Related papers: Deep Fiducial Inference
Bayesian, frequentist and fiducial (BFF) inferences are much more congruous than they have been perceived historically in the scientific community (cf., Reid and Cox 2015; Kass 2011; Efron 1998). Most practitioners are probably more…
Markov chain Monte Carlo (MCMC), such as Langevin dynamics, is valid for approximating intractable distributions. However, its usage is limited in the context of deep latent variable models owing to costly datapoint-wise sampling iterations…
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…
Approximate Bayesian computation allows for inference of complicated probabilistic models with intractable likelihoods using model simulations. The Markov chain Monte Carlo implementation of approximate Bayesian computation is often…
A vital stage in the mathematical modelling of real-world systems is to calibrate a model's parameters to observed data. Likelihood-free parameter inference methods, such as Approximate Bayesian Computation, build Monte Carlo samples of the…
We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…
We propose a variational autoencoder (VAE) approach for parameter estimation in nonlinear mixed-effects models based on ordinary differential equations (NLME-ODEs) using longitudinal data from multiple subjects. In moderate dimensions,…
Interpretability is essential for user trust in real-world anomaly detection applications. However, deep learning models, despite their strong performance, often lack transparency. In this work, we study the interpretability of…
We consider geothermal inverse problems and uncertainty quantification from a Bayesian perspective. Our main goal is to make standard, `out-of-the-box' Markov chain Monte Carlo (MCMC) sampling more feasible for complex simulation models by…
Face recognition systems have become increasingly vulnerable to security threats in recent years, prompting the use of Face Anti-spoofing (FAS) to protect against various types of attacks, such as phone unlocking, face payment, and…
Many practical problems involve estimating low dimensional statistical quantities with high-dimensional models and datasets. Several approaches address these estimation tasks based on the theory of influence functions, such as…
Variational autoencoder (VAE) is a very successful generative model whose key element is the so called amortized inference network, which can perform test time inference using a single feed forward pass. Unfortunately, this comes at the…
The problem of detecting the Out-of-Distribution (OoD) inputs is of paramount importance for Deep Neural Networks. It has been previously shown that even Deep Generative Models that allow estimating the density of the inputs may not be…
Many generative models can be expressed as a differentiable function of random inputs drawn from some simple probability density. This framework includes both deep generative architectures such as Variational Autoencoders and a large class…
We introduce a stable, well tested Python implementation of the affine-invariant ensemble sampler for Markov chain Monte Carlo (MCMC) proposed by Goodman & Weare (2010). The code is open source and has already been used in several published…
Approximate Bayesian Computation (ABC) is a popular inference method when likelihoods are hard to come by. Practical bottlenecks of ABC applications include selecting statistics that summarize the data without losing too much information or…
There has been a lot of recent interest in designing neural network models to estimate a distribution from a set of examples. We introduce a simple modification for autoencoder neural networks that yields powerful generative models. Our…
A method for the multifidelity Monte Carlo (MFMC) estimation of statistical quantities is proposed which is applicable to computational budgets of any size. Based on a sequence of optimization problems each with a globally minimizing…
Despite their successes, deep neural networks may make unreliable predictions when faced with test data drawn from a distribution different to that of the training data, constituting a major problem for AI safety. While this has recently…
When prior information is lacking, the go-to strategy for probabilistic inference is to combine a "default prior" and the likelihood via Bayes's theorem. Objective Bayes, (generalized) fiducial inference, etc. fall under this umbrella. This…