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Black-box variational inference (BBVI) scales poorly to high-dimensional problems when it is used to estimate a multivariate Gaussian approximation with a full covariance matrix. In this paper, we extend the batch-and-match (BaM) framework…
Variational inference has become a widely used method to approximate posteriors in complex latent variables models. However, deriving a variational inference algorithm generally requires significant model-specific analysis, and these…
A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…
This paper proposes two distinct contributions to econometric analysis of large information sets and structural instabilities. First, it treats a regression model with time-varying coefficients, stochastic volatility and exogenous…
The latest industrial inference engines, such as FasterTransformer and TurboTransformers, have verified that half-precision floating point (FP16) and 8-bit integer (INT8) quantization can greatly improve model inference speed. However, the…
Existing API mining algorithms can be difficult to use as they require expensive parameter tuning and the returned set of API calls can be large, highly redundant and difficult to understand. To address this, we present PAM (Probabilistic…
Interpretability of learning-to-rank models is a crucial yet relatively under-examined research area. Recent progress on interpretable ranking models largely focuses on generating post-hoc explanations for existing black-box ranking models,…
Learned image reconstruction techniques using deep neural networks have recently gained popularity, and have delivered promising empirical results. However, most approaches focus on one single recovery for each observation, and thus neglect…
Inference for Variational Autoencoders (VAEs) consists of learning two models: (1) a generative model, which transforms a simple distribution over a latent space into the distribution over observed data, and (2) an inference model, which…
We present a generative modeling approach based on the variational inference framework for likelihood-free simulation-based inference. The method leverages latent variables within variational autoencoders to efficiently estimate complex…
Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…
A framework to boost the efficiency of Bayesian inference in probabilistic programs is introduced by embedding a sampler inside a variational posterior approximation. We call it the refined variational approximation. Its strength lies both…
The identification of the lag length for vector autoregressive models by mean of Akaike Information Criterion (AIC), Partial Autoregressive and Correlation Matrices (PAM and PCM hereafter) is studied in the framework of processes with time…
Sequential latent-variable models with subject-specific random effects provide a flexible framework for modeling temporally structured data with both local latent dynamics and stable between-subject heterogeneity. In such models,…
We develop stochastic variational inference, a scalable algorithm for approximating posterior distributions. We develop this technique for a large class of probabilistic models and we demonstrate it with two probabilistic topic models,…
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…
Variational inference is a popular technique to approximate a possibly intractable Bayesian posterior with a more tractable one. Recently, boosting variational inference has been proposed as a new paradigm to approximate the posterior by a…
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…
Variational inference has been widely used in machine learning literature to fit various Bayesian models. In network analysis, this method has been successfully applied to solve the community detection problems. Although these results are…
We introduce Multi-level feature Fusion-based Periodicity Analysis Model (MF-PAM), a novel deep learning-based pitch estimation model that accurately estimates pitch trajectory in noisy and reverberant acoustic environments. Our model…