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Derivatives play a critical role in computational statistics, examples being Bayesian inference using Hamiltonian Monte Carlo sampling and the training of neural networks. Automatic differentiation is a powerful tool to automate the…

Mathematical Software · Computer Science 2019-03-27 Charles C. Margossian

Iterative refinement -- start with a random guess, then iteratively improve the guess -- is a useful paradigm for representation learning because it offers a way to break symmetries among equally plausible explanations for the data. This…

Machine Learning · Computer Science 2023-01-03 Michael Chang , Thomas L. Griffiths , Sergey Levine

Estimating the predictive uncertainty of a Bayesian learning model is critical in various decision-making problems, e.g., reinforcement learning, detecting adversarial attack, self-driving car. As the model posterior is almost always…

Machine Learning · Computer Science 2021-02-16 Yufei Cui , Wuguannan Yao , Qiao Li , Antoni B. Chan , Chun Jason Xue

We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be approximated at finite resolution. Under such an assumption,…

Numerical Analysis · Mathematics 2023-06-29 Xinzhu Liang , Shangda Yang , Simon L. Cotter , Kody J. H. Law

We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be approximated at finite resolution. This setting is ubiquitous…

Numerical Analysis · Mathematics 2023-03-23 Kody J. H. Law , Neil Walton , Shangda Yang , Ajay Jasra

This article presents a Bayesian inferential method where the likelihood for a model is unknown but where data can easily be simulated from the model. We discretize simulated (continuous) data to estimate the implicit likelihood in a…

We present an algorithmic solution to the problem of incremental belief updating in the context of Monte Carlo inference in Bayesian statistical models represented by probabilistic programs. Given a model and a sample-approximated…

Machine Learning · Statistics 2024-02-13 David Tolpin

Although deep neural networks have made remarkable achievements in the field of automatic modulation recognition (AMR), these models often require a large amount of labeled data for training. However, in many practical scenarios, the…

Machine Learning · Computer Science 2025-07-17 Yao Lu , Hongyu Gao , Zhuangzhi Chen , Dongwei Xu , Yun Lin , Qi Xuan , Guan Gui

Large language models (LLMs) often behave inconsistently across inputs, indicating uncertainty and motivating the need for its quantification in high-stakes settings. Prior work on calibration and uncertainty quantification often focuses on…

Machine Learning · Computer Science 2025-09-08 Maya Kruse , Majid Afshar , Saksham Khatwani , Anoop Mayampurath , Guanhua Chen , Yanjun Gao

Bayesian reasoning in linear mixed-effects models (LMMs) is challenging and often requires advanced sampling techniques like Markov chain Monte Carlo (MCMC). A common approach is to write the model in a probabilistic programming language…

Machine Learning · Computer Science 2025-03-25 Jinlin Lai , Justin Domke , Daniel Sheldon

We develop an efficient Bayesian sequential inference framework for factor analysis models observed via various data types, such as continuous, binary and ordinal data. In the continuous data case, where it is possible to marginalise over…

Methodology · Statistics 2022-01-28 Konstantinos Vamvourellis , Konstantinos Kalogeropoulos , Irini Moustaki

The rapid adoption of complex Artificial Intelligence (AI) and Machine Learning (ML) models has led to their characterization as black boxes due to the difficulty of explaining their internal decision-making processes. This lack of…

Machine Learning · Computer Science 2026-01-13 Silvia Ruiz-España , Laura Arnal , François Signol , Juan-Carlos Perez-Cortes , Joaquim Arlandis

Due to their uncertainty quantification, Bayesian solutions to inverse problems are the framework of choice in applications that are risk averse. These benefits come at the cost of computations that are in general, intractable. New advances…

Machine Learning · Computer Science 2024-05-10 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

This paper proposes a Sequential Monte Carlo approach for the Bayesian estimation of mixed causal and noncausal models. Unlike previous Bayesian estimation methods developed for these models, Sequential Monte Carlo offers extensive…

Econometrics · Economics 2025-01-08 Gianluca Cubadda , Francesco Giancaterini , Stefano Grassi

Implicit stochastic models, where the data-generation distribution is intractable but sampling is possible, are ubiquitous in the natural sciences. The models typically have free parameters that need to be inferred from data collected in…

Machine Learning · Statistics 2020-08-17 Steven Kleinegesse , Michael U. Gutmann

First-order optimization methods tend to inherently favor certain solutions over others when minimizing an underdetermined training objective that has multiple global optima. This phenomenon, known as implicit bias, plays a critical role in…

Machine Learning · Computer Science 2024-04-09 Guanghui Wang , Zihao Hu , Claudio Gentile , Vidya Muthukumar , Jacob Abernethy

Bayesian inference involves the specification of a statistical model by a statistician or practitioner, with careful thought about what each parameter represents. This results in particularly interpretable models which can be used to…

Computation · Statistics 2019-08-07 Jonathan Law , Darren Wilkinson

Interpretability is essential for deploying deep learning models in symbolic music analysis, yet most research emphasizes model performance over explanation. To address this, we introduce MUSE-Explainer, a new method that helps reveal how…

Sound · Computer Science 2025-10-01 Baptiste Hilaire , Emmanouil Karystinaios , Gerhard Widmer

The objective of machine unlearning (MU) is to eliminate previously learned data from a model. However, it is challenging to strike a balance between computation cost and performance when using existing MU techniques. Taking inspiration…

Machine Learning · Computer Science 2024-06-13 Zonglin Di , Zhaowei Zhu , Jinghan Jia , Jiancheng Liu , Zafar Takhirov , Bo Jiang , Yuanshun Yao , Sijia Liu , Yang Liu

Derivative-based algorithms are ubiquitous in statistics, machine learning, and applied mathematics. Automatic differentiation offers an algorithmic way to efficiently evaluate these derivatives from computer programs that execute relevant…

Computation · Statistics 2022-03-01 Charles C. Margossian , Michael Betancourt