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Most works on federated learning (FL) focus on the most common frequentist formulation of learning whereby the goal is minimizing the global empirical loss. Frequentist learning, however, is known to be problematic in the regime of limited…

Information Theory · Computer Science 2022-06-13 Dongzhu Liu , Osvaldo Simeone

Federated learning performed by a decentralized networks of agents is becoming increasingly important with the prevalence of embedded software on autonomous devices. Bayesian approaches to learning benefit from offering more information as…

Machine Learning · Computer Science 2021-07-16 Vyacheslav Kungurtsev , Adam Cobb , Tara Javidi , Brian Jalaian

For engineering applications of artificial intelligence, Bayesian learning holds significant advantages over standard frequentist learning, including the capacity to quantify uncertainty. Langevin Monte Carlo (LMC) is an efficient…

Information Theory · Computer Science 2022-03-01 Yunchuan Zhang , Dongzhu Liu , Osvaldo Simeone

This paper studies distributed Bayesian learning in a setting encompassing a central server and multiple workers by focusing on the problem of mitigating the impact of stragglers. The standard one-shot, or embarrassingly parallel, Bayesian…

Machine Learning · Computer Science 2022-08-30 Hari Hara Suthan Chittoor , Osvaldo Simeone

The recent development of scalable Bayesian inference methods has renewed interest in the adoption of Bayesian learning as an alternative to conventional frequentist learning that offers improved model calibration via uncertainty…

Information Theory · Computer Science 2023-08-01 Boning Zhang , Dongzhu Liu , Osvaldo Simeone , Guangxu Zhu

Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…

Machine Learning · Statistics 2024-08-27 Rohitash Chandra , Joshua Simmons

Bayesian learning in undirected graphical models|computing posterior distributions over parameters and predictive quantities is exceptionally difficult. We conjecture that for general undirected models, there are no tractable MCMC (Markov…

Machine Learning · Computer Science 2012-07-19 Iain Murray , Zoubin Ghahramani

Standard Markov chain Monte Carlo methods struggle to explore distributions that are concentrated in the neighbourhood of low-dimensional structures. These pathologies naturally occur in a number of situations. For example, they are common…

Computation · Statistics 2021-12-02 Khai Xiang Au , Matthew M. Graham , Alexandre H. Thiery

Distributed learning methods have gained substantial momentum in recent years, with communication overhead often emerging as a critical bottleneck. Gradient compression techniques alleviate communication costs but involve an inherent…

Machine Learning · Computer Science 2025-07-09 Ze'ev Zukerman , Bassel Hamoud , Kfir Y. Levy

We consider the distributed channel access problem for a system consisting of multiple control subsystems that close their loop over a shared wireless network. We propose a distributed method for providing deterministic channel access…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Tahmoores Farjam , Henk Wymeersch , Themistoklis Charalambous

In this paper, we address the fusion problem in wireless sensor networks, where the cross-correlation between the estimates is unknown. To solve the problem within the Bayesian framework, we assume that the covariance matrix has a prior…

Information Theory · Computer Science 2015-09-14 Zhiyuan Weng , Petar Djuric

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

Bayesian inference in deep neural networks is challenging due to the high-dimensional, strongly multi-modal parameter posterior density landscape. Markov chain Monte Carlo approaches asymptotically recover the true posterior but are…

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

Computation · Statistics 2015-04-23 Thi Le Thu Nguyen , Francois Septier , Gareth W. Peters , Yves Delignon

The methodology developed in this article is motivated by a wide range of prediction and uncertainty quantification problems that arise in Statistics, Machine Learning and Applied Mathematics, such as non-parametric regression, multi-class…

Methodology · Statistics 2019-03-26 Victor Chen , Matthew M. Dunlop , Omiros Papaspiliopoulos , Andrew M. Stuart

Bayesian deep learning counts on the quality of posterior distribution estimation. However, the posterior of deep neural networks is highly multi-modal in nature, with local modes exhibiting varying generalization performance. Given a…

Machine Learning · Computer Science 2024-03-27 Bolian Li , Ruqi Zhang

Bayesian Neural Networks (BNNs) offer robust uncertainty quantification in model predictions, but training them presents a significant computational challenge. This is mainly due to the problem of sampling multimodal posterior distributions…

Machine Learning · Computer Science 2025-01-14 Ratneel Deo , Scott Sisson , Jody M. Webster , Rohitash Chandra

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…

Cosmology and Nongalactic Astrophysics · Physics 2020-06-03 Adam Moss

The identification of parameters in mathematical models using noisy observations is a common task in uncertainty quantification. We employ the framework of Bayesian inversion: we combine monitoring and observational data with prior…

Computation · Statistics 2018-05-11 Jonas Latz , Iason Papaioannou , Elisabeth Ullmann

This paper presents an unsupervised method that trains neural source separation by using only multichannel mixture signals. Conventional neural separation methods require a lot of supervised data to achieve excellent performance. Although…

Sound · Computer Science 2019-08-30 Yoshiaki Bando , Yoko Sasaki , Kazuyoshi Yoshii
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