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Data dispersed across multiple files are commonly integrated through probabilistic linkage methods, where even minimal error rates in record matching can significantly contaminate subsequent statistical analyses. In regression problems, we…

Statistics Theory · Mathematics 2024-09-18 Abhisek Chakraborty , Saptati Datta

We consider the problem of fitting variational posterior approximations using stochastic optimization methods. The performance of these approximations depends on (1) how well the variational family matches the true posterior…

The choice of approximate posterior distribution is one of the core problems in variational inference. Most applications of variational inference employ simple families of posterior approximations in order to allow for efficient inference,…

Machine Learning · Statistics 2016-06-15 Danilo Jimenez Rezende , Shakir Mohamed

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

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

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…

In this paper, we explore adaptive inference based on variational Bayes. Although several studies have been conducted to analyze the contraction properties of variational posteriors, there is still a lack of a general and computationally…

Statistics Theory · Mathematics 2024-03-12 Ilsang Ohn , Lizhen Lin

Variational Inference is a powerful tool in the Bayesian modeling toolkit, however, its effectiveness is determined by the expressivity of the utilized variational distributions in terms of their ability to match the true posterior…

Machine Learning · Statistics 2019-05-10 Artem Sobolev , Dmitry Vetrov

In Bayesian statistics, the choice of the prior can have an important influence on the posterior and the parameter estimation, especially when few data samples are available. To limit the added subjectivity from a priori information, one…

Methodology · Statistics 2025-12-05 Nils Baillie , Antoine Van Biesbroeck , Clément Gauchy

One of the core problems in variational inference is a choice of approximate posterior distribution. It is crucial to trade-off between efficient inference with simple families as mean-field models and accuracy of inference. We propose a…

Machine Learning · Computer Science 2019-05-21 Evgenii Egorov , Kirill Neklydov , Ruslan Kostoev , Evgeny Burnaev

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

We study variable selection (also called support recovery) in high-dimensional sparse linear regression when one has external information on which variables are likely to be associated with the response. Consistent recovery is only possible…

Statistics Theory · Mathematics 2026-02-16 Paul Rognon-Vael , David Rossell , Piotr Zwiernik

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…

Machine Learning · Computer Science 2021-03-17 Jannik Schmitt , Stefan Roth

Sparse models are desirable for many applications across diverse domains as they can perform automatic variable selection, aid interpretability, and provide regularization. When fitting sparse models in a Bayesian framework, however,…

Statistics Theory · Mathematics 2020-10-15 Jeffrey P. Spence

Variational Bayes methods are popular due to their computational efficiency and adaptability to diverse applications. In specifying the variational family, mean-field classes are commonly used, which enables efficient algorithms such as…

Statistics Theory · Mathematics 2025-11-26 Shitao Fan , Ilsang Ohn , David Dunson , Lizhen Lin

In this paper, we proposed a novel two-stage optimization method for network community partition, which is based on inherent network structure information. The introduced optimization approach utilizes the new network centrality measure of…

Social and Information Networks · Computer Science 2019-07-16 Yiguang Bai , Sanyang Liu , Ke Yin , Jing Yuan

Bayesian inference for high-dimensional inverse problems is computationally costly and requires selecting a suitable prior distribution. Amortized variational inference addresses these challenges via a neural network that approximates the…

Machine Learning · Statistics 2023-01-19 Ali Siahkoohi , Gabrio Rizzuti , Rafael Orozco , Felix J. Herrmann

Modern neural network architectures have achieved remarkable accuracies but remain highly dependent on their training data, often lacking interpretability in their learned mappings. While effective on large datasets, they tend to overfit on…

Machine Learning · Computer Science 2025-03-19 Pavia Bera , Sanjukta Bhanja

The Bayesian paradigm has the potential to solve core issues of deep neural networks such as poor calibration and data inefficiency. Alas, scaling Bayesian inference to large weight spaces often requires restrictive approximations. In this…

Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…

Applications · Statistics 2022-03-23 Jan Povala , Ieva Kazlauskaite , Eky Febrianto , Fehmi Cirak , Mark Girolami