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Learning the kernel parameters for Gaussian processes is often the computational bottleneck in applications such as online learning, Bayesian optimization, or active learning. Amortizing parameter inference over different datasets is a…

Machine Learning · Computer Science 2023-06-19 Matthias Bitzer , Mona Meister , Christoph Zimmer

Classical approaches for approximate inference depend on cleverly designed variational distributions and bounds. Modern approaches employ amortized variational inference, which uses a neural network to approximate any posterior without…

Machine Learning · Computer Science 2019-10-10 Yiming Yan , Melissa Ailem , Fei Sha

Despite the recent success in probabilistic modeling and their applications, generative models trained using traditional inference techniques struggle to adapt to new distributions, even when the target distribution may be closely related…

Machine Learning · Computer Science 2019-09-17 Mike Wu , Kristy Choi , Noah Goodman , Stefano Ermon

We present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an…

Machine Learning · Computer Science 2024-12-30 Jice Zeng , Yuanzhe Wang , Alexandre M. Tartakovsky , David Barajas-Solano

It is difficult to use subsampling with variational inference in hierarchical models since the number of local latent variables scales with the dataset. Thus, inference in hierarchical models remains a challenge at large scale. It is…

Machine Learning · Computer Science 2021-11-08 Abhinav Agrawal , Justin Domke

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal

Geoscientists use observed data to estimate properties of the Earth's interior. This often requires non-linear inverse problems to be solved and uncertainties to be estimated. Bayesian inference solves inverse problems under a probabilistic…

Geophysics · Physics 2024-01-01 Xuebin Zhao , Andrew Curtis

Bayesian inference for inverse problems involves computing expectations under posterior distributions -- e.g., posterior means, variances, or predictive quantities -- typically via Monte Carlo (MC) estimation. When the quantity of interest…

Machine Learning · Statistics 2026-02-26 Ali Siahkoohi , Hyunwoo Oh

In this work, a method for obtaining pixel-wise error bounds in Bayesian regularization of inverse imaging problems is introduced. The proposed method employs estimates of the posterior variance together with techniques from conformal…

Computer Vision and Pattern Recognition · Computer Science 2024-08-01 Dominik Narnhofer , Andreas Habring , Martin Holler , Thomas Pock

Bayesian inference for inverse problems hinges critically on the choice of priors. In the absence of specific prior information, population-level distributions can serve as effective priors for parameters of interest. With the advent of…

Instrumentation and Methods for Astrophysics · Physics 2025-02-11 Gabriel Missael Barco , Alexandre Adam , Connor Stone , Yashar Hezaveh , Laurence Perreault-Levasseur

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

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…

Machine Learning · Computer Science 2020-08-24 Francesco Tonolini , Jack Radford , Alex Turpin , Daniele Faccio , Roderick Murray-Smith

Bayesian inference often faces a trade-off between computational speed and sampling accuracy. We propose an adaptive workflow that integrates rapid amortized inference with gold-standard MCMC techniques to achieve a favorable combination of…

Machine Learning · Computer Science 2026-02-19 Chengkun Li , Aki Vehtari , Paul-Christian Bürkner , Stefan T. Radev , Luigi Acerbi , Marvin Schmitt

This paper presents a fast algorithm for estimating hidden states of Bayesian state space models. The algorithm is a variation of amortized simulation-based inference algorithms, where a large number of artificial datasets are generated at…

Econometrics · Economics 2022-10-14 Ramis Khabibullin , Sergei Seleznev

Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…

Machine Learning · Statistics 2020-11-30 Junhao Hua , Chunguang Li

In the Bayesian approach to inverse problems, data are often informative, relative to the prior, only on a low-dimensional subspace of the parameter space. Significant computational savings can be achieved by using this subspace to…

Numerical Analysis · Mathematics 2015-07-07 Alessio Spantini , Antti Solonen , Tiangang Cui , James Martin , Luis Tenorio , Youssef Marzouk

We propose to use techniques from Bayesian inference and deep neural networks to translate uncertainty in seismic imaging to uncertainty in tasks performed on the image, such as horizon tracking. Seismic imaging is an ill-posed inverse…

Geophysics · Physics 2022-06-17 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…

Computation · Statistics 2019-04-12 Tiangang Cui , Colin Fox , Michael J O'Sullivan