Related papers: Highly Scalable Maximum Likelihood and Conjugate B…

Knowledge graph reasoning, which aims at predicting the missing facts through reasoning with the observed facts, is critical to many applications. Such a problem has been widely explored by traditional logic rule-based approaches and recent…

Bayesian networks in their Factor Graph Reduced Normal Form (FGrn) are a powerful paradigm for implementing inference graphs. Unfortunately, the computational and memory costs of these networks may be considerable, even for relatively small…

Bayesian graphical models are a useful tool for understanding dependence relationships among many variables, particularly in situations with external prior information. In high-dimensional settings, the space of possible graphs becomes…

Empirical Bayes provides a powerful approach to learning and adapting to latent structure in data. Theory and algorithms for empirical Bayes have a rich literature for sequence models, but are less understood in settings where latent…

Given a pair of graphs with the same number of vertices, the inexact graph matching problem consists in finding a correspondence between the vertices of these graphs that minimizes the total number of induced edge disagreements. We study…

Posterior sampling is a task of central importance in Bayesian inference. For many applications in Bayesian meta-analysis and Bayesian transfer learning, the prior distribution is unknown and needs to be estimated from samples. In practice,…

The expectation maximization (EM) algorithm is a widespread method for empirical Bayesian inference, but its expectation step (E-step) is often intractable. Employing a stochastic approximation scheme with Markov chain Monte Carlo (MCMC)…

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

We construct a new framework for accelerating Markov chain Monte Carlo in posterior sampling problems where standard methods are limited by the computational cost of the likelihood, or of numerical models embedded therein. Our approach…

The brain is a highly complex system. Most of such complexity stems from the intermingled connections between its parts, which give rise to rich dynamics and to the emergence of high-level cognitive functions. Disentangling the underlying…

Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semiparametric and nonparametric models. Each iteration of TMLE involves fitting a parametric submodel that targets the parameter of interest. We…

Temporal exponential random graph models (TERGM) are powerful statistical models that can be used to infer the temporal pattern of edge formation and elimination in complex networks (e.g., social networks). TERGMs can also be used in a…

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…

It is common practice to use Laplace approximations to compute marginal likelihoods in Bayesian versions of generalised linear models (GLM). Marginal likelihoods combined with model priors are then used in different search algorithms to…

We advocate for a practical Maximum Likelihood Estimation (MLE) approach towards designing loss functions for regression and forecasting, as an alternative to the typical approach of direct empirical risk minimization on a specific target…

Doubly intractable distributions arise in many settings, for example in Markov models for point processes and exponential random graph models for networks. Bayesian inference for these models is challenging because they involve intractable…

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of problems, including the clustering of data based on the Gaussian…

Bayesian inference for doubly-intractable pairwise exponential graphical models typically involves variations of the exchange algorithm or approximate Markov chain Monte Carlo (MCMC) samplers. However, existing methods for both classes of…

In this paper, we first propose a Bayesian neighborhood selection method to estimate Gaussian Graphical Models (GGMs). We show the graph selection consistency of this method in the sense that the posterior probability of the true model…

Despite recent advances, sampling-based inference for Bayesian Neural Networks (BNNs) remains a significant challenge in probabilistic deep learning. While sampling-based approaches do not require a variational distribution assumption,…