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Bayesian inference for exponential family random graph models (ERGMs) is a doubly-intractable problem because of the intractability of both the likelihood and posterior normalizing factor. Auxiliary variable based Markov Chain Monte Carlo…
We provide a theoretical foundation for non-parametric estimation of functions of random variables using kernel mean embeddings. We show that for any continuous function $f$, consistent estimators of the mean embedding of a random variable…
Finite mixtures are a broad class of models useful in scenarios where observed data is generated by multiple distinct processes but without explicit information about the responsible process for each data point. Estimating Bayesian mixture…
Approximate Bayesian Computation (ABC) is a useful class of methods for Bayesian inference when the likelihood function is computationally intractable. In practice, the basic ABC algorithm may be inefficient in the presence of discrepancy…
Likelihood-free approaches are appealing for performing inference on complex dependence models, either because it is not possible to formulate a likelihood function, or its evaluation is very computationally costly. This is the case for…
Artificial neural networks (ANNs) are widely used in modeling sentence processing but often exhibit deterministic behavior, contrasting with human sentence comprehension, which manages uncertainty during ambiguous or unexpected inputs. This…
In this paper we consider the problem of inference in statistical models characterized by moment restrictions by casting the problem within the Exponentially Tilted Empirical Likelihood (ETEL) framework. Because the ETEL function has a well…
We propose a novel method for closed-form predictive distribution modeling with neural nets. In quantifying prediction uncertainty, we build on Evidential Deep Learning, which has been impactful as being both simple to implement and giving…
Simulation-based inference (SBI) offers a flexible and general approach to performing Bayesian inference: In SBI, a neural network is trained on synthetic data simulated from a model and used to rapidly infer posterior distributions for…
Variational mean field approximations tend to struggle with contemporary overparametrized deep neural networks. Where a Bayesian treatment is usually associated with high-quality predictions and uncertainties, the practical reality has been…
Likelihood-free inference involves inferring parameter values given observed data and a simulator model. The simulator is computer code which takes parameters, performs stochastic calculations, and outputs simulated data. In this work, we…
We study a nonparametric approach to Bayesian computation via feature means, where the expectation of prior features is updated to yield expected kernel posterior features, based on regression from learned neural net or kernel features of…
In-context learning (ICL) allows Transformers to adapt to novel tasks without weight updates, yet the underlying algorithms remain poorly understood. We adopt a statistical decision-theoretic perspective by investigating simple binary…
Many machine learning tasks can be formulated in terms of predicting structured outputs. In frameworks such as the structured support vector machine (SVM-Struct) and the structured perceptron, discriminative functions are learned by…
Kernel mean embeddings -- integrals of a kernel with respect to a probability distribution -- are essential in Bayesian quadrature, but also widely used in other computational tools for numerical integration or for statistical inference…
The topic of deep learning has seen a surge of interest in recent years both within and outside of the field of Statistics. Deep models leverage both nonlinearity and interaction effects to provide superior predictions in many cases when…
High-dimensional Bayesian inverse analysis (dim >> 100) is mostly unfeasible for computationally demanding, nonlinear physics-based high-fidelity (HF) models. Usually, the use of more efficient gradient-based inference schemes is impeded if…
This paper introduces an algorithm to select demonstration examples for in-context learning of a query set. Given a set of $n$ examples, how can we quickly select $k$ out of $n$ to best serve as the conditioning for downstream inference?…
The automation of posterior inference in Bayesian data analysis has enabled experts and nonexperts alike to use more sophisticated models, engage in faster exploratory modeling and analysis, and ensure experimental reproducibility. However,…
We extend variational autoencoders (VAEs) to collaborative filtering for implicit feedback. This non-linear probabilistic model enables us to go beyond the limited modeling capacity of linear factor models which still largely dominate…