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Variational approximation methods have proven to be useful for scaling Bayesian computations to large data sets and highly parametrized models. Applying variational methods involves solving an optimization problem, and recent research in…

Methodology · Statistics 2017-01-13 Victor M. -H. Ong , David J. Nott , Michael S. Smith

In this letter, we revisit the problem of maximum likelihood estimation (MLE) of parameters of Gaussian Mixture Model (GMM) and show a new derivation for its parameters. The new derivation, unlike the classical approach employing the…

Signal Processing · Electrical Eng. & Systems 2020-01-10 Nitesh Sahu , Prabhu Babu

Variational inference (VI) is a popular approach in Bayesian inference, that looks for the best approximation of the posterior distribution within a parametric family, minimizing a loss that is typically the (reverse) Kullback-Leibler (KL)…

Machine Learning · Statistics 2024-06-11 Tom Huix , Anna Korba , Alain Durmus , Eric Moulines

This paper introduces an auto-stabilized weak Galerkin (WG) finite element method for elasticity interface problems on general polygonal and polyhedral meshes, without requiring convexity constraints. The method utilizes bubble functions as…

Numerical Analysis · Mathematics 2025-01-24 Chunmei Wang , Shangyou Zhang

Inference methods are often formulated as variational approximations: these approximations allow easy evaluation of statistics by marginalization or linear response, but these estimates can be inconsistent. We show that by introducing…

Machine Learning · Statistics 2017-04-27 Jack Raymond , Federico Ricci-Tersenghi

Weighting methods are widely used to adjust for covariates in observational studies, sample surveys, and regression settings. In this paper, we study a class of recently proposed weighting methods which find the weights of minimum…

Methodology · Statistics 2019-10-29 Yixin Wang , José R. Zubizarreta

In this paper, we consider nonparametric multidimensional finite mixture models and we are interested in the semiparametric estimation of the population weights. Here, the i.i.d. observations are assumed to have at least three components…

Statistics Theory · Mathematics 2017-12-14 Elisabeth Gassiat , Judith Rousseau , Elodie Vernet

The Gauss Markov theorem states that the weighted least squares estimator is a linear minimum variance unbiased estimation (MVUE) in linear models. In this paper, we take a first step towards extending this result to non linear settings via…

Machine Learning · Computer Science 2023-11-30 Tzvi Diskin , Yonina C. Eldar , Ami Wiesel

We propose an optimization algorithm for Variational Inference (VI) in complex models. Our approach relies on natural gradient updates where the variational space is a Riemann manifold. We develop an efficient algorithm for Gaussian…

Machine Learning · Statistics 2024-04-18 Martin Magris , Mostafa Shabani , Alexandros Iosifidis

This paper presents a new and efficient numerical algorithm for the biharmonic equation by using weak Galerkin (WG) finite element methods. The WG finite element scheme is based on a variational form of the biharmonic equation that is…

Numerical Analysis · Mathematics 2013-09-24 Chunmei Wang , Junping Wang

An efficient systematic procedure is provided for symbolic computation of Lie groups of equivalence transformations and generalized equivalence transformations of systems of differential equations that contain arbitrary elements (arbitrary…

Mathematical Physics · Physics 2017-10-11 Alexei F. Cheviakov

We propose a hybrid quantum-classical algorithm to compute approximate solutions of binary combinatorial problems. We employ a shallow-depth quantum circuit to implement a unitary and Hermitian operator that block-encodes the weighted…

Quantum Physics · Physics 2023-06-16 Natacha Kuete Meli , Florian Mannel , Jan Lellmann

Conditional sampling of variational autoencoders (VAEs) is needed in various applications, such as missing data imputation, but is computationally intractable. A principled choice for asymptotically exact conditional sampling is…

Machine Learning · Computer Science 2023-11-09 Vaidotas Simkus , Michael U. Gutmann

The novel idea of weak Galerkin (WG) finite element methods is on the use of weak functions and their weak derivatives defined as distributions. Weak functions and weak derivatives can be approximated by polynomials with various degrees.…

Numerical Analysis · Mathematics 2013-04-25 Lin Mu , Junping Wang , Xiu Ye

The goal of Bayesian deep learning is to provide uncertainty quantification via the posterior distribution. However, exact inference over the weight space is computationally intractable due to the ultra-high dimensions of the neural…

Machine Learning · Computer Science 2022-10-25 Xiongwen Ke , Yanan Fan

Penalized likelihood and quasi-likelihood methods dominate inference in high-dimensional linear mixed-effects models. Sampling-based Bayesian inference is less explored due to the computational bottlenecks introduced by the random effects…

Methodology · Statistics 2025-07-24 Sreya Sarkar , Kshitij Khare , Sanvesh Srivastava

Variational Bayesian inference and (collapsed) Gibbs sampling are the two important classes of inference algorithms for Bayesian networks. Both have their advantages and disadvantages: collapsed Gibbs sampling is unbiased but is also…

Machine Learning · Computer Science 2012-06-18 Max Welling , Yee Whye Teh , Hilbert Kappen

Solving the electronic structure problem using the Variational Quantum Eigensolver (VQE) technique involves measurement of the Hamiltonian expectation value. Current hardware can perform only projective single-qubit measurements, and thus,…

Quantum Physics · Physics 2020-04-22 Vladyslav Verteletskyi , Tzu-Ching Yen , Artur F. Izmaylov

We study the problem of approximating the Ising model partition function with complex parameters on bounded degree graphs. We establish a deterministic polynomial-time approximation scheme for the partition function when the interactions…

Quantum Physics · Physics 2019-07-12 Ryan L. Mann , Michael J. Bremner

We study the complexity of estimating the partition function $\mathsf{Z}(\beta)=\sum_{x\in\chi} e^{-\beta H(x)}$ for a Gibbs distribution characterized by the Hamiltonian $H(x)$. We provide a simple and natural lower bound for quantum…

Quantum Physics · Physics 2024-04-10 Zherui Chen , Giacomo Nannicini
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