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The Bayesian paradigm has the potential to solve core issues of deep neural networks such as poor calibration and data inefficiency. Alas, scaling Bayesian inference to large weight spaces often requires restrictive approximations. In this…

Many exact Markov chain Monte Carlo algorithms have been developed for posterior inference in Bayesian nonparametric models which involve infinite-dimensional priors. However, these methods are not generic and special methodology must be…

Bayesian deep learning counts on the quality of posterior distribution estimation. However, the posterior of deep neural networks is highly multi-modal in nature, with local modes exhibiting varying generalization performance. Given a…

Due to the importance of uncertainty quantification (UQ), Bayesian approach to inverse problems has recently gained popularity in applied mathematics, physics, and engineering. However, traditional Bayesian inference methods based on Markov…

The paper studies the solution of stochastic optimization problems in which approximations to the gradient and Hessian are obtained through subsampling. We first consider Newton-like methods that employ these approximations and discuss how…

The paper addresses joint sparsity selection in the regression coefficient matrix and the error precision (inverse covariance) matrix for high-dimensional multivariate regression models in the Bayesian paradigm. The selected sparsity…

We consider Bayesian analysis on high-dimensional spheres with angular central Gaussian priors. These priors model antipodally symmetric directional data, are easily defined in Hilbert spaces and occur, for instance, in Bayesian binary…

Deep ensembles have emerged as a powerful technique for improving predictive performance and enhancing model robustness across various applications by leveraging model diversity. However, traditional deep ensemble methods are often…

Ensemble methods have become ubiquitous for the solution of Bayesian inference problems. State-of-the-art Langevin samplers such as the Ensemble Kalman Sampler (EKS), Affine Invariant Langevin Dynamics (ALDI) or its extension using weighted…

Undersampling the k-space during MR acquisitions saves time, however results in an ill-posed inversion problem, leading to an infinite set of images as possible solutions. Traditionally, this is tackled as a reconstruction problem by…

Autoregressive Neural Networks based on dense or convolutional layers have recently been shown to be a viable strategy for generating classical spin systems. Unlike these methods, sampling with transformers is commonly considered to be…

The goal of this presentation is to build an efficient non-parametric Bayes classifier in the presence of large numbers of predictors. When analyzing such data, parametric models are often too inflexible while non-parametric procedures tend…

Ensemble techniques are frequently encountered in machine learning and engineering problems since the method combines different models and produces an optimal predictive solution. The ensemble concept can be adapted to deep learning models…

We explore the theoretical and numerical property of a fully Bayesian model selection method in sparse ultrahigh-dimensional settings, i.e., $p\gg n$, where $p$ is the number of covariates and $n$ is the sample size. Our method consists of…

The two primary approaches for high-dimensional regression problems are sparse methods (e.g., best subset selection, which uses the L0-norm in the penalty) and ensemble methods (e.g., random forests). Although sparse methods typically yield…

A fully Bayesian approach is proposed for ultrahigh-dimensional nonparametric additive models in which the number of additive components may be larger than the sample size, though ideally the true model is believed to include only a small…

Feature selection methods have an important role on the readability of data and the reduction of complexity of learning algorithms. In recent years, a variety of efforts are investigated on feature selection problems based on unsupervised…

We develop a computationally efficient and robust algorithm for generating pseudo-random samples from a broad class of smooth probability distributions in one and two dimensions. The algorithm is based on inverse transform sampling with a…

Recent advancements in solving Bayesian inverse problems have spotlighted denoising diffusion models (DDMs) as effective priors. Although these have great potential, DDM priors yield complex posterior distributions that are challenging to…

For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate various approximations. In particular, in addition to approximate…