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Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

We propose a new variational inference algorithm for learning in Gaussian Process State-Space Models (GPSSMs). Our algorithm enables learning of unstable and partially observable systems, where previous algorithms fail. Our main algorithmic…

Machine Learning · Computer Science 2020-06-11 Silvan Melchior , Sebastian Curi , Felix Berkenkamp , Andreas Krause

Recently, particle-based variational inference (ParVI) methods have gained interest because they can avoid arbitrary parametric assumptions that are common in variational inference. However, many ParVI approaches do not allow arbitrary…

Machine Learning · Computer Science 2021-08-12 Neale Ratzlaff , Qinxun Bai , Li Fuxin , Wei Xu

While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive…

Machine Learning · Computer Science 2018-09-13 Martin Trapp , Robert Peharz , Carl E. Rasmussen , Franz Pernkopf

The Gaussian scale mixture model (GSM) is a simple yet powerful probabilistic generative model of natural image patches. In line with the well-established idea that sensory processing is adapted to the statistics of the natural environment,…

Quantitative Methods · Quantitative Biology 2017-11-29 Rodrigo Echeveste , Guillaume Hennequin , Máté Lengyel

Deep feedforward neural networks (DFNNs) are a powerful tool for functional approximation. We describe flexible versions of generalized linear and generalized linear mixed models incorporating basis functions formed by a DFNN. The…

Computation · Statistics 2018-05-28 Minh-Ngoc Tran , Nghia Nguyen , David Nott , Robert Kohn

Gaussian Process (GP) models are a powerful tool in probabilistic machine learning with a solid theoretical foundation. Thanks to current advances, modeling complex data with GPs is becoming increasingly feasible, which makes them an…

Machine Learning · Computer Science 2025-03-04 Sarem Seitz

Selecting interpretable feature sets in underdetermined ($n \ll p$) and highly correlated regimes constitutes a fundamental challenge in data science, particularly when analyzing physical measurements. In such settings, multiple distinct…

Machine Learning · Computer Science 2026-02-10 Kateřina Henclová , Václav Šmídl

This letter describes an incremental multimodal surface mapping methodology, which represents the environment as a continuous probabilistic model. This model enables high-resolution reconstruction while simultaneously compressing spatial…

Robotics · Computer Science 2024-04-18 Kshitij Goel , Wennie Tabib

Solving high-dimensional Bayesian inverse problems (BIPs) with the variational inference (VI) method is promising but still challenging. The main difficulties arise from two aspects. First, VI methods approximate the posterior distribution…

Numerical Analysis · Mathematics 2023-02-23 Yingzhi Xia , Qifeng Liao , Jinglai Li

We cast motion planning under uncertainty as a stochastic optimal control problem, where the optimal posterior distribution has an explicit form. To approximate this posterior, this work frames an optimization problem in the space of…

Robotics · Computer Science 2026-01-06 Zinuo Chang , Hongzhe Yu , Patricio Vela , Yongxin Chen

The main challenge in Bayesian models is to determine the posterior for the model parameters. Already, in models with only one or few parameters, the analytical posterior can only be determined in special settings. In Bayesian neural…

Machine Learning · Statistics 2021-06-02 Sefan Hörtling , Daniel Dold , Oliver Dürr , Beate Sick

Stochastic Natural Gradient Variational Inference (NGVI) is a widely used method for approximating posterior distribution in probabilistic models. Despite its empirical success and foundational role in variational inference, its theoretical…

Machine Learning · Computer Science 2025-10-23 Fangyuan Sun , Ilyas Fatkhullin , Niao He

Affordances are fundamental descriptors of relationships between actions, objects and effects. They provide the means whereby a robot can predict effects, recognize actions, select objects and plan its behavior according to desired goals.…

Robotics · Computer Science 2024-02-12 Pedro Osório , Alexandre Bernardino , Ruben Martinez-Cantin , José Santos-Victor

Variational inference is an approximation framework for Bayesian inference that seeks to improve quantified uncertainty in predictions by optimizing a simplified distribution over parameters to stand in for the full posterior. Capturing…

Machine Learning · Computer Science 2023-09-12 Jed A. Duersch

Multimodal learning integrates diverse modalities but suffers from modality imbalance, where dominant modalities suppress weaker ones due to inconsistent convergence rates. Existing methods predominantly rely on static modulation or…

Machine Learning · Computer Science 2026-02-11 Zhaocheng Liu , Zhiwen Yu , Xiaoqing Liu

Multifidelity models integrate data from multiple sources to produce a single approximator for the underlying process. Dense low-fidelity samples are used to reduce interpolation error, while sparse high-fidelity samples are used to…

Machine Learning · Statistics 2024-02-27 Viv Bone , Chris van der Heide , Kieran Mackle , Ingo H. J. Jahn , Peter M. Dower , Chris Manzie

A recent novel extension of multi-output Gaussian processes handles heterogeneous outputs assuming that each output has its own likelihood function. It uses a vector-valued Gaussian process prior to jointly model all likelihoods' parameters…

Machine Learning · Statistics 2020-07-15 Juan-José Giraldo , Mauricio A. Álvarez

We present the Deep Convolutional Gaussian Mixture Model (DCGMM), a new probabilistic approach for image modeling capable of density estimation, sampling and tractable inference. DCGMM instances exhibit a CNN-like layered structure, in…

Machine Learning · Computer Science 2022-03-22 Alexander Gepperth

Variational inference transforms posterior inference into parametric optimization thereby enabling the use of latent variable models where otherwise impractical. However, variational inference can be finicky when different variational…

Machine Learning · Computer Science 2019-12-03 Da Tang , Rajesh Ranganath