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Variational methods are employed in situations where exact Bayesian inference becomes intractable due to the difficulty in performing certain integrals. Typically, variational methods postulate a tractable posterior and formulate a lower…

Machine Learning · Statistics 2019-06-12 Nikolaos Gianniotis , Christoph Schnörr , Christian Molkenthin , Sanjay Singh Bora

Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

Computation · Statistics 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

Variational Bayes (VB) is a recent approximate method for Bayesian inference. It has the merit of being a fast and scalable alternative to Markov Chain Monte Carlo (MCMC) but its approximation error is often unknown. In this paper, we…

Machine Learning · Statistics 2019-03-05 Reza Hajargasht

Deep learning's immense capabilities are often constrained by the complexity of its models, leading to an increasing demand for effective sparsification techniques. Bayesian sparsification for deep learning emerges as a crucial approach,…

Machine Learning · Statistics 2024-07-30 Dimitrije Marković , Karl J. Friston , Stefan J. Kiebel

While Bayesian neural networks (BNNs) have drawn increasing attention, their posterior inference remains challenging, due to the high-dimensional and over-parameterized nature. To address this issue, several highly flexible and scalable…

Machine Learning · Statistics 2019-05-10 Ziyu Wang , Tongzheng Ren , Jun Zhu , Bo Zhang

The computational burden of probabilistic inference remains a hurdle for applying probabilistic programming languages to practical problems of interest. In this work, we provide a semantic and algorithmic foundation for efficient exact…

Programming Languages · Computer Science 2019-07-02 Steven Holtzen , Todd Millstein , Guy Van den Broeck

Achieving invariance to nuisance transformations is a fundamental challenge in the construction of robust and reliable vision systems. Existing approaches to invariance scale exponentially with the dimension of the family of…

Computer Vision and Pattern Recognition · Computer Science 2022-03-11 Sam Buchanan , Jingkai Yan , Ellie Haber , John Wright

We propose a practical Bayesian optimization method over sets, to minimize a black-box function that takes a set as a single input. Because set inputs are permutation-invariant, traditional Gaussian process-based Bayesian optimization…

Machine Learning · Statistics 2021-01-26 Jungtaek Kim , Michael McCourt , Tackgeun You , Saehoon Kim , Seungjin Choi

The ability to represent complex high dimensional probability distributions in a compact form is one of the key insights in the field of graphical models. Factored representations are ubiquitous in machine learning and lead to major…

Artificial Intelligence · Computer Science 2016-06-23 Yexiang Xue , Stefano Ermon , Ronan Le Bras , Carla P. Gomes , Bart Selman

Model-based approaches bear great promise for decision making of agents interacting with the physical world. In the context of spatial environments, different types of problems such as localisation, mapping, navigation or autonomous…

Machine Learning · Statistics 2019-06-21 Atanas Mirchev , Baris Kayalibay , Maximilian Soelch , Patrick van der Smagt , Justin Bayer

Stochastic simulation approaches perform probabilistic inference in Bayesian networks by estimating the probability of an event based on the frequency that the event occurs in a set of simulation trials. This paper describes the evidence…

Artificial Intelligence · Computer Science 2013-04-08 Robert Fung , Kuo-Chu Chang

The causal (belief) network is a well-known graphical structure for representing independencies in a joint probability distribution. The exact methods and the approximation methods, which perform probabilistic inference in causal networks,…

Artificial Intelligence · Computer Science 2013-04-05 Richard E. Neapolitan , James Kenevan

The paper analyzes theoretically and empirically the performance of likelihood weighting (LW) on a subset of nodes in Bayesian networks. The proposed scheme requires fewer samples to converge due to reduction in sampling variance. The…

Artificial Intelligence · Computer Science 2012-07-02 Bozhena Bidyuk , Rina Dechter

While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…

Machine Learning · Computer Science 2022-10-14 Tony Tohme , Kevin Vanslette , Kamal Youcef-Toumi

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…

Machine Learning · Statistics 2019-05-28 Aliaksandr Hubin , Geir Storvik

Deriving Bayesian inference for exponential random graph models (ERGMs) is a challenging "doubly intractable" problem as the normalizing constants of the likelihood and posterior density are both intractable. Markov chain Monte Carlo (MCMC)…

Computation · Statistics 2019-11-26 Linda S. L. Tan , Nial Friel

In a variety of scientific applications we wish to characterize a physical system using measurements or observations. This often requires us to solve an inverse problem, which usually has non-unique solutions so uncertainty must be…

Geophysics · Physics 2022-05-19 Xin Zhang , Muhammad Atif Nawaz , Xuebin Zhao , Andrew Curtis

Estimating the diagonal entries of a matrix, that is not directly accessible but only available as a linear operator in the form of a computer routine, is a common necessity in many computational applications, especially in image…

Instrumentation and Methods for Astrophysics · Physics 2015-03-19 Marco Selig , Niels Oppermann , Torsten A. Enßlin

The Bayesian paradigm has the potential to solve core issues of deep neural networks such as poor calibration and data inefficiency. Alas, scaling Bayesian inference to large weight spaces often requires restrictive approximations. In this…

Motivated by big data and the vast parameter spaces in modern machine learning models, optimisation approaches to Bayesian inference have seen a surge in popularity in recent years. In this paper, we address the connection between the…

Methodology · Statistics 2024-10-18 Lachlan Astfalck , Cassandra Bird , Daniel Williamson
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