Related papers: Non-degenerate Marginal-Likelihood Calibration wit…

In a Bayesian learning setting, the posterior distribution of a predictive model arises from a trade-off between its prior distribution and the conditional likelihood of observed data. Such distribution functions usually rely on additional…

It is common practice to use Laplace approximations to compute marginal likelihoods in Bayesian versions of generalised linear models (GLM). Marginal likelihoods combined with model priors are then used in different search algorithms to…

The marginal likelihood is a well established model selection criterion in Bayesian statistics. It also allows to efficiently calculate the marginal posterior model probabilities that can be used for Bayesian model averaging of quantities…

A method is introduced for approximate marginal likelihood inference via adaptive Gaussian quadrature in mixed models with a single grouping factor. The core technical contribution is an algorithm for computing the exact gradient of the…

Stochastic Gradient Descent (SGD) and its variants underpin modern machine learning by enabling efficient optimization of large-scale models. However, their local search nature limits exploration in complex landscapes. In this paper, we…

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

A hybrid quantum-classical algorithm is a computational scheme in which quantum circuits are used to extract information that is then processed by a classical routine to guide subsequent quantum operations. These algorithms are especially…

Bayesian methods for graphical log-linear marginal models have not been developed in the same extent as traditional frequentist approaches. In this work, we introduce a novel Bayesian approach for quantitative learning for such models.…

In this work, we propose a machine learning-based approach to address a specific aspect of the Quantum Marginal Problem: reconstructing a global density matrix compatible with a given set of quantum marginals. Our method integrates a…

Using a hierarchical construction, we develop methods for a wide and flexible class of models by taking a fully parametric approach to generalized linear mixed models with complex covariance dependence. The Laplace approximation is used to…

Bayesian hyperparameter optimization relies heavily on Gaussian Process (GP) surrogates, due to robust distributional posteriors and strong performance on limited training samples. GPs however underperform in categorical hyperparameter…

We introduce a Bayesian framework for inference with a supervised version of the Gaussian process latent variable model. The framework overcomes the high correlations between latent variables and hyperparameters by using an unbiased pseudo…

The state-space model and the Kalman filter provide us with unified and computationaly efficient procedure for computing the log-likelihood of the diverse type of time series models. This paper presents an algorithm for computing the…

Quantum Hamiltonian Descent (QHD) is a continuous optimization algorithm based on simulating a time-dependent quantum Hamiltonian whose potential energy encodes the objective function and whose kinetic energy promotes exploration through…

The use of Gaussian processes (GPs) is supported by efficient sampling algorithms, a rich methodological literature, and strong theoretical grounding. However, due to their prohibitive computation and storage demands, the use of exact GPs…

The pseudo-marginal algorithm is a popular variant of the Metropolis--Hastings scheme which allows us to sample asymptotically from a target probability density $\pi$, when we are only able to estimate an unnormalized version of $\pi$…

In many scientific and engineering domains, physical experiments are often costly, non-replicable, or time-consuming. The Kennedy and O'Hagan (KOH) model framework has become a widely used approach for combining simulator runs with limited…

In this paper, we consider the sigmoid Gaussian Hawkes process model: the baseline intensity and triggering kernel of Hawkes process are both modeled as the sigmoid transformation of random trajectories drawn from Gaussian processes (GP).…

In this work, we present an efficient rank-compression approach for the classical simulation of Kraus decoherence channels in noisy quantum circuits. The approximation is achieved through iterative compression of the density matrix based on…

We introduce an algorithm to marginalize the likelihood for a gravitational wave signal from a quasi-circular binary merger over its extrinsic parameters, accounting for the effects of higher harmonics and spin-induced precession. The…