Related papers: Structured Optimal Variational Inference for Dynam…
Multivariate spatio-temporal data arise more and more frequently in a wide range of applications; however, there are relatively few general statistical methods that can readily use that incorporate spatial, temporal and variable…
Continuous-time Bayesian networks is a natural structured representation language for multicomponent stochastic processes that evolve continuously over time. Despite the compact representation, inference in such models is intractable even…
Local SGD is a promising approach to overcome the communication overhead in distributed learning by reducing the synchronization frequency among worker nodes. Despite the recent theoretical advances of local SGD in empirical risk…
We empirically evaluate a stochastic annealing strategy for Bayesian posterior optimization with variational inference. Variational inference is a deterministic approach to approximate posterior inference in Bayesian models in which a…
Given a reference model that includes all the available variables, projection predictive inference replaces its posterior with a constrained projection including only a subset of all variables. We extend projection predictive inference to…
We analyze the dynamics of an algorithm for approximate inference with large Gaussian latent variable models in a student-teacher scenario. To model nontrivial dependencies between the latent variables, we assume random covariance matrices…
Discrete choice models describe the choices made by decision makers among alternatives and play an important role in transportation planning, marketing research and other applications. The mixed multinomial logit (MMNL) model is a popular…
Bayesian neural networks perform variational inference over the weights however calculation of the posterior distribution remains a challenge. Our work builds on variational inference techniques for bayesian neural networks using the…
Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of…
We introduce incremental variational inference and apply it to latent Dirichlet allocation (LDA). Incremental variational inference is inspired by incremental EM and provides an alternative to stochastic variational inference. Incremental…
This article focuses on inference in logistic regression for high-dimensional binary outcomes. A popular approach induces dependence across the outcomes by including latent factors in the linear predictor. Bayesian approaches are useful for…
This paper addresses the problem of learning a sparse structure Bayesian network from high-dimensional discrete data. Compared to continuous Bayesian networks, learning a discrete Bayesian network is a challenging problem due to the large…
Variational inference approximates Bayesian posterior distributions by projecting onto a tractable family of distributions. While most theoretical analyses evaluate the quality of this approximation using global divergence measures, many…
Constrained motion planning is a common but challenging problem in robotic manipulation. In recent years, data-driven constrained motion planning algorithms have shown impressive planning speed and success rate. Among them, the latent…
In this work, we attempt to ameliorate the impact of data sparsity in the context of session-based recommendation. Specifically, we seek to devise a machine learning mechanism capable of extracting subtle and complex underlying temporal…
The Gaussian process latent variable model (GP-LVM) provides a flexible approach for non-linear dimensionality reduction that has been widely applied. However, the current approach for training GP-LVMs is based on maximum likelihood, where…
Although static networks have been extensively studied in machine learning, data mining, and AI communities for many decades, the study of dynamic networks has recently taken center stage due to the prominence of social media and its…
Highly expressive directed latent variable models, such as sigmoid belief networks, are difficult to train on large datasets because exact inference in them is intractable and none of the approximate inference methods that have been applied…
This paper studies the fundamental problem of learning deep generative models that consist of multiple layers of latent variables organized in top-down architectures. Such models have high expressivity and allow for learning hierarchical…
We study transfer learning for estimation in latent variable network models. In our setting, the conditional edge probability matrices given the latent variables are represented by $P$ for the source and $Q$ for the target. We wish to…