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Due to their uncertainty quantification, Bayesian solutions to inverse problems are the framework of choice in applications that are risk averse. These benefits come at the cost of computations that are in general, intractable. New advances…

Machine Learning · Computer Science 2024-05-10 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

Variational inference is a scalable technique for approximate Bayesian inference. Deriving variational inference algorithms requires tedious model-specific calculations; this makes it difficult to automate. We propose an automatic…

Machine Learning · Statistics 2015-06-15 Alp Kucukelbir , Rajesh Ranganath , Andrew Gelman , David M. Blei

Federated learning brings potential benefits of faster learning, better solutions, and a greater propensity to transfer when heterogeneous data from different parties increases diversity. However, because federated learning tasks tend to be…

Machine Learning · Computer Science 2021-01-18 Duc Thien Nguyen , Shiau Hoong Lim , Laura Wynter , Desmond Cai

This paper builds bridges between two families of probabilistic algorithms: (hierarchical) variational inference (VI), which is typically used to model distributions over continuous spaces, and generative flow networks (GFlowNets), which…

Machine Learning · Computer Science 2023-03-03 Nikolay Malkin , Salem Lahlou , Tristan Deleu , Xu Ji , Edward Hu , Katie Everett , Dinghuai Zhang , Yoshua Bengio

Bayesian (deep) neural networks (BNN) are often more attractive than the vanilla point-estimate deep learning in various aspects including uncertainty quantification, robustness to noise, resistance to overfitting, and more. The variational…

Machine Learning · Computer Science 2026-05-22 Minyoung Kim

Machine learning predictions are increasingly used to supplement incomplete or costly-to-measure outcomes in fields such as biomedical research, environmental science, and social science. However, treating predictions as ground truth…

Machine Learning · Statistics 2026-01-29 Yilin Song , Dan M. Kluger , Harsh Parikh , Tian Gu

Black-box variational inference (BBVI) now sees widespread use in machine learning and statistics as a fast yet flexible alternative to Markov chain Monte Carlo methods for approximate Bayesian inference. However, stochastic optimization…

Machine Learning · Statistics 2025-09-22 Manushi Welandawe , Michael Riis Andersen , Aki Vehtari , Jonathan H. Huggins

Vertical Federated Learning (VFL) is a privacy-preserving distributed learning paradigm where different parties collaboratively learn models using partitioned features of shared samples, without leaking private data. Recent research has…

Machine Learning · Computer Science 2024-06-05 Mang Ye , Wei Shen , Bo Du , Eduard Snezhko , Vassili Kovalev , Pong C. Yuen

Probabilistic state estimation is essential for robots navigating uncertain environments. Accurately and efficiently managing uncertainty in estimated states is key to robust robotic operation. However, nonlinearities in robotic platforms…

Robotics · Computer Science 2024-11-19 Min-Won Seo , Solmaz S. Kia

Stochastic planning can be reduced to probabilistic inference in large discrete graphical models, but hardness of inference requires approximation schemes to be used. In this paper we argue that such applications can be disentangled along…

Artificial Intelligence · Computer Science 2022-09-05 Zhennan Wu , Roni Khardon

We extend the existing framework of semi-implicit variational inference (SIVI) and introduce doubly semi-implicit variational inference (DSIVI), a way to perform variational inference and learning when both the approximate posterior and the…

Machine Learning · Statistics 2019-03-19 Dmitry Molchanov , Valery Kharitonov , Artem Sobolev , Dmitry Vetrov

Federated learning makes it possible to train a machine learning model on decentralized data. Bayesian networks are probabilistic graphical models that have been widely used in artificial intelligence applications. Their popularity stems…

Machine Learning · Computer Science 2024-05-22 Florian van Daalen , Lianne Ippel , Andre Dekker , Inigo Bermejo

We present VBPI-Mixtures, an algorithm designed to enhance the accuracy of phylogenetic posterior distributions, particularly for tree-topology and branch-length approximations. Despite the Variational Bayesian Phylogenetic Inference…

Machine Learning · Computer Science 2023-10-03 Oskar Kviman , Ricky Molén , Jens Lagergren

Variational inference (VI) combined with data subsampling enables approximate posterior inference over large data sets, but suffers from poor local optima. We first formulate a deterministic annealing approach for the generic class of…

Machine Learning · Statistics 2016-05-31 Stephan Mandt , James McInerney , Farhan Abrol , Rajesh Ranganath , David Blei

Variance reduction is a family of powerful mechanisms for stochastic optimization that appears to be helpful in many machine learning tasks. It is based on estimating the exact gradient with some recursive sequences. Previously, many papers…

Optimization and Control · Mathematics 2025-11-07 Aleksandr Shestakov , Valery Parfenov , Aleksandr Beznosikov

How can we perform efficient inference and learning in directed probabilistic models, in the presence of continuous latent variables with intractable posterior distributions, and large datasets? We introduce a stochastic variational…

Machine Learning · Statistics 2022-12-13 Diederik P Kingma , Max Welling

There is an increasing demand for interpretation of model predictions especially in high-risk applications. Various visualization approaches have been proposed to estimate the part of input which is relevant to a specific model prediction.…

Computer Vision and Pattern Recognition · Computer Science 2023-02-09 Wei Shi , Wentao Zhang , Weishi Zheng , Ruixuan Wang

There are situations where data relevant to a machine learning problem are distributed among multiple locations that cannot share the data due to regulatory, competitiveness, or privacy reasons. For example, data present in users'…

Machine Learning · Computer Science 2020-08-27 Dimitris Stripelis , Jose Luis Ambite

This paper introduces Distributed Stein Variational Gradient Descent (DSVGD), a non-parametric generalized Bayesian inference framework for federated learning. DSVGD maintains a number of non-random and interacting particles at a central…

Machine Learning · Computer Science 2021-03-31 Rahif Kassab , Osvaldo Simeone

In this work, we investigate the large-scale mean-field variational inference (MFVI) problem from a mini-batch primal-dual perspective. By reformulating MFVI as a constrained finite-sum problem, we develop a novel primal-dual algorithm…

Machine Learning · Statistics 2026-02-11 Jinhua Lyu , Tianmin Yu , Ying Ma , Naichen Shi
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