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Online optimization has gained increasing interest due to its capability of tracking real-world streaming data. Although online optimization methods have been widely studied in the setting of frequentist statistics, few works have…

Large multilayer neural networks trained with backpropagation have recently achieved state-of-the-art results in a wide range of problems. However, using backprop for neural net learning still has some disadvantages, e.g., having to tune a…

Deep Gaussian processes (DGPs) enable expressive hierarchical Bayesian modeling but pose substantial challenges for posterior inference, especially over inducing variables. Denoising diffusion variational inference (DDVI) addresses this by…

In stochastic variational inference, the variational Bayes objective function is optimized using stochastic gradient approximation, where gradients computed on small random subsets of data are used to approximate the true gradient over the…

Variational mean field approximations tend to struggle with contemporary overparametrized deep neural networks. Where a Bayesian treatment is usually associated with high-quality predictions and uncertainties, the practical reality has been…

Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…

Multi-sensor state space models underpin fusion applications in networks of sensors. Estimation of latent parameters in these models has the potential to provide highly desirable capabilities such as network self-calibration. Conventional…

We propose and analyze a Stein variational reduced basis method (SVRB) to solve large-scale PDE-constrained Bayesian inverse problems. To address the computational challenge of drawing numerous samples requiring expensive PDE solves from…

Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Neural networks are being extensively used for modelling data, especially in the case where no likelihood can be formulated. Although in the case of X-ray spectral fitting, the likelihood is known, we aim to investigate the neural networks…

In this work, we aim to establish a Bayesian adaptive learning framework by focusing on estimating latent variables in deep neural network (DNN) models. Latent variables indeed encode both transferable distributional information and…

We propose Radial Bayesian Neural Networks (BNNs): a variational approximate posterior for BNNs which scales well to large models while maintaining a distribution over weight-space with full support. Other scalable Bayesian deep learning…

We propose a variational Bayesian (VB) implementation of block-sparse Bayesian learning (BSBL) to compute proxy probability density functions (PDFs) that approximate the posterior PDFs of the weights and associated hyperparameters in a…

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…

We introduce Support Decomposition Variational Inference (SDVI), a new variational inference (VI) approach for probabilistic programs with stochastic support. Existing approaches to this problem rely on designing a single global variational…

We propose a fast and scalable variational method for Bayesian inference in high-dimensional parameter space, which we call projected Stein variational Newton (pSVN) method. We exploit the intrinsic low-dimensional geometric structure of…

The curse of dimensionality is a longstanding challenge in Bayesian inference in high dimensions. In this work, we propose a projected Stein variational gradient descent (pSVGD) method to overcome this challenge by exploiting the…

Fingerprinting based WLAN indoor positioning system (FWIPS) provides a promising indoor positioning solution to meet the growing interests for indoor location-based services (e.g., indoor way finding or geo-fencing). FWIPS is preferred…

The recognition network in deep latent variable models such as variational autoencoders (VAEs) relies on amortized inference for efficient posterior approximation that can scale up to large datasets. However, this technique has also been…

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…