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In stochastic variational inference, the variational Bayes objective function is optimized using stochastic gradient approximation, where gradients computed on small random subsets of data are used to approximate the true gradient over the…

Methodology · Statistics 2015-10-19 Linda S. L. Tan , David J. Nott

Multi-group covariance estimation for matrix-variate data with small within group sample sizes is a key part of many data analysis tasks in modern applications. To obtain accurate group-specific covariance estimates, shrinkage estimation…

Methodology · Statistics 2024-03-08 Elizabeth Bersson , Peter D. Hoff

Normalizing Flows (NF) are Generative models which transform a simple prior distribution into the desired target. They however require the design of an invertible mapping whose Jacobian determinant has to be computable. Recently introduced,…

Machine Learning · Computer Science 2025-09-18 Vincent Souveton , Arnaud Guillin , Jens Jasche , Guilhem Lavaux , Manon Michel

Deep kernel learning combines the non-parametric flexibility of kernel methods with the inductive biases of deep learning architectures. We propose a novel deep kernel learning model and stochastic variational inference procedure which…

Machine Learning · Statistics 2016-11-03 Andrew Gordon Wilson , Zhiting Hu , Ruslan Salakhutdinov , Eric P. Xing

Normalizing flows, diffusion normalizing flows and variational autoencoders are powerful generative models. This chapter provides a unified framework to handle these approaches via Markov chains. We consider stochastic normalizing flows as…

Machine Learning · Computer Science 2023-02-06 Paul Hagemann , Johannes Hertrich , Gabriele Steidl

We introduce in this work the normalizing field flows (NFF) for learning random fields from scattered measurements. More precisely, we construct a bijective transformation (a normalizing flow characterizing by neural networks) between a…

Machine Learning · Computer Science 2022-05-11 Ling Guo , Hao Wu , Tao Zhou

We consider a neural network with adapting synapses whose dynamics can be analitically computed. The model is made of $N$ neurons and each of them is connected to $K$ input neurons chosen at random in the network. The synapses are…

Disordered Systems and Neural Networks · Physics 2009-10-30 G. Lattanzi , G. Nardulli , G. Pasquariello , S. Stramaglia

In this paper, we show that the recent integration of statistical models with deep recurrent neural networks provides a new way of formulating volatility (the degree of variation of time series) models that have been widely used in time…

Machine Learning · Computer Science 2018-12-06 Rui Luo , Weinan Zhang , Xiaojun Xu , Jun Wang

To adopt neural networks in safety critical domains, knowing whether we can trust their predictions is crucial. Bayesian neural networks (BNNs) provide uncertainty estimates by averaging predictions with respect to the posterior weight…

Machine Learning · Computer Science 2021-03-17 Jannik Schmitt , Stefan Roth

Multi-task learning is useful in NLP because it is often practically desirable to have a single model that works across a range of tasks. In the medical domain, sequential training on tasks may sometimes be the only way to train models,…

Computation and Language · Computer Science 2021-11-12 Denis Jered McInerney , Luyang Kong , Kristjan Arumae , Byron Wallace , Parminder Bhatia

Normalizing flows transform a simple base distribution into a complex target distribution and have proved to be powerful models for data generation and density estimation. In this work, we propose a novel type of normalizing flow driven by…

Machine Learning · Computer Science 2021-07-14 Ruizhi Deng , Bo Chang , Marcus A. Brubaker , Greg Mori , Andreas Lehrmann

Uncertainty in biological neural systems appears to be computationally beneficial rather than detrimental. However, in neuromorphic computing systems, device variability often limits performance, including accuracy and efficiency. In this…

Neural and Evolutionary Computing · Computer Science 2026-02-10 Huannan Zheng , Jingli Liu , Kezhou Yang

Despite all the impressive advances of recurrent neural networks, sequential data is still in need of better modelling. Truncated backpropagation through time (TBPTT), the learning algorithm most widely used in practice, suffers from the…

Machine Learning · Computer Science 2018-12-07 Asier Mujika , Florian Meier , Angelika Steger

Stochastic variational inference is an established way to carry out approximate Bayesian inference for deep models. While there have been effective proposals for good initializations for loss minimization in deep learning, far less…

Machine Learning · Statistics 2019-01-28 Simone Rossi , Pietro Michiardi , Maurizio Filippone

Graph learning, or network inference, is a prominent problem in graph signal processing (GSP). GSP generalizes the Fourier transform to non-Euclidean domains, and graph learning is pivotal to applying GSP when these domains are unknown.…

Machine Learning · Computer Science 2025-05-16 Changhao Shi , Gal Mishne

Bayesian neural network posterior distributions have a great number of modes that correspond to the same network function. The abundance of such modes can make it difficult for approximate inference methods to do their job. Recent work has…

Machine Learning · Statistics 2024-07-03 Tommy Rochussen

Conditional Normalizing Flows (CNFs) are flexible generative models capable of representing complicated distributions with high dimensionality and large interdimensional correlations, making them appealing for structured output learning.…

Computer Vision and Pattern Recognition · Computer Science 2023-09-06 Mohsen Zand , Ali Etemad , Michael Greenspan

Ordinary stochastic neural networks mostly rely on the expected values of their weights to make predictions, whereas the induced noise is mostly used to capture the uncertainty, prevent overfitting and slightly boost the performance through…

Machine Learning · Statistics 2019-02-19 Kirill Neklyudov , Dmitry Molchanov , Arsenii Ashukha , Dmitry Vetrov

Stochastic differential equations play an important role in various applications when modeling systems that have either random perturbations or chaotic dynamics at faster time scales. The time evolution of the probability distribution of a…

Numerical Analysis · Mathematics 2022-11-11 Yao Li , Caleb Meredith

We revisit random search for stochastic optimization, where only noisy function evaluations are available. We show that the method works under weaker smoothness assumptions than previously considered, and that stronger assumptions enable…

Optimization and Control · Mathematics 2025-12-19 El Mahdi Chayti , Taha El Bakkali El Kadi , Omar Saadi , Martin Jaggi