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Variational inference with Gaussian mixture models (GMMs) enables learning of highly tractable yet multi-modal approximations of intractable target distributions with up to a few hundred dimensions. The two currently most effective methods…

Machine Learning · Computer Science 2023-07-19 Oleg Arenz , Philipp Dahlinger , Zihan Ye , Michael Volpp , Gerhard Neumann

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

Sparse deep learning aims to address the challenge of huge storage consumption by deep neural networks, and to recover the sparse structure of target functions. Although tremendous empirical successes have been achieved, most sparse deep…

Machine Learning · Statistics 2020-11-17 Jincheng Bai , Qifan Song , Guang Cheng

We propose a black-box variational inference method to approximate intractable distributions with an increasingly rich approximating class. Our method, termed variational boosting, iteratively refines an existing variational approximation…

Machine Learning · Statistics 2017-02-21 Andrew C. Miller , Nicholas Foti , Ryan P. Adams

Blind image restoration (IR) is a common yet challenging problem in computer vision. Classical model-based methods and recent deep learning (DL)-based methods represent two different methodologies for this problem, each with their own…

Image and Video Processing · Electrical Eng. & Systems 2024-05-02 Zongsheng Yue , Hongwei Yong , Qian Zhao , Lei Zhang , Deyu Meng , Kwan-Yee K. Wong

We propose a novel approach to sequential Bayesian inference based on variational Bayes (VB). The key insight is that, in the online setting, we do not need to add the KL term to regularize to the prior (which comes from the posterior at…

Machine Learning · Statistics 2024-11-01 Matt Jones , Peter Chang , Kevin Murphy

Variational Bayes (VB) inference is one of the most important algorithms in machine learning and widely used in engineering and industry. However, VB is known to suffer from the problem of local optima. In this Letter, we generalize VB by…

Machine Learning · Statistics 2018-09-12 Hideyuki Miyahara , Yuki Sughiyama

Bayesian approach, as a useful tool for quantifying uncertainties, has been widely used for solving inverse problems of partial differential equations (PDEs). One of the key difficulties for employing Bayesian approach for the issue is how…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Qian Zhao , Zongben Xu , Deyu Meng , Yee Leung

The continuous variable quantum computing platform constitutes a promising candidate for realizing quantum advantage, as exemplified in Gaussian Boson Sampling. While noise in the experiments makes the computation attainable for classical…

Quantum Physics · Physics 2025-08-11 Jonas Vinther , Michael James Kastoryano

High-dimensional Bayesian optimization (BO) tasks such as molecular design often require 10,000 function evaluations before obtaining meaningful results. While methods like sparse variational Gaussian processes (SVGPs) reduce computational…

Machine Learning · Computer Science 2025-06-11 Natalie Maus , Kyurae Kim , Geoff Pleiss , David Eriksson , John P. Cunningham , Jacob R. Gardner

The quest for biologically plausible deep learning is driven, not just by the desire to explain experimentally-observed properties of biological neural networks, but also by the hope of discovering more efficient methods for training…

Machine Learning · Computer Science 2017-11-22 Zuozhu Liu , Tony Q. S. Quek , Shaowei Lin

Bayesian Neural Networks (BNNs) have been proposed to address the problem of model uncertainty in training and inference. By introducing weights associated with conditioned probability distributions, BNNs are capable of resolving the…

Machine Learning · Computer Science 2018-02-06 Ruizhe Cai , Ao Ren , Ning Liu , Caiwen Ding , Luhao Wang , Xuehai Qian , Massoud Pedram , Yanzhi Wang

In the realm of statistical learning, the increasing volume of accessible data and increasing model complexity necessitate robust methodologies. This paper explores two branches of robust Bayesian methods in response to this trend. The…

Methodology · Statistics 2024-12-02 Masahiro Tanaka

We introduce a novel Bayesian approach for variable selection using Gaussian process regression, which is crucial for enhancing interpretability and model regularization. Our method employs nearest neighbor Gaussian processes, serving as…

We propose a new Bayesian Neural Net formulation that affords variational inference for which the evidence lower bound is analytically tractable subject to a tight approximation. We achieve this tractability by (i) decomposing ReLU…

Machine Learning · Statistics 2019-06-13 Manuel Haussmann , Fred A. Hamprecht , Melih Kandemir

Variational Bayes (VB), a method originating from machine learning, enables fast and scalable estimation of complex probabilistic models. Thus far, applications of VB in discrete choice analysis have been limited to mixed logit models with…

Methodology · Statistics 2020-01-17 Rico Krueger , Prateek Bansal , Michel Bierlaire , Ricardo A. Daziano , Taha H. Rashidi

We present Quantized Variational Inference, a new algorithm for Evidence Lower Bound maximization. We show how Optimal Voronoi Tesselation produces variance free gradients for ELBO optimization at the cost of introducing asymptotically…

Machine Learning · Statistics 2020-11-05 Amir Dib

This paper focuses on Bayesian Optimization in combinatorial spaces. In many applications in the natural science. Broad applications include the study of molecules, proteins, DNA, device structures and quantum circuit designs, a on…

Machine Learning · Computer Science 2020-11-13 Tony C. Wu , Daniel Flam-Shepherd , Alán Aspuru-Guzik

Bayesian Optimization is an iterative method, tailored to optimizing expensive black box objective functions. Surrogate models like Gaussian Processes, which are the gold standard in Bayesian Optimization, can be inefficient for inputs with…

Machine Learning · Computer Science 2026-05-22 Sofianos Panagiotis Fotias , Vassilis Gaganis

Bayesian neural networks (BNNs) provide a formalism to quantify and calibrate uncertainty in deep learning. Current inference approaches for BNNs often resort to few-sample estimation for scalability, which can harm predictive performance,…

Machine Learning · Computer Science 2024-02-14 Zhe Zeng , Guy Van den Broeck
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