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Compared to the wide array of advanced Monte Carlo methods supported by modern probabilistic programming languages (PPLs), PPL support for variational inference (VI) is less developed: users are typically limited to a predefined selection…
Predictive coding networks are neuroscience-inspired models with roots in both Bayesian statistics and neuroscience. Training such models, however, is quite inefficient and unstable. In this work, we show how by simply changing the temporal…
Despite the growing interest in designing truly interactive hyperparameter optimization (HPO) methods, to date, only a few allow to include human feedback. Existing interactive Bayesian optimization (BO) methods incorporate human beliefs by…
This work introduces a formulation of model predictive control (MPC) which adaptively reasons about the complexity of the model based on the task while maintaining feasibility and stability guarantees. Existing MPC implementations often…
\noindent Hyper-parameter selection is a central practical problem in modern machine learning, governing regularization strength, model capacity, and robustness choices. Cross-validation is often computationally prohibitive at scale, while…
Probabilistic Circuits (PCs) are a unified framework for tractable probabilistic models that support efficient computation of various probabilistic queries (e.g., marginal probabilities). One key challenge is to scale PCs to model large and…
In the following article we consider approximate Bayesian computation (ABC) for certain classes of time series models. In particular, we focus upon scenarios where the likelihoods of the observations and parameter are intractable, by which…
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,…
Approximate Bayesian computation (ABC) is computationally intensive for complex model simulators. To exploit expensive simulations, data-resampling via bootstrapping can be employed to obtain many artificial datasets at little cost.…
This work is motivated by the analysis of ecological interaction networks. Poisson stochastic blockmodels are widely used in this field to decipher the structure that underlies a weighted network, while accounting for covariate effects.…
Uncertainty quantification for deep neural networks has recently evolved through many techniques. In this work, we revisit Laplace approximation, a classical approach for posterior approximation that is computationally attractive. However,…
In perceptual image coding applications, the main objective is to decrease, as much as possible, Bits Per Pixel (BPP) while avoiding noticeable distortions in the reconstructed image. In this paper, we propose a novel perceptual image…
Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data.…
Model predictive control (MPC) is a promising technique for motion cueing in driving simulators, but its high computation time limits widespread real-time application. This paper proposes a hybrid algorithm that combines filter-based and…
Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we…
Bayesian inference is often used in cosmology and astrophysics to derive constraints on model parameters from observations. This approach relies on the ability to compute the likelihood of the data given a choice of model parameters. In…
A computer code can simulate a system's propagation of variation from random inputs to output measures of quality. Our aim here is to estimate a critical output tail probability or quantile without a large Monte Carlo experiment. Instead,…
Posterior predictive p-values (ppps) have become popular tools for Bayesian model assessment, being general-purpose and easy to use. However, interpretation can be difficult because their distribution is not uniform under the hypothesis…
Principal component analysis (PCA) is a classical and ubiquitous method for reducing data dimensionality, but it is suboptimal for heterogeneous data that are increasingly common in modern applications. PCA treats all samples uniformly so…
Monte Carlo (MC) integration is the de facto method for approximating the predictive distribution of Bayesian neural networks (BNNs). But, even with many MC samples, Gaussian-based BNNs could still yield bad predictive performance due to…