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We propose a robust and scalable variational Bayes (VB) framework designed to effectively handle contamination and outliers in dataset. Our approach partitions the data into $m$ disjoint subsets and formulates a joint optimization problem…

Methodology · Statistics 2025-12-16 Jiawei Yan , Ju Liu , Weidong Liu , Jiyuan Tu

This study tackles the efficient estimation of Kullback-Leibler (KL) Divergence in Dirichlet Mixture Models (DMM), crucial for clustering compositional data. Despite the significance of DMMs, obtaining an analytically tractable solution for…

Machine Learning · Statistics 2024-03-20 Samyajoy Pal , Christian Heumann

Normalizing flows are flexible, parameterized distributions that can be used to approximate expectations from intractable distributions via importance sampling. However, current flow-based approaches are limited on challenging targets where…

Machine Learning · Computer Science 2022-03-15 Laurence Illing Midgley , Vincent Stimper , Gregor N. C. Simm , José Miguel Hernández-Lobato

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

Normalizing flows are a promising tool for modeling probability distributions in physical systems. While state-of-the-art flows accurately approximate distributions and energies, applications in physics additionally require smooth energies…

Machine Learning · Statistics 2021-12-01 Jonas Köhler , Andreas Krämer , Frank Noé

Kullback-Leiber divergence has been widely used in Knowledge Distillation (KD) to compress Large Language Models (LLMs). Contrary to prior assertions that reverse Kullback-Leibler (RKL) divergence is mode-seeking and thus preferable over…

Computation and Language · Computer Science 2024-12-10 Taiqiang Wu , Chaofan Tao , Jiahao Wang , Runming Yang , Zhe Zhao , Ngai Wong

Normalizing flows, which learn a distribution by transforming the data to samples from a Gaussian base distribution, have proven powerful density approximations. But their expressive power is limited by this choice of the base distribution.…

Machine Learning · Computer Science 2021-07-16 Mike Laszkiewicz , Johannes Lederer , Asja Fischer

Wasserstein gradient flows have become a central tool for optimization problems over probability measures. A natural numerical approach is forward-Euler time discretization. We show, however, that even in the simple case where the energy…

Numerical Analysis · Mathematics 2025-10-16 Yewei Xu , Qin Li

We introduce in this work the normalizing field flows (NFF) for learning random fields from scattered measurements. More precisely, we construct a bijective transformation (a normalizing flow characterizing by neural networks) between a…

Machine Learning · Computer Science 2022-05-11 Ling Guo , Hao Wu , Tao Zhou

Markov chain Monte Carlo (MCMC) methods have not been broadly adopted in Bayesian neural networks (BNNs). This paper initially reviews the main challenges in sampling from the parameter posterior of a neural network via MCMC. Such…

Machine Learning · Statistics 2021-10-05 Theodore Papamarkou , Jacob Hinkle , M. Todd Young , David Womble

Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…

Methodology · Statistics 2017-04-21 Bala Rajaratnam , Doug Sparks , Kshitij Khare , Liyuan Zhang

We consider the inverse reinforcement learning problem, that is, the problem of learning from, and then predicting or mimicking a controller based on state/action data. We propose a statistical model for such data, derived from the…

Machine Learning · Statistics 2012-11-27 Sumeetpal S. Singh , Nicolas Chopin , Nick Whiteley

An elementary approach to characterizing the impact of noise scheduling and time discretization in generative diffusion models is developed. We first utilize the Cram\'er-Rao bound to identify the Gaussian setting as a fundamental…

Information Theory · Computer Science 2026-02-10 Qiang Sun , H. Vincent Poor , Wenyi Zhang

The recent introduction of machine learning techniques, especially normalizing flows, for the sampling of lattice gauge theories has shed some hope on improving the sampling efficiency of the traditional HMC algorithm. Naive use of…

High Energy Physics - Lattice · Physics 2022-12-06 David Albandea , Luigi Del Debbio , Pilar Hernández , Richard Kenway , Joe Marsh Rossney , Alberto Ramos

Many problems in the physical sciences, machine learning, and statistical inference necessitate sampling from a high-dimensional, multi-modal probability distribution. Markov Chain Monte Carlo (MCMC) algorithms, the ubiquitous tool for this…

Data Analysis, Statistics and Probability · Physics 2022-05-12 Marylou Gabrié , Grant M. Rotskoff , Eric Vanden-Eijnden

In this paper, we delve deeper into the Kullback-Leibler (KL) Divergence loss and mathematically prove that it is equivalent to the Decoupled Kullback-Leibler (DKL) Divergence loss that consists of 1) a weighted Mean Square Error (wMSE)…

Computer Vision and Pattern Recognition · Computer Science 2024-10-29 Jiequan Cui , Zhuotao Tian , Zhisheng Zhong , Xiaojuan Qi , Bei Yu , Hanwang Zhang

We propose and analyze a class of adaptive sampling algorithms for multimodal distributions on a bounded domain, which share a structural resemblance to the classic overdamped Langevin dynamics. We first demonstrate that this class of…

Machine Learning · Computer Science 2024-11-26 Björn Engquist , Kui Ren , Yunan Yang

Bayesian analysis is widely used in science and engineering for real-time forecasting, decision making, and to help unravel the processes that explain the observed data. These data are some deterministic and/or stochastic transformations of…

Optimization and Control · Mathematics 2020-02-24 Jiangjiang Zhang , Jasper A. Vrugt , Xiaoqing Shi , Guang Lin , Lingzao Zeng , Laosheng Wu

Inverse medium scattering solvers generally reconstruct a single solution without an associated measure of uncertainty. This is true both for the classical iterative solvers and for the emerging deep learning methods. But ill-posedness and…

Machine Learning · Computer Science 2022-12-12 AmirEhsan Khorashadizadeh , Ali Aghababaei , Tin Vlašić , Hieu Nguyen , Ivan Dokmanić

In this paper, we compare the performance of two methods for estimating Bayesian networks from data containing exogenous variables and random effects. The first method is fully Bayesian in which a prior distribution is placed on the…

Methodology · Statistics 2011-12-02 Jessica Kasza , Patty Solomon