Related papers: Reliable amortized variational inference with phys…
Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…
We develop methods for efficient amortized approximate Bayesian inference over posterior distributions of probabilistic clustering models, such as Dirichlet process mixture models. The approach is based on mapping distributed,…
A common method for assessing validity of Bayesian sampling or approximate inference methods makes use of simulated data replicates for parameters drawn from the prior. Under continuity assumptions, quantiles of functions of the simulated…
Inferring causal structure poses a combinatorial search problem that typically involves evaluating structures with a score or independence test. The resulting search is costly, and designing suitable scores or tests that capture prior…
To adopt neural networks in safety critical domains, knowing whether we can trust their predictions is crucial. Bayesian neural networks (BNNs) provide uncertainty estimates by averaging predictions with respect to the posterior weight…
In a variety of scientific applications we wish to characterize a physical system using measurements or observations. This often requires us to solve an inverse problem, which usually has non-unique solutions so uncertainty must be…
In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…
We introduce a new class of distributed algorithms for the approximate consensus problem in dynamic rooted networks, which we call amortized averaging algorithms. They are deduced from ordinary averaging algorithms by adding a…
Variational mean field approximations tend to struggle with contemporary overparametrized deep neural networks. Where a Bayesian treatment is usually associated with high-quality predictions and uncertainties, the practical reality has been…
We propose a method to improve the efficiency and accuracy of amortized Bayesian inference by leveraging universal symmetries in the joint probabilistic model of parameters and data. In a nutshell, we invert Bayes' theorem and estimate the…
We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…
Recent studies on inverse problems have proposed posterior samplers that leverage the pre-trained diffusion models as powerful priors. These attempts have paved the way for using diffusion models in a wide range of inverse problems.…
Complex simulator-based models are now routinely used to perform inference across the sciences and engineering, but existing inference methods are often unable to account for outliers and other extreme values in data which occur due to…
Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…
Multimodal variational autoencoders (VAEs) aim to capture shared latent representations by integrating information from different data modalities. A significant challenge is accurately inferring representations from any subset of modalities…
Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance,…
How can we perform efficient inference and learning in directed probabilistic models, in the presence of continuous latent variables with intractable posterior distributions, and large datasets? We introduce a stochastic variational…
Inference models are a key component in scaling variational inference to deep latent variable models, most notably as encoder networks in variational auto-encoders (VAEs). By replacing conventional optimization-based inference with a…
Seismic full-waveform inversion (FWI) provides high resolution images of the subsurface by exploiting information in the recorded seismic waveforms. This is achieved by solving a highly nonnlinear and nonunique inverse problem. Bayesian…
Inference amortization methods share information across multiple posterior-inference problems, allowing each to be carried out more efficiently. Generally, they require the inversion of the dependency structure in the generative model, as…