Related papers: DPVI: A Dynamic-Weight Particle-Based Variational …

Auxiliary particle filters (APFs) are a class of sequential Monte Carlo (SMC) methods for Bayesian inference in state-space models. In their original derivation, APFs operate in an extended state space using an auxiliary variable to improve…

Variational Bayesian phylogenetic inference (VBPI) provides a promising general variational framework for efficient estimation of phylogenetic posteriors. However, the current diagonal Lognormal branch length approximation would…

Full-waveform inversion (FWI) is a powerful geophysical imaging technique that infers high-resolution subsurface physical parameters by solving a non-convex optimization problem. However, due to limitations in observation, e.g., limited…

The Mean Field Variational Bayes (MFVB) method is one of the most computationally efficient techniques for Bayesian inference. However, its use has been restricted to models with conjugate priors or those that require analytical…

Differentiable particle filters provide a flexible mechanism to adaptively train dynamic and measurement models by learning from observed data. However, most existing differentiable particle filters are within the bootstrap particle…

Diffusion models have demonstrated strong generative capabilities across scientific domains, but often produce outputs that violate physical laws. We propose a new perspective by framing physics-informed generation as a sparse reward…

The Wasserstein barycenter extends the Euclidean mean to the space of probability measures by minimizing the weighted sum of squared 2-Wasserstein distances. We develop a free-support algorithm for computing Wasserstein barycenters that…

We consider a one-dimensional aggregation-diffusion equation, which is the gradient flow in the Wasserstein space of a functional with competing attractive-repulsive interactions. We prove that the fully deterministic particle…

We propose to perform mean-field variational inference (MFVI) in a rotated coordinate system that reduces correlations between variables. The rotation is determined by principal component analysis (PCA) of a cross-covariance matrix…

Variational inference (VI) is a computationally efficient and scalable methodology for approximate Bayesian inference. It strikes a balance between accuracy of uncertainty quantification and practical tractability. It excels at generative…

Standard diffusion models for graph generation typically rely on uniform time-stepping, an approach that overlooks the non-homogeneous dynamics of distributional evolution on complex manifolds. In this paper, we present an…

We introduce a physics-driven deep latent variable model (PDDLVM) to learn simultaneously parameter-to-solution (forward) and solution-to-parameter (inverse) maps of parametric partial differential equations (PDEs). Our formulation…

Many decision-making problems feature multiple objectives. In such problems, it is not always possible to know the preferences of a decision-maker for different objectives. However, it is often possible to observe the behavior of…

In this paper, we study efficient approximate sampling for probability distributions known up to normalization constants. We specifically focus on a problem class arising in Bayesian inference for large-scale inverse problems in science and…

Particle filtering is a Bayesian inference method and a fundamental tool in state estimation for dynamic systems, but its effectiveness is often limited by the constraints of the initial prior distribution, a phenomenon we define as the…

Probabilistic modeling is iterative. A scientist posits a simple model, fits it to her data, refines it according to her analysis, and repeats. However, fitting complex models to large data is a bottleneck in this process. Deriving…

The Bayesian update step poses significant computational challenges in high-dimensional nonlinear estimation. While log-homotopy particle flow filters offer an alternative to stochastic sampling, existing formulations usually yield stiff…

We study interacting particle systems on the real line which generalize the Hammersley process [D. Aldous and P. Diaconis, Prob. Theory Relat. Fields 103, 199-213 (1995)]. Particles jump to the right to a randomly chosen point between their…

Industrial soft sensing is crucial for accurate process monitoring through reliable inference of dominant sensor variables. However, developing effective data-driven soft sensor models presents challenges, such as achieving domain…

We introduce a flexible empirical Bayes approach for fitting Bayesian generalized linear models. Specifically, we adopt a novel mean-field variational inference (VI) method and the prior is estimated within the VI algorithm, making the…