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We propose an adaptively weighted stochastic gradient Langevin dynamics algorithm (SGLD), so-called contour stochastic gradient Langevin dynamics (CSGLD), for Bayesian learning in big data statistics. The proposed algorithm is essentially a…

Machine Learning · Statistics 2022-05-24 Wei Deng , Guang Lin , Faming Liang

Causal learning has long concerned itself with the accurate recovery of underlying causal mechanisms. Such causal modelling enables better explanations of out-of-distribution data. Prior works on causal learning assume that the high-level…

Despite their widespread use, large language models (LLMs) are known to hallucinate incorrect information and be poorly calibrated. This makes the uncertainty quantification of these models of critical importance, especially in high-stakes…

Machine Learning · Computer Science 2025-06-27 Colin Samplawski , Adam D. Cobb , Manoj Acharya , Ramneet Kaur , Susmit Jha

Gaussian concentration graph models and covariance graph models are two classes of graphical models that are useful for uncovering latent dependence structures among multivariate variables. In the Bayesian literature, graphs are often…

Statistics Theory · Mathematics 2015-05-08 Hao Wang

Inference and simulation in the context of high-dimensional dynamical systems remain computationally challenging problems. Some form of dimensionality reduction is required to make the problem tractable in general. In this paper, we propose…

Machine Learning · Statistics 2024-01-04 Jonathan Schmidt , Philipp Hennig , Jörg Nick , Filip Tronarp

Natural image statistics exhibit hierarchical dependencies across multiple scales. Representing such prior knowledge in non-factorial latent tree models can boost performance of image denoising, inpainting, deconvolution or reconstruction…

Computer Vision and Pattern Recognition · Computer Science 2012-07-03 Young Jun Ko , Matthias Seeger

Deep learning-based approaches achieve state-of-the-art performance in the majority of image segmentation benchmarks. However, training of such models requires a sizable amount of manual annotations. In order to reduce this effort, we…

Image and Video Processing · Electrical Eng. & Systems 2019-09-04 Mahdyar Ravanbakhsh , Tassilo Klein , Kayhan Batmanghelich , Moin Nabi

This paper develops a randomized approach for incrementally building deep neural networks, where a supervisory mechanism is proposed to constrain the random assignment of the weights and biases, and all the hidden layers have direct links…

Machine Learning · Computer Science 2018-03-19 Dianhui Wang , Ming Li

Bayesian Neural Networks provide a principled framework for uncertainty quantification by modeling the posterior distribution of network parameters. However, exact posterior inference is computationally intractable, and widely used…

Machine Learning · Computer Science 2025-12-02 Alfredo Reichlin , Miguel Vasco , Danica Kragic

Self-paced learning and hard example mining re-weight training instances to improve learning accuracy. This paper presents two improved alternatives based on lightweight estimates of sample uncertainty in stochastic gradient descent (SGD):…

Machine Learning · Statistics 2018-01-09 Haw-Shiuan Chang , Erik Learned-Miller , Andrew McCallum

We propose a simple algorithm to train stochastic neural networks to draw samples from given target distributions for probabilistic inference. Our method is based on iteratively adjusting the neural network parameters so that the output…

Machine Learning · Statistics 2017-11-01 Yihao Feng , Dilin Wang , Qiang Liu

Stochastic gradient descent (SGD) has achieved great success in training deep neural network, where the gradient is computed through back-propagation. However, the back-propagated values of different layers vary dramatically. This…

Machine Learning · Statistics 2018-02-28 Huishuai Zhang , Wei Chen , Tie-Yan Liu

Variational inference provides a powerful tool for approximate probabilistic in- ference on complex, structured models. Typical variational inference methods, however, require to use inference networks with computationally tractable proba-…

Machine Learning · Statistics 2017-11-01 Qiang Liu , Yihao Feng

In this paper, we propose a dynamical low-rank (DLR) approximation framework for solving the semiclassical Schrodinger equation with uncertainties. The primary numerical challenges arise from the dual nature of the oscillations: the spatial…

Numerical Analysis · Mathematics 2026-02-23 Liu Liu , Limin Xu , Zhenyi Zhu

Most deep learning models are based on deep neural networks with multiple layers between input and output. The parameters defining these layers are initialized using random values and are "learned" from data, typically using stochastic…

Machine Learning · Computer Science 2019-03-05 Prakash Mohan , Marc T. Henry de Frahan , Ryan King , Ray W. Grout

This paper proposes using a sparse-structured multivariate Gaussian to provide a closed-form approximator for the output of probabilistic ensemble models used for dense image prediction tasks. This is achieved through a convolutional neural…

Computer Vision and Pattern Recognition · Computer Science 2022-03-30 Ivor J. A. Simpson , Sara Vicente , Neill D. F. Campbell

We propose a new algorithm---Stochastic Proximal Langevin Algorithm (SPLA)---for sampling from a log concave distribution. Our method is a generalization of the Langevin algorithm to potentials expressed as the sum of one stochastic smooth…

Machine Learning · Statistics 2020-06-17 Adil Salim , Dmitry Kovalev , Peter Richtárik

Approximate inference in probability models is a fundamental task in machine learning. Approximate inference provides powerful tools to Bayesian reasoning, decision making, and Bayesian deep learning. The main goal is to estimate the…

Machine Learning · Computer Science 2020-03-10 Jun Han

Variance-reduced stochastic gradient methods have gained popularity in recent times. Several variants exist with different strategies for the storing and sampling of gradients and this work concerns the interactions between these two…

Optimization and Control · Mathematics 2022-10-19 Martin Morin , Pontus Giselsson

We show how to use a variational approximation to the logistic function to perform approximate inference in Bayesian networks containing discrete nodes with continuous parents. Essentially, we convert the logistic function to a Gaussian,…

Artificial Intelligence · Computer Science 2013-01-30 Kevin Murphy