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Variational inequalities as an effective tool for solving applied problems, including machine learning tasks, have been attracting more and more attention from researchers in recent years. The use of variational inequalities covers a wide…

Optimization and Control · Mathematics 2024-12-20 Daniil Medyakov , Gleb Molodtsov , Aleksandr Beznosikov

Mixture models provide a flexible representation of heterogeneity in a finite number of latent classes. From the Bayesian point of view, Markov Chain Monte Carlo methods provide a way to draw inferences from these models. In particular,…

Methodology · Statistics 2020-05-06 Carolina Valani Cavalcante , Kelly Cristina Mota Gonçalves

Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…

Methodology · Statistics 2026-04-03 Lachlan Astfalck , Deborshee Sen , Sayan Patra , Edward Cripps , David Dunson

We propose using model reparametrization to improve variational Bayes inference for hierarchical models whose variables can be classified as global (shared across observations) or local (observation specific). Posterior dependence between…

Methodology · Statistics 2021-01-28 Linda S. L. Tan

Bayesian methods are often optimal, yet increasing pressure for fast computations, especially with streaming data, brings renewed interest in faster, possibly sub-optimal, solutions. The extent to which these algorithms approximate Bayesian…

Statistics Theory · Mathematics 2026-02-18 Sandra Fortini , Sonia Petrone

Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…

Machine Learning · Statistics 2016-04-19 Dustin Tran , Rajesh Ranganath , David M. Blei

Estimation of finite mixture models when the mixing distribution support is unknown is an important problem. This paper gives a new approach based on a marginal likelihood for the unknown support. Motivated by a Bayesian Dirichlet prior…

Methodology · Statistics 2013-02-11 Ryan Martin

Inference networks of traditional Variational Autoencoders (VAEs) are typically amortized, resulting in relatively inaccurate posterior approximation compared to instance-wise variational optimization. Recent semi-amortized approaches were…

Machine Learning · Computer Science 2020-11-18 Minyoung Kim , Vladimir Pavlovic

Factorization machines (FMs) are a powerful tool for regression and classification in the context of sparse observations, that has been successfully applied to collaborative filtering, especially when side information over users or items is…

Machine Learning · Computer Science 2022-12-21 Jill-Jênn Vie , Tomas Rigaux , Hisashi Kashima

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 a…

Machine Learning · Statistics 2023-05-02 Aliaksandr Hubin , Geir Storvik

For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…

Statistics Theory · Mathematics 2019-06-19 Thomas Pitschel

Global variational approximation methods in graphical models allow efficient approximate inference of complex posterior distributions by using a simpler model. The choice of the approximating model determines a tradeoff between the…

Artificial Intelligence · Computer Science 2013-01-14 Tal El-Hay , Nir Friedman

Probabilistic regression techniques in control and robotics applications have to fulfill different criteria of data-driven adaptability, computational efficiency, scalability to high dimensions, and the capacity to deal with different…

Machine Learning · Computer Science 2021-03-31 Hany Abdulsamad , Peter Nickl , Pascal Klink , Jan Peters

Variational inference has become a widely used method to approximate posteriors in complex latent variables models. However, deriving a variational inference algorithm generally requires significant model-specific analysis, and these…

Machine Learning · Statistics 2014-01-03 Rajesh Ranganath , Sean Gerrish , David M. Blei

This is a preliminary version of visual interpretation integrating multiple sensors in SUCCESSOR, an intelligent, model-based vision system. We pursue a thorough integration of hierarchical Bayesian inference with comprehensive physical…

Artificial Intelligence · Computer Science 2013-04-11 Thomas O. Binford , Tod S. Levitt , Wallace B. Mann

As for other latent-variable problems, exact Bayesian analysis is typically not practicable for mixture problems and approximate methods have been developed. Variational Bayes tends to produce approximate posterior distributions for…

Statistics Theory · Mathematics 2026-02-24 Nils Lid Hjort , Mike Titterington

A new approach for Bayesian model averaging (BMA) and selection is proposed, based on the mixture model approach for hypothesis testing in Kaniav et al., 2014. Inheriting from the good properties of this approach, it extends BMA to cases…

Methodology · Statistics 2018-08-02 Merlin Keller , Kaniav Kamary

In this work, we develop a novel Bayesian estimation method for the Dirichlet process (DP) mixture of the inverted Dirichlet distributions, which has been shown to be very flexible for modeling vectors with positive elements. The recently…

Machine Learning · Computer Science 2020-02-04 Zhanyu Ma , Yuping Lai

Traditional Item Response Theory models assume the distribution of the abilities of the population in study to be Gaussian. However, this may not always be a reasonable assumption, which motivates the development of more general models.…

Applications · Statistics 2017-12-20 Flávio B. Gonçalves , Bárbara C. C. Dias , Tufi M. Soares

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