Related papers: Improved Variational Bayesian Phylogenetic Inferen…
Continuously-indexed flows (CIFs) have recently achieved improvements over baseline normalizing flows on a variety of density estimation tasks. CIFs do not possess a closed-form marginal density, and so, unlike standard flows, cannot be…
One of the core problems of modern statistics is to approximate difficult-to-compute probability densities. This problem is especially important in Bayesian statistics, which frames all inference about unknown quantities as a calculation…
Variational Bayesian (VB) methods produce posterior inference in a time frame considerably smaller than traditional Markov Chain Monte Carlo approaches. Although the VB posterior is an approximation, it has been shown to produce good…
We introduce a flexible empirical Bayes approach for fitting Bayesian generalized linear models. Specifically, we adopt a novel mean-field variational inference (VI) method and the prior is estimated within the VI algorithm, making the…
Modern neural network architectures have achieved remarkable accuracies but remain highly dependent on their training data, often lacking interpretability in their learned mappings. While effective on large datasets, they tend to overfit on…
Variational inference (VI) has become the method of choice for fitting many modern probabilistic models. However, practitioners are faced with a fragmented literature that offers a bewildering array of algorithmic options. First, the…
Approximate inference in Bayesian deep networks exhibits a dilemma of how to yield high fidelity posterior approximations while maintaining computational efficiency and scalability. We tackle this challenge by introducing a novel…
A conventional Bayesian approach to prediction uses the posterior distribution to integrate out parameters in a density for unobserved data conditional on the observed data and parameters. When the true posterior is intractable, it is…
Motivation: Modern biobanks, with unprecedented sample sizes and phenotypic diversity, have become foundational resources for genomic studies, enabling powerful cross-phenotype and population-scale analyses. As studies grow in complexity,…
Variational inference (VI) has emerged as a popular method for approximate inference for high-dimensional Bayesian models. In this paper, we propose a novel VI method that extends the naive mean field via entropic regularization, referred…
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…
The quest for biologically plausible deep learning is driven, not just by the desire to explain experimentally-observed properties of biological neural networks, but also by the hope of discovering more efficient methods for training…
In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…
Bayesian optimal experimental design (OED) seeks experiments that maximize the expected information gain (EIG) in model parameters. Directly estimating the EIG using nested Monte Carlo is computationally expensive and requires an explicit…
The expressiveness of flow-based models combined with stochastic variational inference (SVI) has expanded the application of optimization-based Bayesian inference to highly complex problems. However, despite the importance of multi-model…
Variational mean field approximations tend to struggle with contemporary overparametrized deep neural networks. Where a Bayesian treatment is usually associated with high-quality predictions and uncertainties, the practical reality has been…
Variational inference with normalizing flows (NFs) is an increasingly popular alternative to MCMC methods. In particular, NFs based on coupling layers (Real NVPs) are frequently used due to their good empirical performance. In theory,…
Building on the recent trend of new deep generative models known as Normalizing Flows (NF), simulation-based inference (SBI) algorithms can now efficiently accommodate arbitrary complex and high-dimensional data distributions. The…
This paper is concerned with the approximation of probability distributions known up to normalization constants, with a focus on Bayesian inference for large-scale inverse problems in scientific computing. In this context, key challenges…
Phylogenetic inference, grounded in molecular evolution models, is essential for understanding the evolutionary relationships in biological data. Accounting for the uncertainty of phylogenetic tree variables, which include tree topologies…