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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…

Machine Learning · Statistics 2021-06-16 Anthony Caterini , Rob Cornish , Dino Sejdinovic , Arnaud Doucet

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…

Computation · Statistics 2018-05-11 David M. Blei , Alp Kucukelbir , Jon D. McAuliffe

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…

Computation · Statistics 2019-08-02 Nathaniel Tomasetti , Catherine S. Forbes , Anastasios Panagiotelis

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…

Machine Learning · Statistics 2026-01-30 Dongyue Xie , Wanrong Zhu , Matthew Stephens

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…

Machine Learning · Computer Science 2025-03-19 Pavia Bera , Sanjukta Bhanja

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…

Machine Learning · Statistics 2018-11-29 Thang D. Bui , Cuong V. Nguyen , Siddharth Swaroop , Richard E. Turner

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…

Machine Learning · Computer Science 2021-11-01 Son Nguyen , Duong Nguyen , Khai Nguyen , Khoat Than , Hung Bui , Nhat Ho

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…

Methodology · Statistics 2026-02-27 Lucas Kock , Scott A. Sisson , G. S. Rodrigues , David J. Nott

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,…

Applications · Statistics 2026-04-30 Yiran Li , John Whittaker , Sylvia Richardson , Helene Ruffieux

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…

Machine Learning · Statistics 2026-02-02 Bohan Wu , David Blei

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…

Machine Learning · Computer Science 2021-08-04 Minh-Ngoc Tran , Dang H. Nguyen , Duy Nguyen

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…

Machine Learning · Computer Science 2017-11-22 Zuozhu Liu , Tony Q. S. Quek , Shaowei Lin

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…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

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…

Machine Learning · Computer Science 2025-04-29 Jiayuan Dong , Christian Jacobsen , Mehdi Khalloufi , Maryam Akram , Wanjiao Liu , Karthik Duraisamy , Xun Huan

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…

Computation · Statistics 2026-02-17 Laurence Davies , Dan Mackinlay , Rafael Oliveira , Scott A. Sisson

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,…

Machine Learning · Statistics 2024-02-27 Daniel Andrade

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…

Machine Learning · Statistics 2022-11-28 Julia Linhart , Alexandre Gramfort , Pedro L. C. Rodrigues

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…

Machine Learning · Computer Science 2025-06-10 Baojun Che , Yifan Chen , Zhenghao Huan , Daniel Zhengyu Huang , Weijie Wang

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…

Machine Learning · Computer Science 2023-12-04 Takahiro Mimori , Michiaki Hamada