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This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

Applications · Statistics 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

This work considers variational Bayesian inference as an inexpensive and scalable alternative to a fully Bayesian approach in the context of sparsity-promoting priors. In particular, the priors considered arise from scale mixtures of Normal…

Computation · Statistics 2022-11-01 Kody J. H. Law , Vitaly Zankin

We propose a Bayesian neural network-based continual learning algorithm using Variational Inference, aiming to overcome several drawbacks of existing methods. Specifically, in continual learning scenarios, storing network parameters at each…

Machine Learning · Computer Science 2024-11-22 Sanchar Palit , Biplab Banerjee , Subhasis Chaudhuri

The digital telecommunications receiver is an important context for inference methodology, the key objective being to minimize the expected loss function in recovering the transmitted information. For that criterion, the optimal decision is…

Information Theory · Computer Science 2018-11-07 Viet Hung Tran

The advances in variational inference are providing promising paths in Bayesian estimation problems. These advances make variational phylogenetic inference an alternative approach to Markov Chain Monte Carlo methods for approximating the…

Populations and Evolution · Quantitative Biology 2023-09-12 Amine M. Remita , Golrokh Vitae , Abdoulaye Baniré Diallo

We introduce a deterministic variational formulation for training Bayesian last layer neural networks. This yields a sampling-free, single-pass model and loss that effectively improves uncertainty estimation. Our variational Bayesian last…

Machine Learning · Computer Science 2024-04-18 James Harrison , John Willes , Jasper Snoek

Recently, a number of mostly $\ell_1$-norm regularized least squares type deterministic algorithms have been proposed to address the problem of \emph{sparse} adaptive signal estimation and system identification. From a Bayesian perspective,…

Variational approaches to approximate Bayesian inference provide very efficient means of performing parameter estimation and model selection. Among these, so-called variational-Laplace or VL schemes rely on Gaussian approximations to…

Methodology · Statistics 2018-01-17 Jean Daunizeau

We present a unified, finite-element-native variational inference framework for very high-dimensional Bayesian spatial field reconstruction in physics-based problems governed by partial differential equations (PDEs) that are nonlinear in…

Computational Engineering, Finance, and Science · Computer Science 2026-05-26 Jonas Nitzler , Maximilian Bergbauer , Phaedon-Stelios Koutsourelakis , Wolfgang A. Wall

We examine the recovery of block sparse signals and extend the framework in two important directions; one by exploiting signals' intra-block correlation and the other by generalizing signals' block structure. We propose two families of…

Machine Learning · Statistics 2015-03-19 Zhilin Zhang , Bhaskar D. Rao

In this work, we focus on variational Bayesian inference on the sparse Deep Neural Network (DNN) modeled under a class of spike-and-slab priors. Given a pre-specified sparse DNN structure, the corresponding variational posterior contraction…

Statistics Theory · Mathematics 2020-08-04 Jincheng Bai , Qifan Song , Guang Cheng

Bayesian neural networks (BNNs) offer uncertainty quantification but come with the downside of substantially increased training and inference costs. Sparse BNNs have been investigated for efficient inference, typically by either slowly…

Machine Learning · Computer Science 2024-02-20 Junbo Li , Zichen Miao , Qiang Qiu , Ruqi Zhang

In many practices, scientists are particularly interested in detecting which of the predictors are truly associated with a multivariate response. It is more accurate to model multiple responses as one vector rather than separating each…

Methodology · Statistics 2021-11-16 Xiaotian Dai , Guifang Fu , Randall Reese , Shaofei Zhao , Zuofeng Shang

Variational Bayes (VB) is a popular estimation method for Bayesian inference. However, most existing VB algorithms are restricted to cases where the likelihood is tractable, which precludes their use in many important situations. Tran et…

Methodology · Statistics 2017-05-19 David Gunawan , Minh-Ngoc Tran , Robert Kohn

In the past few years, approximate Bayesian Neural Networks (BNNs) have demonstrated the ability to produce statistically consistent posteriors on a wide range of inference problems at unprecedented speed and scale. However, any disconnect…

Cosmology and Nongalactic Astrophysics · Physics 2021-03-24 Sebastian Wagner-Carena , Ji Won Park , Simon Birrer , Philip J. Marshall , Aaron Roodman , Risa H. Wechsler

Sparse Bayesian Learning is one of the most popular sparse signal recovery methods, and various algorithms exist under the SBL paradigm. However, given a performance metric and a sparse recovery problem, it is difficult to know a-priori the…

Signal Processing · Electrical Eng. & Systems 2026-04-06 Rushabha Balaji , Kuan-Lin Chen , Danijela Cabric , Bhaskar D. Rao

Block sparsity is a widely exploited structure in sparse recovery, offering significant gains when signal blocks are known. Yet, practical signals often exhibit unknown block boundaries and isolated non-zero entries, which challenge…

Signal Processing · Electrical Eng. & Systems 2026-02-05 Yanbin He , Geethu Joseph

Bayesian synthetic likelihood (BSL) is now a well established method for performing approximate Bayesian parameter estimation for simulation-based models that do not possess a tractable likelihood function. BSL approximates an intractable…

Computation · Statistics 2019-10-04 Ziwen An , David J. Nott , Christopher Drovandi

Prompt learning has emerged as an effective technique for fine-tuning large-scale foundation models for downstream tasks. However, conventional prompt learning methods are prone to overfitting and can struggle with out-of-distribution…

This paper presents a variational Bayesian kernel selection (VBKS) algorithm for sparse Gaussian process regression (SGPR) models. In contrast to existing GP kernel selection algorithms that aim to select only one kernel with the highest…

Machine Learning · Computer Science 2019-12-06 Tong Teng , Jie Chen , Yehong Zhang , Kian Hsiang Low