Related papers: Expectation propagation for the smoothing distribu…
A broad class of models that routinely appear in several fields can be expressed as partially or fully discretized Gaussian linear regressions. Besides including basic Gaussian response settings, this class also encompasses probit,…
Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…
The class of $\alpha$-stable distributions with a wide range of applications in economics, telecommunications, biology, applied, and theoretical physics. This is due to the fact that it possesses both the skewness and heavy tails. Since…
Finite mixture of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the…
This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…
Dramatic increases in the size and dimensionality of many recent data sets make crucial the need for sophisticated methods that can exploit inherent structure and handle missing values. In this article we derive an expectation-maximization…
Skew-Gaussian processes (SkewGPs) extend the multivariate Unified Skew-Normal distributions over finite dimensional vectors to distribution over functions. SkewGPs are more general and flexible than Gaussian processes, as SkewGPs may also…
We liberate Equilibrium Propagation (EP) from the limit of infinitesimal perturbations by establishing a finite-nudge foundation for local credit assignment. By modeling network states as Gibbs-Boltzmann distributions rather than…
Equilibrium Propagation (EP) is a biologically-inspired algorithm for convergent RNNs with a local learning rule that comes with strong theoretical guarantees. The parameter updates of the neural network during the credit assignment phase…
We present a novel distributed Gauss-Newton method for the non-linear state estimation (SE) model based on a probabilistic inference method called belief propagation (BP). The main novelty of our work comes from applying BP sequentially…
Non-Gaussian state-space models arise in several applications, and within this framework the binary time series setting provides a relevant example. However, unlike for Gaussian state-space models - where filtering, predictive and smoothing…
We marry ideas from deep neural networks and approximate Bayesian inference to derive a generalised class of deep, directed generative models, endowed with a new algorithm for scalable inference and learning. Our algorithm introduces a…
Equilibrium Propagation (EP) is a biologically-inspired counterpart of Backpropagation Through Time (BPTT) which, owing to its strong theoretical guarantees and the locality in space of its learning rule, fosters the design of…
In this paper, we present an algorithm for the fitting of a location-scale variant of the canonical fundamental skew t (CFUST) distribution, a superclass of the restricted and unrestricted skew t-distributions. In recent years, a few…
Kappa distributions are widely used in space plasma physics to model velocity distribution functions with heavy tails. Parameter estimation in these distributions is, however, complicated by the fact that the kappa distribution does not…
The projected normal distribution, also known as the angular Gaussian distribution, is obtained by dividing a multivariate normal random variable $\mathbf{x}$ by its norm $\sqrt{\mathbf{x}^T \mathbf{x}}$. The resulting random variable…
Approximate inference techniques are the cornerstone of probabilistic methods based on Gaussian process priors. Despite this, most work approximately optimizes standard divergence measures such as the Kullback-Leibler (KL) divergence, which…
We study the evolution of distributions under the action of an ergodic dynamical system, which may be stochastic in nature. By employing tools from Koopman and transfer operator theory one can evolve any initial distribution of the state…
In this paper we analyse Belief Propagation over a Gaussian model in a dynamic environment. Recently, this has been proposed as a method to average local measurement values by a distributed protocol ("Consensus Propagation", Moallemi & Van…
Graphical Gaussian models have proven to be useful tools for exploring network structures based on multivariate data. Applications to studies of gene expression have generated substantial interest in these models, and resulting recent…