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Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal

We present a generative modeling approach based on the variational inference framework for likelihood-free simulation-based inference. The method leverages latent variables within variational autoencoders to efficiently estimate complex…

Machine Learning · Computer Science 2025-10-20 Mayank Nautiyal , Andrey Shternshis , Andreas Hellander , Prashant Singh

Variational inference algorithms such as belief propagation have had tremendous impact on our ability to learn and use graphical models, and give many insights for developing or understanding exact and approximate inference. However,…

Artificial Intelligence · Computer Science 2012-10-19 Qiang Liu , Alexander T. Ihler

In this paper, we present a novel approach to fitting mixture models based on estimating first the posterior distribution of the auxiliary variables that assign each observation to a group in the mixture. The posterior distributions of the…

Computation · Statistics 2017-12-29 Virgilio Gomez-Rubio

The machine learning community has recently put effort into quantized or low-precision arithmetics to scale large models. This paper proposes performing probabilistic inference in the quantized, discrete parameter space created by these…

Machine Learning · Computer Science 2025-08-20 Aleksanteri Sladek , Martin Trapp , Arno Solin

Estimating the predictive uncertainty of a Bayesian learning model is critical in various decision-making problems, e.g., reinforcement learning, detecting adversarial attack, self-driving car. As the model posterior is almost always…

Machine Learning · Computer Science 2021-02-16 Yufei Cui , Wuguannan Yao , Qiao Li , Antoni B. Chan , Chun Jason Xue

Expectation propagation is a general prescription for approximation of integrals in statistical inference problems. Its literature is mainly concerned with Bayesian inference scenarios. However, expectation propagation can also be used to…

Methodology · Statistics 2018-05-23 P. Hall , I. M. Johnstone , J. T. Ormerod , M. P. Wand , J. C. F. Yu

We analyze the dynamics of an algorithm for approximate inference with large Gaussian latent variable models in a student-teacher scenario. To model nontrivial dependencies between the latent variables, we assume random covariance matrices…

Machine Learning · Computer Science 2020-08-26 Burak Çakmak , Manfred Opper

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

It is often of interest to combine available estimates of a similar quantity from multiple data sources. When the corresponding variances of each estimate are also available, a model should take into account the uncertainty of the estimates…

Methodology · Statistics 2021-09-17 Yujing Yao , R. Todd Ogden , Chubing Zeng , Qixuan Chen

To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…

Computation · Statistics 2018-08-03 Jonathan U Harrison , Ruth E Baker

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami

Affordances are fundamental descriptors of relationships between actions, objects and effects. They provide the means whereby a robot can predict effects, recognize actions, select objects and plan its behavior according to desired goals.…

Robotics · Computer Science 2024-02-12 Pedro Osório , Alexandre Bernardino , Ruben Martinez-Cantin , José Santos-Victor

Compared to mean regression and quantile regression, the literature on modal regression is very sparse. A unifying framework for Bayesian modal regression is proposed, based on a family of unimodal distributions indexed by the mode, along…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Rai Bai

Mixture models are commonly used when data show signs of heterogeneity and, often, it is important to estimate the distribution of the latent variable responsible for that heterogeneity. This is a common problem for data taking values in a…

Methodology · Statistics 2022-11-22 Vaidehi Dixit , Ryan Martin

Bayesian predictive inference propagates parameter uncertainty to quantities of interest through the posterior-predictive distribution. In practice, this is typically performed using a two-stage procedure: first approximating the posterior…

Machine Learning · Statistics 2026-05-06 Nan Feng , Xun Huan

Data fusion has become an active research topic in recent years. Growing computational performance has allowed the use of redundant sensors to measure a single phenomenon. While Bayesian fusion approaches are common in general applications,…

Robotics · Computer Science 2017-04-25 Andres F. Echeverri , Henry Medeiros , Ryan Walsh , Yevgeniy Reznichenko , Richard Povinelli

It is difficult to use subsampling with variational inference in hierarchical models since the number of local latent variables scales with the dataset. Thus, inference in hierarchical models remains a challenge at large scale. It is…

Machine Learning · Computer Science 2021-11-08 Abhinav Agrawal , Justin Domke

We develop stochastic variational inference, a scalable algorithm for approximating posterior distributions. We develop this technique for a large class of probabilistic models and we demonstrate it with two probabilistic topic models,…

Machine Learning · Statistics 2013-04-24 Matt Hoffman , David M. Blei , Chong Wang , John Paisley

Collaborative multi-robot perception provides multiple views of an environment, offering varying perspectives to collaboratively understand the environment even when individual robots have poor points of view or when occlusions are caused…

Robotics · Computer Science 2021-03-09 Brian Reily , Hao Zhang
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