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Related papers: Variational Implicit Processes

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Implicit processes (IPs) are a generalization of Gaussian processes (GPs). IPs may lack a closed-form expression but are easy to sample from. Examples include, among others, Bayesian neural networks or neural samplers. IPs can be used as…

Machine Learning · Statistics 2023-02-17 Luis A. Ortega , Simón Rodríguez Santana , Daniel Hernández-Lobato

Implicit Processes (IPs) represent a flexible framework that can be used to describe a wide variety of models, from Bayesian neural networks, neural samplers and data generators to many others. IPs also allow for approximate inference in…

Machine Learning · Statistics 2022-07-25 Simón Rodríguez Santana , Bryan Zaldivar , Daniel Hernández-Lobato

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

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

Implicit probabilistic models are a flexible class of models defined by a simulation process for data. They form the basis for theories which encompass our understanding of the physical world. Despite this fundamental nature, the use of…

Machine Learning · Statistics 2017-11-07 Dustin Tran , Rajesh Ranganath , David M. Blei

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Machine Learning · Computer Science 2022-12-21 Felix Leibfried , Vincent Dutordoir , ST John , Nicolas Durrande

Model selection in machine learning (ML) is a crucial part of the Bayesian learning procedure. Model choice may impose strong biases on the resulting predictions, which can hinder the performance of methods such as Bayesian neural networks…

Machine Learning · Statistics 2022-08-09 Simón Rodríguez Santana , Luis A. Ortega , Daniel Hernández-Lobato , Bryan Zaldívar

Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…

Machine Learning · Statistics 2021-07-22 Théo Galy-Fajou , Manfred Opper

A multi-layer deep Gaussian process (DGP) model is a hierarchical composition of GP models with a greater expressive power. Exact DGP inference is intractable, which has motivated the recent development of deterministic and stochastic…

Machine Learning · Computer Science 2019-10-29 Haibin Yu , Yizhou Chen , Zhongxiang Dai , Kian Hsiang Low , Patrick Jaillet

Gaussian processes (GPs) are Bayesian nonparametric models for function approximation with principled predictive uncertainty estimates. Deep Gaussian processes (DGPs) are multilayer generalizations of GPs that can represent complex marginal…

Machine Learning · Statistics 2024-09-20 Qiuxian Meng , Yongyou Zhang

A Neural Process (NP) estimates a stochastic process implicitly defined with neural networks given a stream of data, rather than pre-specifying priors already known, such as Gaussian processes. An ideal NP would learn everything from data…

Machine Learning · Computer Science 2023-04-20 Hyungi Lee , Eunggu Yun , Giung Nam , Edwin Fong , Juho Lee

Representing a signal as a continuous function parameterized by neural network (a.k.a. Implicit Neural Representations, INRs) has attracted increasing attention in recent years. Neural Processes (NPs), which model the distributions over…

Machine Learning · Computer Science 2023-02-22 Zongyu Guo , Cuiling Lan , Zhizheng Zhang , Yan Lu , Zhibo Chen

Neural processes (NPs) constitute a family of variational approximate models for stochastic processes with promising properties in computational efficiency and uncertainty quantification. These processes use neural networks with latent…

Machine Learning · Computer Science 2020-11-03 Qi Wang , Herke van Hoof

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

Solving Bayesian inverse problems typically involves deriving a posterior distribution using Bayes' rule, followed by sampling from this posterior for analysis. Sampling methods, such as general-purpose Markov chain Monte Carlo (MCMC), are…

Mathematical Software · Computer Science 2025-09-16 Jasper M. Everink , Chao Zhang , Amal M. A. Alghamdi , Rémi Laumont , Nicolai A. B. Riis , Jakob S. Jørgensen

There is a growing interest in the machine learning community in developing predictive algorithms that are "interpretable by design". Towards this end, recent work proposes to make interpretable decisions by sequentially asking…

Machine Learning · Computer Science 2023-07-11 Aditya Chattopadhyay , Kwan Ho Ryan Chan , Benjamin D. Haeffele , Donald Geman , René Vidal

Recent progress in variational inference has paid much attention to the flexibility of variational posteriors. One promising direction is to use implicit distributions, i.e., distributions without tractable densities as the variational…

Machine Learning · Statistics 2018-02-26 Jiaxin Shi , Shengyang Sun , Jun Zhu

Invariant prediction [Peters et al., 2016] analyzes feature/outcome data from multiple environments to identify invariant features - those with a stable predictive relationship to the outcome. Such features support generalization to new…

Machine Learning · Statistics 2025-07-10 Luhuan Wu , Mingzhang Yin , Yixin Wang , John P. Cunningham , David M. Blei

Through sequential construction of posteriors on observing data online, Bayes' theorem provides a natural framework for continual learning. We develop Variational Auto-Regressive Gaussian Processes (VAR-GPs), a principled posterior updating…

Machine Learning · Statistics 2021-06-15 Sanyam Kapoor , Theofanis Karaletsos , Thang D. Bui
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