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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…

We propose a new variational approximation of the joint posterior distribution of the log-volatility in the context of large Bayesian VARs. In contrast to existing approaches that are based on local approximations, the new proposal provides…

Econometrics · Economics 2022-06-20 Joshua C. C. Chan , Xuewen Yu

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

Boosting combines weak learners into a predictor with low empirical risk. Its dual constructs a high entropy distribution upon which weak learners and training labels are uncorrelated. This manuscript studies this primal-dual relationship…

Machine Learning · Computer Science 2012-04-04 Matus Telgarsky

Boosting is a celebrated machine learning approach which is based on the idea of combining weak and moderately inaccurate hypotheses to a strong and accurate one. We study boosting under the assumption that the weak hypotheses belong to a…

Machine Learning · Computer Science 2024-02-14 Noga Alon , Alon Gonen , Elad Hazan , Shay Moran

Because imitation learning relies on human demonstrations in hard-to-simulate settings, the inclusion of force control in this method has resulted in a shortage of training data, even with a simple change in speed. Although the field of…

Robotics · Computer Science 2025-05-07 Nozomu Masuya , Hiroshi Sato , Koki Yamane , Takuya Kusume , Sho Sakaino , Toshiaki Tsuji

As data sets continue to grow in size and complexity, effective and efficient techniques are needed to target important features in the variable space. Many of the variable selection techniques that are commonly used alongside clustering…

Computation · Statistics 2013-03-22 Jeffrey L. Andrews , Paul D. McNicholas

Motivated by challenges in the analysis of biomedical data and observational studies, we develop statistical boosting for the general class of bivariate distributional copula regression with arbitrary marginal distributions, which is suited…

Methodology · Statistics 2024-03-05 Guillermo Briseño Sanchez , Nadja Klein , Hannah Klinkhammer , Andreas Mayr

We present a new procedure for enhanced variable selection for component-wise gradient boosting. Statistical boosting is a computational approach that emerged from machine learning, which allows to fit regression models in the presence of…

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…

Machine Learning · Computer Science 2018-07-26 Joseph Marino , Yisong Yue , Stephan Mandt

Many methods for machine learning rely on approximate inference from intractable probability distributions. Variational inference approximates such distributions by tractable models that can be subsequently used for approximate inference.…

Machine Learning · Computer Science 2020-10-08 Oleg Arenz , Mingjun Zhong , Gerhard Neumann

We empirically evaluate a stochastic annealing strategy for Bayesian posterior optimization with variational inference. Variational inference is a deterministic approach to approximate posterior inference in Bayesian models in which a…

Machine Learning · Statistics 2015-05-26 San Gultekin , Aonan Zhang , John Paisley

The Cut posterior and related Semi-Modular Inference are Generalised Bayes methods for Modular Bayesian evidence combination. Analysis is broken up over modular sub-models of the joint posterior distribution. Model-misspecification in…

Machine Learning · Statistics 2022-04-04 Chris U. Carmona , Geoff K. Nicholls

Bayesian analyses combine information represented by different terms in a joint Bayesian model. When one or more of the terms is misspecified, it can be helpful to restrict the use of information from suspect model components to modify…

Methodology · Statistics 2022-06-27 Xuejun Yu , David J. Nott , Michael Stanley Smith

Variational inference (VI) is a central tool in modern machine learning, used to approximate an intractable target density by optimising over a tractable family of distributions. As the variational family cannot typically represent the…

Machine Learning · Statistics 2026-04-21 Daniel Marks , Dario Paccagnan , Mark van der Wilk

Deep learning usually relies on training large-scale data samples to achieve better performance. However, over-fitting based on training data always remains a problem. Scholars have proposed various strategies, such as feature dropping and…

Computer Vision and Pattern Recognition · Computer Science 2022-11-22 Songhao Jiang , Yan Chu , Tianxing Ma , Tianning Zang

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

In this paper, we explore adaptive inference based on variational Bayes. Although several studies have been conducted to analyze the contraction properties of variational posteriors, there is still a lack of a general and computationally…

Statistics Theory · Mathematics 2024-03-12 Ilsang Ohn , Lizhen Lin

We develop a model-based boosting approach for multivariate distributional regression within the framework of generalized additive models for location, scale, and shape. Our approach enables the simultaneous modeling of all distribution…

Methodology · Statistics 2022-07-19 Annika Strömer , Nadja Klein , Christian Staerk , Hannah Klinkhammer , Andreas Mayr

Diffusion models can unintentionally memorize training samples, raising concerns about privacy and copyright. While recent methods can detect memorization, they often rely on global or model-specific signals and provide limited insight into…

Machine Learning · Computer Science 2026-05-29 Gwangho Kim , Sungyoon Lee