternatively sampling from an adaptive…

Machine Learning · Statistics 2020-04-15 Wei Deng , Xiao Zhang , Faming Liang , Guang Lin

We demonstrate in this paper that a generative model can be designed to perform classification tasks under challenging settings, including adversarial attacks and input distribution shifts. Specifically, we propose a conditional variational…

Computer Vision and Pattern Recognition · Computer Science 2019-02-12 Houpu Yao , Malcolm Regan , Yezhou Yang , Yi Ren

Recent progress in deep latent variable models has largely been driven by the development of flexible and scalable variational inference methods. Variational training of this type involves maximizing a lower bound on the log-likelihood,…

Machine Learning · Computer Science 2016-06-02 Andriy Mnih , Danilo J. Rezende

A key advance in learning generative models is the use of amortized inference distributions that are jointly trained with the models. We find that existing training objectives for variational autoencoders can lead to inaccurate amortized…

Machine Learning · Computer Science 2018-05-31 Shengjia Zhao , Jiaming Song , Stefano Ermon

Geoscientists use observed data to estimate properties of the Earth's interior. This often requires non-linear inverse problems to be solved and uncertainties to be estimated. Bayesian inference solves inverse problems under a probabilistic…

Geophysics · Physics 2024-01-01 Xuebin Zhao , Andrew Curtis