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We propose a variational Bayesian (VB) approach to learning distributions of latent variables in deep neural network (DNN) models for cross-domain knowledge transfer, to address acoustic mismatches between training and testing conditions.…
In this paper, we present a variational inference algorithm that decomposes a signal into multiple groups of related spectral lines. The spectral lines in each group are associated with a group parameter common to all spectral lines within…
Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of…
Bayesian (deep) neural networks (BNN) are often more attractive than the vanilla point-estimate deep learning in various aspects including uncertainty quantification, robustness to noise, resistance to overfitting, and more. The variational…
In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…
Regularization of inverse problems is of paramount importance in computational imaging. The ability of neural networks to learn efficient image representations has been recently exploited to design powerful data-driven regularizers. While…
Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…
Simulation-based Inference (SBI) is a widely used set of algorithms to learn the parameters of complex scientific simulation models. While primarily run on CPUs in HPC clusters, these algorithms have been shown to scale in performance when…
Stochastic variational inference (SVI) employs stochastic optimization to scale up Bayesian computation to massive data. Since SVI is at its core a stochastic gradient-based algorithm, horizontal parallelism can be harnessed to allow larger…
Large spatial datasets with non-Gaussian responses are increasingly common in environmental monitoring, ecology, and remote sensing, yet scalable Bayesian inference for such data remains challenging. Markov chain Monte Carlo (MCMC) methods…
Efficient and low-complexity beamforming design is an important element of satellite communication systems with mobile receivers equipped with phased arrays. In this work, we apply the simultaneous perturbation stochastic approximation…
Deep learning has revolutionized the last decade, being at the forefront of extraordinary advances in a wide range of tasks including computer vision, natural language processing, and reinforcement learning, to name but a few. However, it…
Variational inference (VI) is a popular method for approximating intractable posterior distributions in Bayesian inference and probabilistic machine learning. In this paper, we introduce a general framework for quantifying the statistical…
Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using a…
In this work, we propose a method for tracking multiple extended targets or unresolvable group targets in a clutter environment. Firstly, based on the Random Matrix Model (RMM), the joint state of the target is modeled as the Gamma Gaussian…
We develop a Bayesian variable selection method, called SVEN, based on a hierarchical Gaussian linear model with priors placed on the regression coefficients as well as on the model space. Sparsity is achieved by using degenerate spike…
In modern applications such as ECG monitoring, neuroimaging, wearable sensing, and industrial equipment diagnostics, complex and continuously structured data are ubiquitous, presenting both challenges and opportunities for functional data…
Inferring the parameters of a stochastic model based on experimental observations is central to the scientific method. A particularly challenging setting is when the model is strongly indeterminate, i.e. when distinct sets of parameters…
Approximate inference in high-dimensional, discrete probabilistic models is a central problem in computational statistics and machine learning. This paper describes discrete particle variational inference (DPVI), a new approach that…
Modern methods for Bayesian regression beyond the Gaussian response setting are often computationally impractical or inaccurate in high dimensions. In fact, as discussed in recent literature, bypassing such a trade-off is still an open…