Related papers: Parallel Tempering With a Variational Reference
Simulated and parallel tempering are families of Markov Chain Monte Carlo algorithms where a temperature parameter is varied during the simulation to overcome bottlenecks to convergence due to multimodality. In this work we introduce and…
Bayesian curve fitting plays an important role in inverse problems, and is often addressed using the Reversible Jump Markov Chain Monte Carlo (RJMCMC) algorithm. However, this algorithm can be computationally inefficient without…
Each training step for a variational autoencoder (VAE) requires us to sample from the approximate posterior, so we usually choose simple (e.g. factorised) approximate posteriors in which sampling is an efficient computation that fully…
Annealing-based neural samplers seek to amortize sampling from unnormalized distributions by training neural networks to transport a family of densities interpolating from source to target. A crucial design choice in the training phase of…
Stochastic reaction networks that exhibit bistability are common in many fields such as systems biology and materials science. Sampling of the stationary distribution is crucial for understanding and characterizing the long term dynamics of…
Using Markov chain Monte Carlo to sample from posterior distributions was the key innovation which made Bayesian data analysis practical. Notoriously, however, MCMC is hard to tune, hard to diagnose, and hard to parallelize. 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…
Efficient large-scale inference of transformer-based large language models (LLMs) remains a fundamental systems challenge, frequently requiring multi-GPU parallelism to meet stringent latency and throughput targets. Conventional tensor…
A common problem in Machine Learning and statistics consists in detecting whether the current sample in a stream of data belongs to the same distribution as previous ones, is an isolated outlier or inaugurates a new distribution of data. We…
This paper introduces posterior mean matching (PMM), a new method for generative modeling that is grounded in Bayesian inference. PMM uses conjugate pairs of distributions to model complex data of various modalities like images and text,…
Developing efficient MCMC algorithms is indispensable in Bayesian inference. In parallel tempering, multiple interacting MCMC chains run to more efficiently explore the state space and improve performance. The multiple chains advance…
Parameter-efficient transfer learning (PETL), i.e., fine-tuning a small portion of parameters, is an effective strategy for adapting pre-trained models to downstream domains. To further reduce the memory demand, recent PETL works focus on…
We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…
The normalizing constant plays an important role in Bayesian computation, and there is a large literature on methods for computing or approximating normalizing constants that cannot be evaluated in closed form. When the normalizing constant…
The effectiveness of a new algorithm, parallel tempering, is studied for numerical simulations of biological molecules. These molecules suffer from a rough energy landscape. The resulting slowing down in numerical simulations is overcome by…
Parallel tempering is popular method for allowing MCMC algorithms to properly explore a $d$-dimensional multimodal target density. One problem with traditional power-based parallel tempering for multimodal targets is that the proportion of…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
The rising interest in Bayesian deep learning (BDL) has led to a plethora of methods for estimating the posterior distribution. However, efficient computation of inferences, such as predictions, has been largely overlooked with Monte Carlo…
Due to the need for robust uncertainty quantification, Bayesian neural learning has gained attention in the era of deep learning and big data. Markov Chain Monte-Carlo (MCMC) methods typically implement Bayesian inference which faces…