Related papers: Hierarchical Semi-Implicit Variational Inference w…
Simulation-based inference (SBI) refers to statistical inference on stochastic models for which we can generate samples, but not compute likelihoods. Like SBI algorithms, generative adversarial networks (GANs) do not require explicit…
We develop a Coordinate Ascent Variational Inference (CAVI) algorithm for Bayesian Mixed Data Sampling (MIDAS) regression with linear weight parameterizations. The model separates impact coeffcients from weighting function parameters…
Stochastic Natural Gradient Variational Inference (NGVI) is a widely used method for approximating posterior distribution in probabilistic models. Despite its empirical success and foundational role in variational inference, its theoretical…
The proliferation of computing devices has brought about an opportunity to deploy machine learning models on new problem domains using previously inaccessible data. Traditional algorithms for training such models often require data to be…
The debiased estimator is a crucial tool in statistical inference for high-dimensional model parameters. However, constructing such an estimator involves estimating the high-dimensional inverse Hessian matrix, incurring significant…
Posterior inference in directed graphical models is commonly done using a probabilistic encoder (a.k.a inference model) conditioned on the input. Often this inference model is trained jointly with the probabilistic decoder (a.k.a generator…
Incomplete data are common in real-world tabular applications, where numerical, categorical, and discrete attributes coexist within a single dataset. This heterogeneous structure presents significant challenges for existing diffusion-based…
Recent research has proven neural networks to be a powerful tool for performing hyperspectral imaging (HSI) target identification. However, many deep learning frameworks deliver a single material class prediction and operate on a per-pixel…
Deep hierarchical variational autoencoders (VAEs) are powerful latent variable generative models. In this paper, we introduce Hierarchical VAE with Diffusion-based Variational Mixture of the Posterior Prior (VampPrior). We apply…
This paper proposes a novel joint channel-estimation and source-detection algorithm using successive interference cancellation (SIC)-aided generative score-based diffusion models. Prior work in this area focuses on massive MIMO scenarios,…
Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…
Symbolic regression discovers explicit, interpretable equations without assuming a functional form in advance. A Bayesian approach strengthens this through probability distributions over candidate expressions, thus quantifying uncertainty…
Diffusion models have shown great promise in decision-making, also known as diffusion planning. However, the slow inference speeds limit their potential for broader real-world applications. Here, we introduce Habi, a general framework that…
We introduce a class of generic spike-and-slab priors for high-dimensional linear regression with grouped variables and present a Coordinate-ascent Variational Inference (CAVI) algorithm for obtaining an optimal variational Bayes…
Missing value imputation is a fundamental challenge in machine intelligence, heavily dependent on data completeness. Current imputation methods often handle numerical and categorical attributes independently, overlooking critical…
The automation of probabilistic reasoning is one of the primary aims of machine learning. Recently, the confluence of variational inference and deep learning has led to powerful and flexible automatic inference methods that can be trained…
The scalar auxiliary variable (SAV) approach is a very popular and efficient method to simulate various phase field models. To save the computational cost, a new SAV approach is given by introducing a new variable $\theta$. The new SAV…
Hyperspectral image (HSI) classification is a cornerstone of remote sensing, enabling precise material and land-cover identification through rich spectral information. While deep learning has driven significant progress in this task, small…
We introduce TrustVI, a fast second-order algorithm for black-box variational inference based on trust-region optimization and the reparameterization trick. At each iteration, TrustVI proposes and assesses a step based on minibatches of…
We develop a new semi-analytical method for solving multilayer diffusion problems with time-varying external boundary conditions and general internal boundary conditions at the interfaces between adjacent layers. The convergence rate of the…