Related papers: Martingale Posterior Neural Processes
There is a growing interest in the so-called Bayesian Predictive Inference approach, which allows to perform Bayesian inference without specifying the likelihood and prior of the model, or the need of any MCMC. Instead, only a sequence of…
This paper describes and discusses Bayesian Neural Network (BNN). The paper showcases a few different applications of them for classification and regression problems. BNNs are comprised of a Probabilistic Model and a Neural Network. The…
Neural processes (NPs) are models for transfer learning with properties reminiscent of Gaussian Processes (GPs). They are adept at modelling data consisting of few observations of many related functions on the same input space and are…
Gaussian Process (GPs) models are a rich distribution over functions with inductive biases controlled by a kernel function. Learning occurs through the optimisation of kernel hyperparameters using the marginal likelihood as the objective.…
Conditional neural processes (CNPs; Garnelo et al., 2018a) are attractive meta-learning models which produce well-calibrated predictions and are trainable via a simple maximum likelihood procedure. Although CNPs have many advantages, they…
Modern simulation-based inference techniques use neural networks to solve inverse problems efficiently. One notable strategy is neural posterior estimation (NPE), wherein a neural network parameterizes a distribution to approximate the…
We propose the Distance-informed Neural Process (DNP), a novel variant of Neural Processes that improves uncertainty estimation by combining global and distance-aware local latent structures. Standard Neural Processes (NPs) often rely on a…
Inference on modern Bayesian Neural Networks (BNNs) often relies on a variational inference treatment, imposing violated assumptions of independence and the form of the posterior. Traditional MCMC approaches avoid these assumptions at the…
The predictive Bayesian view involves eliciting a sequence of one-step-ahead predictive distributions in lieu of specifying a likelihood function and prior distribution. Recent methods have leveraged predictive distributions which are…
The prior distribution on parameters of a sampling distribution is the usual starting point for Bayesian uncertainty quantification. In this paper, we present a different perspective which focuses on missing observations as the source of…
Neural processes (NPs) learn stochastic processes and predict the distribution of target output adaptively conditioned on a context set of observed input-output pairs. Furthermore, Attentive Neural Process (ANP) improved the prediction…
A temporal point process is a stochastic process that predicts which type of events is likely to happen and when the event will occur given a history of a sequence of events. There are various examples of occurrence dynamics in the daily…
Uncertainty associated with statistical problems arises due to what has not been seen as opposed to what has been seen. Using probability to quantify the uncertainty the task is to construct a probability model for what has not been seen…
Classical parameter-space Bayesian inference for Bayesian neural networks (BNNs) suffers from several unresolved prior issues, such as knowledge encoding intractability and pathological behaviours in deep networks, which can lead to…
The neural process (NP) is a family of computationally efficient models for learning distributions over functions. However, it suffers from under-fitting and shows suboptimal performance in practice. Researchers have primarily focused on…
Quantifying the uncertainty in the output of a neural network is essential for deployment in scientific or engineering applications where decisions must be made under limited or noisy data. Bayesian neural networks (BNNs) provide a…
interpretable, and well understood models that are routinely employed even though, as is revealed through prior and posterior predictive checks, these can poorly characterise the spatial heterogeneity in the underlying process of interest.…
Neural Posterior Estimation (NPE) enables rapid parameter inference for complex simulators with intractable likelihoods. NPE trains an inference network to estimate a probability density over parameters given data, typically assumed to be…
Neural processes (NPs) are a class of models that learn stochastic processes directly from data and can be used for inference, sampling and conditional sampling. We introduce a new NP model based on flow matching, a generative modeling…
Neural Processes (NPs), and specifically Transformer Neural Processes (TNPs), have demonstrated remarkable performance across tasks ranging from spatiotemporal forecasting to tabular data modelling. However, many of these applications are…