Related papers: Solving linear Bayesian inverse problems using a f…
Computing partition function is the most important statistical inference task arising in applications of Graphical Models (GM). Since it is computationally intractable, approximate methods have been used to resolve the issue in practice,…
We investigate the problem of sampling from posterior distributions with intractable normalizing constants in Bayesian inference. Our solution is a new generative modeling approach based on optimal transport (OT) that learns a deterministic…
The Bayesian approach has proved to be a coherent approach to handle ill posed Inverse problems. However, the Bayesian calculations need either an optimization or an integral calculation. The maximum a posteriori (MAP) estimation requires…
Gaussian graphical models are widely used to infer dependence structures. Bayesian methods are appealing to quantify uncertainty associated with structural learning, i.e., the plausibility of conditional independence statements given the…
The core of many approaches for the resolution of variational inverse problems arising in signal and image processing consists of promoting the sought solution to have a sparse representation in a well-suited space. A crucial task in this…
This paper studies the formulation, well-posedness, and numerical solution of Bayesian inverse problems on metric graphs, in which the edges represent one-dimensional wires connecting vertices. We focus on the inverse problem of recovering…
Variational autoencoder (VAE) is a very successful generative model whose key element is the so called amortized inference network, which can perform test time inference using a single feed forward pass. Unfortunately, this comes at the…
In this work we propose and analyze a Hessian-based adaptive sparse quadrature to compute infinite-dimensional integrals with respect to the posterior distribution in the context of Bayesian inverse problems with Gaussian prior. Due to the…
While Bayesian methods are extremely popular in statistics and machine learning, their application to massive datasets is often challenging, when possible at all. Indeed, the classical MCMC algorithms are prohibitively slow when both the…
Matrix-variate Gaussian graphical models (GGM) have been widely used for modeling matrix-variate data. Since the support of sparse precision matrix represents the conditional independence graph among matrix entries, conducting support…
In this work, the uncertainty associated with the finite element discretization error is modeled following the Bayesian paradigm. First, a continuous formulation is derived, where a Gaussian process prior over the solution space is updated…
Task vectors capture how a model changes during fine-tuning by recording the difference between pre-trained and task-specific weights. The composition of task vectors, a key operator in task arithmetic, enables models to integrate knowledge…
Machine learning methods for computational imaging require uncertainty estimation to be reliable in real settings. While Bayesian models offer a computationally tractable way of recovering uncertainty, they need large data volumes to be…
It is well-known that the posterior density of linear inverse problems with Gaussian prior and Gaussian likelihood is also Gaussian, hence completely described by its covariance and expectation. Sampling from a Gaussian posterior may be…
We develop a new stochastic algorithm with variance reduction for solving pseudo-monotone stochastic variational inequalities. Our method builds on Tseng's forward-backward-forward (FBF) algorithm, which is known in the deterministic…
Advances in sensing technology have made it possible to collect large volumes of high-dimensional time-series data. In fields like genetics and neuroscience, key questions concern whether directed relationships between variables can be…
Bayesian approach, as a useful tool for quantifying uncertainties, has been widely used for solving inverse problems of partial differential equations (PDEs). One of the key difficulties for employing Bayesian approach for the issue is how…
We introduce an algorithm to solve linear inverse problems regularized with the total (gradient) variation in a gridless manner. Contrary to most existing methods, that produce an approximate solution which is piecewise constant on a fixed…
We study the well-known problem of estimating a sparse $n$-dimensional unknown mean vector $\theta = (\theta_1, ..., \theta_n)$ with entries corrupted by Gaussian white noise. In the Bayesian framework, continuous shrinkage priors which can…
Optimal transport (OT) and Gromov-Wasserstein (GW) alignment provide interpretable geometric frameworks for comparing, transforming, and aggregating heterogeneous datasets -- tasks ubiquitous in data science and machine learning. Because…