Related papers: Efficient Bayesian Sampling Using Normalizing Flow…
Gravity inversion is a commonly applied data analysis technique in the field of geophysics. While machine learning methods have previously been explored for the problem of gravity inversion, these are deterministic approaches returning a…
Recent Reinforcement Learning (RL) algorithms making use of Kullback-Leibler (KL) regularization as a core component have shown outstanding performance. Yet, only little is understood theoretically about why KL regularization helps, so far.…
Continual learning (CL) is crucial for the adaptation of neural network models to new environments. Although outperforming weight-space regularisation approaches, the functional regularisation-based CL methods suffer from high computational…
Sampling-based model predictive control (MPC) has the potential for use in a wide variety of robotic systems. However, its unstable updates and poor convergence render it unsuitable for real-time control of robotic systems. This study…
We propose the application of iterative regularization for the development of ensemble methods for solving Bayesian inverse problems. In concrete, we construct (i) a variational iterative regularizing ensemble Levenberg-Marquardt method…
Bayesian networks (BNs) are a foundational model in machine learning and causal inference. Their graphical structure can handle high-dimensional problems, divide them into a sparse collection of smaller ones, underlies Judea Pearl's…
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…
Bayesian sequence prediction is a simple technique for predicting future symbols sampled from an unknown measure on infinite sequences over a countable alphabet. While strong bounds on the expected cumulative error are known, there are only…
In order to sample from an unnormalized probability density function, we propose to combine continuous normalizing flows (CNFs) with rejection-resampling steps based on importance weights. We relate the iterative training of CNFs with…
Normalizing flows are a powerful tool for generative modelling, density estimation and posterior reconstruction in Bayesian inverse problems. In this paper, we introduce proximal residual flows, a new architecture of normalizing flows.…
A normalizing flow models a complex probability density as an invertible transformation of a simple density. The invertibility means that we can evaluate densities and generate samples from a flow. In practice, autoregressive flow-based…
Many machine learning applications require operating on a spatially distributed dataset. Despite technological advances, privacy considerations and communication constraints may prevent gathering the entire dataset in a central unit. In…
$\alpha$-posteriors and their variational approximations distort standard posterior inference by downweighting the likelihood and introducing variational approximation errors. We show that such distortions, if tuned appropriately, reduce…
Increasingly complex datasets pose a number of challenges for Bayesian inference. Conventional posterior sampling based on Markov chain Monte Carlo can be too computationally intensive, is serial in nature and mixes poorly between posterior…
Ideally, any statistical inference should be robust to local influences. Although there are simple ways to check about leverage points in independent and linear problems, more complex models require more sophisticated methods.…
This paper studies a Bayesian estimation procedure for single-hidden-layer neural networks using $\ell_{1}$ controlled weights. We study the structure of the posterior density and provide a representation that makes it amenable to rapid…
We present a pseudo-reversible normalizing flow method for efficiently generating samples of the state of a stochastic differential equation (SDE) with different initial distributions. The primary objective is to construct an accurate and…
We propose a generative multivariate posterior sampler via flow matching. It offers a simple training objective, and does not require access to likelihood evaluation. The method learns a dynamic, block-triangular velocity field in the joint…
Normalising flows are tractable probabilistic models that leverage the power of deep learning to describe a wide parametric family of distributions, all while remaining trainable using maximum likelihood. We discuss how these methods can be…
Some machine learning applications require continual learning - where data comes in a sequence of datasets, each is used for training and then permanently discarded. From a Bayesian perspective, continual learning seems straightforward:…