Related papers: Copula Variational Bayes inference via information…

In this paper, we consider a Bayesian bi-level variable selection problem in high-dimensional regressions. In many practical situations, it is natural to assign group membership to each predictor. Examples include that genetic variants can…

Continuous-time Bayesian networks is a natural structured representation language for multicomponent stochastic processes that evolve continuously over time. Despite the compact representation, inference in such models is intractable even…

Bayesian models provide a framework for probabilistic modelling of complex datasets. However, many of such models are computationally demanding especially in the presence of large datasets. On the other hand, in sensor network applications,…

This article considers Bayesian model selection via mean-field (MF) variational approximation. Towards this goal, we study the non-asymptotic properties of MF inference under the Bayesian framework that allows latent variables and model…

This invited feature article introduces and provides an extensive simulation study of a new Approximate Bayesian Computation (ABC) framework for estimating the posterior distribution and the maximum likelihood estimate (MLE) of the…

The cluster variation method (CVM) is a hierarchy of approximate variational techniques for discrete (Ising--like) models in equilibrium statistical mechanics, improving on the mean--field approximation and the Bethe--Peierls approximation,…

Variational Bayes (VB) is a critical method in machine learning and statistics, underpinning the recent success of Bayesian deep learning. The natural gradient is an essential component of efficient VB estimation, but it is prohibitively…

Variational Bayesian phylogenetic inference (VBPI) provides a promising general variational framework for efficient estimation of phylogenetic posteriors. However, the current diagonal Lognormal branch length approximation would…

Optimal data detection in massive multiple-input multiple-output (MIMO) systems often requires prohibitively high computational complexity. A variety of detection algorithms have been proposed in the literature, offering different…

We propose a robust and scalable framework for variational Bayes (VB) that effectively handles outliers and contamination of arbitrary nature in large datasets. Our approach divides the dataset into disjoint subsets, computes the posterior…

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…

The article develops a hybrid Variational Bayes algorithm that combines the mean-field and fixed-form Variational Bayes methods. The new estimation algorithm can be used to approximate any posterior without relying on conjugate priors. We…

Deep learning models, such as convolutional neural networks, have long been applied to image and multi-media tasks, particularly those with structured data. More recently, there has been more attention to unstructured data that can be…

As a computational alternative to Markov chain Monte Carlo approaches, variational inference (VI) is becoming more and more popular for approximating intractable posterior distributions in large-scale Bayesian models due to its comparable…

Learning the joint dependence of discrete variables is a fundamental problem in machine learning, with many applications including prediction, clustering and dimensionality reduction. More recently, the framework of copula modeling has…

Variational Autoencoders (VAEs) are expressive latent variable models that can be used to learn complex probability distributions from training data. However, the quality of the resulting model crucially relies on the expressiveness of the…

One of the core problems of modern statistics is to approximate difficult-to-compute probability densities. This problem is especially important in Bayesian statistics, which frames all inference about unknown quantities as a calculation…

We propose a robust and scalable variational Bayes (VB) framework designed to effectively handle contamination and outliers in dataset. Our approach partitions the data into $m$ disjoint subsets and formulates a joint optimization problem…

Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…

We develop a variational Bayesian (VB) approach for estimating large-scale dynamic network models in the network autoregression framework. The VB approach allows for the automatic identification of the dynamic structure of such a model and…