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Variational autoencoder (VAE) is a very successful generative model whose key element is the so called amortized inference network, which can perform test time inference using a single feed forward pass. Unfortunately, this comes at the…

Machine Learning · Computer Science 2021-02-08 Minyoung Kim , Vladimir Pavlovic

We propose a new method of estimation in high-dimensional linear regression model. It allows for very weak distributional assumptions including heteroscedasticity, and does not require the knowledge of the variance of random errors. The…

Statistics Theory · Mathematics 2013-04-16 Eric Gautier , Alexandre Tsybakov

The variational autoencoder is a well defined deep generative model that utilizes an encoder-decoder framework where an encoding neural network outputs a non-deterministic code for reconstructing an input. The encoder achieves this by…

Machine Learning · Computer Science 2021-09-23 Amur Ghose , Abdullah Rashwan , Pascal Poupart

We propose a novel adaptive importance sampling scheme for Bayesian inversion problems where the inference of the variables of interest and the power of the data noise is split. More specifically, we consider a Bayesian analysis for the…

Computation · Statistics 2021-07-27 L. Martino , F. Llorente , E. Curbelo , J. Lopez-Santiago , J. Miguez

Classification and probability estimation are fundamental tasks with broad applications across modern machine learning and data science, spanning fields such as biology, medicine, engineering, and computer science. Recent development of…

Methodology · Statistics 2026-03-25 Liyun Zeng , Hao Helen Zhang

To make decisions based on a model fit with auto-encoding variational Bayes (AEVB), practitioners often let the variational distribution serve as a surrogate for the posterior distribution. This approach yields biased estimates of the…

Machine Learning · Statistics 2020-10-23 Romain Lopez , Pierre Boyeau , Nir Yosef , Michael I. Jordan , Jeffrey Regier

Envelope methodology is succinctly pitched as a class of procedures for increasing efficiency in multivariate analyses without altering traditional objectives \citep[first sentence of page 1]{cook2018introduction}. This description is true…

Methodology · Statistics 2020-02-05 Daniel J. Eck

Variable selection and classification are common objectives in the analysis of high-dimensional data. Most such methods make distributional assumptions that may not be compatible with the diverse families of distributions data can take. A…

Methodology · Statistics 2019-08-28 Weichang Yu , Lamiae Azizi , John T. Ormerod

This paper investigates adaptive importance sampling algorithms for which the policy, the sequence of distributions used to generate the particles, is a mixture distribution between a flexible kernel density estimate (based on the previous…

Statistics Theory · Mathematics 2020-03-23 Bernard Delyon , François Portier

In the original version of the Variational Autoencoder, Kingma et al. assume Gaussian distributions for the approximate posterior during the inference and for the output during the generative process. This assumptions are good for…

Machine Learning · Computer Science 2019-02-13 Arnaud Fickinger

Data sampling is an effective method to improve the training speed of neural networks, with recent results demonstrating that it can even break the neural scaling laws. These results critically rely on high-quality scores to estimate the…

Machine Learning · Computer Science 2023-11-23 Shabnam Daghaghi , Benjamin Coleman , Benito Geordie , Anshumali Shrivastava

Variational approximation methods have proven to be useful for scaling Bayesian computations to large data sets and highly parametrized models. Applying variational methods involves solving an optimization problem, and recent research in…

Methodology · Statistics 2017-01-13 Victor M. -H. Ong , David J. Nott , Michael S. Smith

Many applications, such as text modelling, high-throughput sequencing, and recommender systems, require analysing sparse, high-dimensional, and overdispersed discrete (count-valued or binary) data. Although probabilistic matrix…

Machine Learning · Computer Science 2019-05-27 He Zhao , Piyush Rai , Lan Du , Wray Buntine , Mingyuan Zhou

Empirical risk minimization often performs poorly when the distribution of the target domain differs from those of source domains. To address such potential distribution shifts, we develop an unsupervised domain adaptation approach that…

Machine Learning · Statistics 2025-03-25 Zhenyu Wang , Peter Bühlmann , Zijian Guo

Efficiently sampling from high-dimensional, multi-modal posteriors is a central challenge in Bayesian inference for astrophysics, especially gravitational-wave astronomy. Popular families of methods like Markov-chain Monte Carlo, nested…

Instrumentation and Methods for Astrophysics · Physics 2026-03-26 Miaoxin Liu , Alvin J. K. Chua

In recent years Variation Autoencoders have become one of the most popular unsupervised learning of complicated distributions.Variational Autoencoder (VAE) provides more efficient reconstructive performance over a traditional autoencoder.…

Machine Learning · Statistics 2017-07-12 Gautam Ramachandra

Rare event probability estimation is an important topic in reliability analysis. Stochastic methods, such as importance sampling, have been developed to estimate such probabilities but they often fail in high dimension. In this paper, we…

Computation · Statistics 2021-08-24 Maxime El-Masri , Jérôme Morio , Florian Simatos

Amortized inference is the task of training a parametric model, such as a neural network, to approximate a distribution with a given unnormalized density where exact sampling is intractable. When sampling is implemented as a sequential…

This paper proposes a new high dimensional regression method by merging Gaussian process regression into a variational autoencoder framework. In contrast to other regression methods, the proposed method focuses on the case where output…

Computer Vision and Pattern Recognition · Computer Science 2019-08-13 YoungJoon Yoo , Sangdoo Yun , Hyung Jin Chang , Yiannis Demiris , Jin Young Choi

We introduce a new approach to prediction in graphical models with latent-shift adaptation, i.e., where source and target environments differ in the distribution of an unobserved confounding latent variable. Previous work has shown that as…

Machine Learning · Statistics 2023-06-26 William I. Walker , Arthur Gretton , Maneesh Sahani
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