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In this work, we investigate the large-scale mean-field variational inference (MFVI) problem from a mini-batch primal-dual perspective. By reformulating MFVI as a constrained finite-sum problem, we develop a novel primal-dual algorithm…

Machine Learning · Statistics 2026-02-11 Jinhua Lyu , Tianmin Yu , Ying Ma , Naichen Shi

Developing efficient solutions for inference problems in intelligent sensor networks is crucial for the next generation of location, tracking, and mapping services. This paper develops a scalable distributed probabilistic inference…

Machine Learning · Computer Science 2023-10-24 Parth Paritosh , Nikolay Atanasov , Sonia Martinez

We study data-driven decision-making problems in the Bayesian framework, where the expectation in the Bayes risk is replaced by a risk-sensitive entropic risk measure. We focus on problems where calculating the posterior distribution is…

Optimization and Control · Mathematics 2021-09-13 Prateek Jaiswal , Harsha Honnappa , Vinayak A. Rao

Modern phylogenetics research is often performed within a Bayesian framework, using sampling algorithms such as Markov chain Monte Carlo (MCMC) to approximate the posterior distribution. These algorithms require careful evaluation of the…

Gradient boosting machines (GBMs) based on decision trees consistently demonstrate state-of-the-art results on regression and classification tasks with tabular data, often outperforming deep neural networks. However, these models do not…

Machine Learning · Computer Science 2023-02-23 Tristan Cinquin , Tammo Rukat , Philipp Schmidt , Martin Wistuba , Artur Bekasov

We introduce a highly expressive yet distinctly tractable family for black-box variational inference (BBVI). Each member of this family is a weighted product of experts (PoE), and each weighted expert in the product is proportional to a…

Machine Learning · Statistics 2025-10-27 Diana Cai , Robert M. Gower , David M. Blei , Lawrence K. Saul

In recent years, Full-Waveform Inversion (FWI) has been extensively used to derive high-resolution subsurface velocity models from seismic data. However, due to the nonlinearity and ill-posed nature of the problem, FWI requires a good…

The finite invert Beta-Liouville mixture model (IBLMM) has recently gained some attention due to its positive data modeling capability. Under the conventional variational inference (VI) framework, the analytically tractable solution to the…

Machine Learning · Computer Science 2021-12-30 Yongfa Ling , Wenbo Guan , Qiang Ruan , Heping Song , Yuping Lai

In applied Bayesian inference scenarios, users may have access to a large number of pre-existing model evaluations, for example from maximum-a-posteriori (MAP) optimization runs. However, traditional approximate inference techniques make…

Machine Learning · Statistics 2025-07-24 Chengkun Li , Grégoire Clarté , Martin Jørgensen , Luigi Acerbi

Efficiently accessing the information contained in non-linear and high dimensional probability distributions remains a core challenge in modern statistics. Traditionally, estimators that go beyond point estimates are either categorized as…

Methodology · Statistics 2021-07-06 Philipp Frank , Reimar Leike , Torsten A. Enßlin

Bayesian decision theory advocates the Bayes classifier as the optimal approach for minimizing the risk in machine learning problems. Current deep learning algorithms usually solve for the optimal classifier by \emph{implicitly} estimating…

Machine Learning · Computer Science 2025-07-01 Chaoqun Du , Yulin Wang , Shiji Song , Gao Huang

For a model of molecular evolution to be useful for phylogenetic inference, the topology of evolutionary trees must be identifiable. That is, from a joint distribution the model predicts, it must be possible to recover the tree parameter.…

Populations and Evolution · Quantitative Biology 2011-11-09 Elizabeth S. Allman , John A. Rhodes

We describe a limitation in the expressiveness of the predictive uncertainty estimate given by mean-field variational inference (MFVI), a popular approximate inference method for Bayesian neural networks. In particular, MFVI fails to give…

Machine Learning · Statistics 2019-06-28 Andrew Y. K. Foong , Yingzhen Li , José Miguel Hernández-Lobato , Richard E. Turner

Missing data is a common problem in real-world sensor data collection. The performance of various approaches to impute data degrade rapidly in the extreme scenarios of low data sampling and noisy sampling, a case present in many real-world…

Signal Processing · Electrical Eng. & Systems 2022-01-21 Charul Paliwal , Pravesh Biyani , Ketan Rajawat

We propose a variational Bayesian (VB) procedure for high-dimensional linear model inferences with heavy tail shrinkage priors, such as student-t prior. Theoretically, we establish the consistency of the proposed VB method and prove that…

Machine Learning · Statistics 2020-10-27 Jincheng Bai , Qifan Song , Guang Cheng

Variational inference (VI) plays an essential role in approximate Bayesian inference due to its computational efficiency and broad applicability. Crucial to the performance of VI is the selection of the associated divergence measure, as VI…

Machine Learning · Computer Science 2021-06-24 Ruqi Zhang , Yingzhen Li , Christopher De Sa , Sam Devlin , Cheng Zhang

Super-resolution fluorescence microscopy, with a resolution beyond the diffraction limit of light, has become an indispensable tool to directly visualize biological structures in living cells at a nanometer-scale resolution. Despite…

Computer Vision and Pattern Recognition · Computer Science 2018-09-05 Yu Li , Fan Xu , Fa Zhang , Pingyong Xu , Mingshu Zhang , Ming Fan , Lihua Li , Xin Gao , Renmin Han

Generative modeling and clustering are conventionally distinct tasks in machine learning. Variational Autoencoders (VAEs) have been widely explored for their ability to integrate both, providing a framework for generative clustering.…

Computer Vision and Pattern Recognition · Computer Science 2025-10-15 Jorge da Silva Gonçalves , Laura Manduchi , Moritz Vandenhirtz , Julia E. Vogt

Variational Bayes (VB), a method originating from machine learning, enables fast and scalable estimation of complex probabilistic models. Thus far, applications of VB in discrete choice analysis have been limited to mixed logit models with…

Methodology · Statistics 2020-01-17 Rico Krueger , Prateek Bansal , Michel Bierlaire , Ricardo A. Daziano , Taha H. Rashidi

The quest for biologically plausible deep learning is driven, not just by the desire to explain experimentally-observed properties of biological neural networks, but also by the hope of discovering more efficient methods for training…

Machine Learning · Computer Science 2017-11-22 Zuozhu Liu , Tony Q. S. Quek , Shaowei Lin