Related papers: Quantized Variational Inference
Bayesian optimization (BO) is an effective technique for black-box optimization. However, its applicability is typically limited to moderate-budget problems due to the cubic complexity of fitting the Gaussian process (GP) surrogate model.…
Variational Inference is a powerful tool in the Bayesian modeling toolkit, however, its effectiveness is determined by the expressivity of the utilized variational distributions in terms of their ability to match the true posterior…
Variational inference (VI) is widely used as an efficient alternative to Markov chain Monte Carlo. It posits a family of approximating distributions $q$ and finds the closest member to the exact posterior $p$. Closeness is usually measured…
Posterior inference in directed graphical models is commonly done using a probabilistic encoder (a.k.a inference model) conditioned on the input. Often this inference model is trained jointly with the probabilistic decoder (a.k.a generator…
Combinatorial optimization on near-term quantum devices is a promising path to demonstrating quantum advantage. However, the capabilities of these devices are constrained by high noise or error rates. In this paper, we propose an iterative…
Variational Bayes (VB) has become a widely-used tool for Bayesian inference in statistics and machine learning. Nonetheless, the development of the existing VB algorithms is so far generally restricted to the case where the variational…
Inference models are a key component in scaling variational inference to deep latent variable models, most notably as encoder networks in variational auto-encoders (VAEs). By replacing conventional optimization-based inference with a…
In this paper, we consider estimation of the conditional mode of an outcome variable given regressors. To this end, we propose and analyze a computationally scalable estimator derived from a linear quantile regression model and develop…
Models with a large number of latent variables are often used to fully utilize the information in big or complex data. However, they can be difficult to estimate using standard approaches, and variational inference methods are a popular…
This research considers a scalable inference for spatial data modeled through Gaussian intrinsic conditional autoregressive (ICAR) structures. The classical estimation method, restricted maximum likelihood (REML), requires repeated…
Feedback-based methods have gained significant attention as an alternative training paradigm for the Quantum Approximate Optimization Algorithm (QAOA) in solving combinatorial optimization problems such as MAX-CUT. In particular, Quantum…
We introduce a gradient-free framework for Bayesian Optimal Experimental Design (BOED) in sequential settings, aimed at complex systems where gradient information is unavailable. Our method combines Ensemble Kalman Inversion (EKI) for…
Quantum annealers provide an effective framework for solving large-scale combinatorial optimization problems. This work presents a novel methodology for training Variational Quantum Algorithms (VQAs) by reformulating the parameter…
Variational quantum algorithms and, in particular, variants of the varational quantum eigensolver have been proposed to address combinatorial optimization (CO) problems. Using only shallow ansatz circuits, these approaches are deemed…
We discuss the use of likelihood asymptotics for inference on risk measures in univariate extreme value problems, focusing on estimation of high quantiles and similar summaries of risk for uncertainty quantification. We study whether…
We propose a novel approach to sequential Bayesian inference based on variational Bayes (VB). The key insight is that, in the online setting, we do not need to add the KL term to regularize to the prior (which comes from the posterior at…
Various algorithms in reinforcement learning exhibit dramatic variability in their convergence rates and ultimate accuracy as a function of the problem structure. Such instance-specific behavior is not captured by existing global minimax…
Time-Varying Bayesian Optimization (TVBO) is the go-to framework for optimizing a time-varying, expensive, noisy black-box function $f$. However, most of the asymptotic guarantees offered by TVBO algorithms rely on the assumption that…
We present the first framework for Gaussian-process-modulated Poisson processes when the temporal data appear in the form of panel counts. Panel count data frequently arise when experimental subjects are observed only at discrete time…
Bayesian inference provides an attractive online-learning framework to analyze sequential data, and offers generalization guarantees which hold even with model mismatch and adversaries. Unfortunately, exact Bayesian inference is rarely…