Related papers: Generative Posterior Networks for Approximately Ba…
In statistical applications, it is common to encounter parameters supported on a varying or unknown dimensional space. Examples include the fused lasso regression, the matrix recovery under an unknown low rank, etc. Despite the ease of…
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…
\noindent Hyper-parameter selection is a central practical problem in modern machine learning, governing regularization strength, model capacity, and robustness choices. Cross-validation is often computationally prohibitive at scale, while…
Adoption of deep neural networks in fields such as economics or finance has been constrained by the lack of interpretability of model outcomes. This paper proposes a generative neural network architecture - the parameter encoder neural…
Generative probabilistic forecasting produces future time series samples according to the conditional probability distribution given past time series observations. Such techniques are essential in risk-based decision-making and planning…
Bayesian clustering accounts for uncertainty but is computationally demanding at scale. Furthermore, real-world datasets often contain missing values, and simple imputation ignores the associated uncertainty, resulting in suboptimal…
Inspired by the success of Convolutional Neural Networks (CNNs) for supervised prediction in images, we design the Deconvolutional Generative Model (DGM), a new probabilistic generative model whose inference calculations correspond to those…
Generative networks implicitly approximate complex densities from their sampling with impressive accuracy. However, because of the enormous scale of modern datasets, this training process is often computationally expensive. We cast…
We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…
A major goal in genomics is to properly capture the complex dynamical behaviors of gene regulatory networks (GRNs). This includes inferring the complex interactions between genes, which can be used for a wide range of genomics analyses,…
This paper introduces posterior mean matching (PMM), a new method for generative modeling that is grounded in Bayesian inference. PMM uses conjugate pairs of distributions to model complex data of various modalities like images and text,…
We propose the Gaussian Gated Linear Network (G-GLN), an extension to the recently proposed GLN family of deep neural networks. Instead of using backpropagation to learn features, GLNs have a distributed and local credit assignment…
Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…
A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…
Mapping data from and/or onto a known family of distributions has become an important topic in machine learning and data analysis. Deep generative models (e.g., generative adversarial networks ) have been used effectively to match known and…
We introduce a new regression framework, Gaussian process regression networks (GPRN), which combines the structural properties of Bayesian neural networks with the non-parametric flexibility of Gaussian processes. This model accommodates…
Quantitative workflows utilizing real-time data to constrain ahead-of-bit uncertainty have the potential to improve geosteering significantly. Fast updates based on real-time data are essential when drilling in complex reservoirs with high…
Prompt tuning methods for Graph Neural Networks (GNNs) have become popular to address the semantic gap between pre-training and fine-tuning steps. However, existing GNN prompting methods rely on labeled data and involve lightweight…
We develop a novel deep learning method for uncertainty quantification in stochastic partial differential equations based on Bayesian neural network (BNN) and Hamiltonian Monte Carlo (HMC). A BNN efficiently learns the posterior…
Accurate estimation of aleatoric and epistemic uncertainty is crucial to build safe and reliable systems. Traditional approaches, such as dropout and ensemble methods, estimate uncertainty by sampling probability predictions from different…