Related papers: Quasi Black-Box Variational Inference with Natural…

We formalize an equivalence between two popular methods for Bayesian inference: Stein variational gradient descent (SVGD) and black-box variational inference (BBVI). In particular, we show that BBVI corresponds precisely to SVGD when the…

Bayesian methods in machine learning, such as Gaussian processes, have great advantages com-pared to other techniques. In particular, they provide estimates of the uncertainty associated with a prediction. Extending the Bayesian approach to…

Deep learning has revolutionized the last decade, being at the forefront of extraordinary advances in a wide range of tasks including computer vision, natural language processing, and reinforcement learning, to name but a few. However, it…

Black-box problems are common in real life like structural design, drug experiments, and machine learning. When optimizing black-box systems, decision-makers always consider multiple performances and give the final decision by comprehensive…

Many problems in machine learning are naturally expressed in the language of undirected graphical models. Here, we propose black-box learning and inference algorithms for undirected models that optimize a variational approximation to the…

In applied Bayesian inference scenarios, users may have access to a large number of pre-existing model evaluations, for example from maximum-a-posteriori (MAP) optimization runs. However, traditional approximate inference techniques make…

Variational inference (VI) is a popular method for approximating intractable posterior distributions in Bayesian inference and probabilistic machine learning. In this paper, we introduce a general framework for quantifying the statistical…

Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference…

Latent variable time-series models are among the most heavily used tools from machine learning and applied statistics. These models have the advantage of learning latent structure both from noisy observations and from the temporal ordering…

We introduce a new method for learning Bayesian neural networks, treating them as a stack of multivariate Bayesian linear regression models. The main idea is to infer the layerwise posterior exactly if we know the target outputs of each…

Bayesian learning is ubiquitous for implementing classification and regression tasks, however, it is accompanied by computationally intractable limitations when the feature spaces become extremely large. Aiming to solve this problem, we…

Many machine learning problems involve Monte Carlo gradient estimators. As a prominent example, we focus on Monte Carlo variational inference (MCVI) in this paper. The performance of MCVI crucially depends on the variance of its stochastic…

Quantum neural networks (QNNs) provide expressive probabilistic models by leveraging quantum superposition and entanglement, yet their practical training remains challenging due to highly oscillatory loss landscapes and noise inherent to…

Variational inference (VI) has become the method of choice for fitting many modern probabilistic models. However, practitioners are faced with a fragmented literature that offers a bewildering array of algorithmic options. First, the…

We present a novel approach to Bayesian inference and general Bayesian computation that is defined through a sequential decision loop. Our method defines a recursive partitioning of the sample space. It neither relies on gradients nor…

Estimating a distribution given access to its unnormalized density is pivotal in Bayesian inference, where the posterior is generally known only up to an unknown normalizing constant. Variational inference and Markov chain Monte Carlo…

We present a Gaussian Variational Inference (GVI) technique that can be applied to large-scale nonlinear batch state estimation problems. The main contribution is to show how to fit both the mean and (inverse) covariance of a Gaussian to…

Recent advances in coreset methods have shown that a selection of representative datapoints can replace massive volumes of data for Bayesian inference, preserving the relevant statistical information and significantly accelerating…

Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…

Bayesian methods have proved powerful in many applications for the inference of model parameters from data. These methods are based on Bayes' theorem, which itself is deceptively simple. However, in practice the computations required are…