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Contaminant observations and outliers often cause problems when estimating the parameters of cognitive models, which are statistical models representing cognitive processes. In this study, we test and improve the robustness of parameter…

Machine Learning · Statistics 2025-11-13 Yufei Wu , Stefan T. Radev , Francis Tuerlinckx

How can we perform efficient inference and learning in directed probabilistic models, in the presence of continuous latent variables with intractable posterior distributions, and large datasets? We introduce a stochastic variational…

Machine Learning · Statistics 2022-12-13 Diederik P Kingma , Max Welling

In many areas of science, complex phenomena are modeled by stochastic parametric simulators, often featuring high-dimensional parameter spaces and intractable likelihoods. In this context, performing Bayesian inference can be challenging.…

Machine Learning · Computer Science 2021-11-10 François Rozet , Gilles Louppe

Gradient descent is an important class of iterative algorithms for minimizing convex functions. Classically, gradient descent has been a sequential and synchronous process. Distributed and asynchronous variants of gradient descent have been…

Optimization and Control · Mathematics 2014-12-02 Yun Kuen Cheung , Richard Cole

Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…

Methodology · Statistics 2022-10-14 Erik Spånberg

Approximate Bayesian computation (ABC) is a set of techniques for Bayesian inference when the likelihood is intractable but sampling from the model is possible. This work presents a simple yet effective ABC algorithm based on the…

Computation · Statistics 2019-03-01 Yanzhi Chen , Michael U. Gutmann

This paper presents a fast algorithm for estimating hidden states of Bayesian state space models. The algorithm is a variation of amortized simulation-based inference algorithms, where a large number of artificial datasets are generated at…

Econometrics · Economics 2022-10-14 Ramis Khabibullin , Sergei Seleznev

Bayesian decision theory provides an elegant framework for acting optimally under uncertainty when tractable posterior distributions are available. Modern Bayesian models, however, typically involve intractable posteriors that are…

Machine Learning · Computer Science 2021-06-15 Meet P. Vadera , Soumya Ghosh , Kenney Ng , Benjamin M. Marlin

Inference amortization methods share information across multiple posterior-inference problems, allowing each to be carried out more efficiently. Generally, they require the inversion of the dependency structure in the generative model, as…

Machine Learning · Statistics 2018-11-30 Stefan Webb , Adam Golinski , Robert Zinkov , N. Siddharth , Tom Rainforth , Yee Whye Teh , Frank Wood

Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…

Machine Learning · Computer Science 2018-10-24 Cheng Zhang , Judith Butepage , Hedvig Kjellstrom , Stephan Mandt

In recent years, differentiable penalized likelihood methods have gained popularity, optimizing the causal structure by maximizing its likelihood with respect to the data. However, recent research has shown that errors in likelihood…

Machine Learning · Computer Science 2025-12-16 Mateusz Sypniewski , Mateusz Olko , Mateusz Gajewski , Piotr Miłoś

Adaptive learning is necessary for non-stationary environments where the learning machine needs to forget past data distribution. Efficient algorithms require a compact model update to not grow in computational burden with the incoming data…

Machine Learning · Computer Science 2023-07-11 Vanessa Gómez-Verdejo , Emilio Parrado-Hernández , Manel Martínez-Ramón

Purpose: To propose an alternating learning approach to learn the sampling pattern (SP) and the parameters of variational networks (VN) in accelerated parallel magnetic resonance imaging (MRI). Methods: The approach alternates between…

Image and Video Processing · Electrical Eng. & Systems 2021-10-29 Marcelo V. W. Zibetti , Florian Knoll , Ravinder R. Regatte

Sparse variational approximations allow for principled and scalable inference in Gaussian Process (GP) models. In settings where several GPs are part of the generative model, theses GPs are a posteriori coupled. For many applications such…

Machine Learning · Statistics 2017-11-30 Vincent Adam

Amortized Bayesian Inference (ABI) enables efficient posterior estimation using generative neural networks trained on simulated data, but often suffers from performance degradation under model misspecification. While self-consistency (SC)…

Machine Learning · Statistics 2026-02-27 Aayush Mishra , Šimon Kucharský , Paul-Christian Bürkner

Current approaches to amortizing Bayesian inference focus solely on approximating the posterior distribution. Typically, this approximation is, in turn, used to calculate expectations for one or more target functions - a computational…

Machine Learning · Statistics 2019-07-19 Adam Goliński , Frank Wood , Tom Rainforth

Fast variational approximate algorithms are developed for Bayesian semiparametric regression when the response variable is a count, i.e. a non-negative integer. We treat both the Poisson and Negative Binomial families as models for the…

Methodology · Statistics 2013-09-18 Jan Luts , Matt P. Wand

Ill-posed imaging inverse problems remain challenging due to the ambiguity in mapping degraded observations to clean images. Diffusion-based generative priors have recently shown promise, but typically rely on computationally intensive…

Image and Video Processing · Electrical Eng. & Systems 2026-02-13 Ayush Varshney , Katherine L. Bouman , Berthy T. Feng

Variational Bayesian neural nets combine the flexibility of deep learning with Bayesian uncertainty estimation. Unfortunately, there is a tradeoff between cheap but simple variational families (e.g.~fully factorized) or expensive and…

Machine Learning · Computer Science 2018-02-27 Guodong Zhang , Shengyang Sun , David Duvenaud , Roger Grosse

We present a representation learning algorithm that learns a low-dimensional latent dynamical system from high-dimensional \textit{sequential} raw data, e.g., video. The framework builds upon recent advances in amortized inference methods…

Machine Learning · Computer Science 2020-01-29 Jung-Su Ha , Young-Jin Park , Hyeok-Joo Chae , Soon-Seo Park , Han-Lim Choi
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