Related papers: Neural Empirical Bayes
We revisit empirical Bayes in the absence of a tractable likelihood function, as is typical in scientific domains relying on computer simulations. We investigate how the empirical Bayesian can make use of neural density estimators first to…
We unify empirical Bayes and variational Bayes for approximating unnormalized densities. This framework, named unnormalized variational Bayes (UVB), is based on formulating a latent variable model for the random variable $Y=X+N(0,\sigma^2…
Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…
Humans learn efficiently from their environment by engaging multiple interacting neural systems that support distinct yet complementary forms of control, including model-based (goal-directed) planning, model-free (habitual) responding, and…
We consider the problem of training a neural network to store a set of patterns with maximal noise robustness. A solution, in terms of optimal weights and state update rules, is derived by training each individual neuron to perform either…
Empirical Bayes (EB) improves the accuracy of simultaneous inference "by learning from the experience of others" (Efron, 2012). Classical EB theory focuses on latent variables that are iid draws from a fitted prior (Efron, 2019). Modern…
The empirical Bayes $g$-modeling approach via the nonparametric maximum likelihood estimator (NPMLE) is widely used for large-scale estimation and inference in the normal means problem, yet theoretical guarantees for uncertainty…
Gaussian process regression has proven very powerful in statistics, machine learning and inverse problems. A crucial aspect of the success of this methodology, in a wide range of applications to complex and real-world problems, is…
Adding domain knowledge to a learning system is known to improve results. In multi-parameter Bayesian frameworks, such knowledge is incorporated as a prior. On the other hand, various model parameters can have different learning rates in…
Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…
We develop an empirical Bayes procedure for estimating the cell means in an unbalanced, two-way additive model with fixed effects. We employ a hierarchical model, which reflects exchangeability of the effects within treatment and within…
Multivariate, heteroscedastic errors complicate statistical inference in many large-scale denoising problems. Empirical Bayes is attractive in such settings, but standard parametric approaches rest on assumptions about the form of the prior…
Modern Bayesian optimization and adaptive sampling methods increasingly rely on nonlinear parametric models, yet theoretical guarantees for such models under adaptive data collection remain limited. Existing analyses largely focus on…
We introduce a parameterization method called Neural Bayes which allows computing statistical quantities that are in general difficult to compute and opens avenues for formulating new objectives for unsupervised representation learning.…
We show at a physics level of rigor that Bayesian inference with a fully connected neural network and a shaped nonlinearity of the form $\phi(t) = t + \psi t^3/L$ is (perturbatively) solvable in the regime where the number of training…
The estimation of EEG generating sources constitutes an Inverse Problem (IP) in Neuroscience. This is an ill-posed problem, due to the non-uniqueness of the solution, and many kinds of prior information have been used to constrain it. A…
Normative and task-driven theories offer powerful top-down explanations for biological systems, yet the goals of quantitatively arbitrating between competing theories, and utilizing them as inductive biases to improve data-driven fits of…
For four decades statistical physics has been providing a framework to analyse neural networks. A long-standing question remained on its capacity to tackle deep learning models capturing rich feature learning effects, thus going beyond the…
We present a new method of identifying a specific module in a dynamic network, possibly with feedback loops. Assuming known topology, we express the dynamics by an acyclic network composed of two blocks where the first block accounts for…
Empirical Bayes is a versatile approach to `learn from a lot' in two ways: first, from a large number of variables and second, from a potentially large amount of prior information, e.g. stored in public repositories. We review applications…