Related papers: Towards Improved Variational Inference for Deep Ba…

What is the best way to exploit extra data -- be it unlabeled data from the same task, or labeled data from a related task -- to learn a given task? This paper formalizes the question using the theory of reference priors. Reference priors…

The Bayesian approach provides powerful methods for variable selection. The ability to incorporate sparsity through prior beliefs and account for parameter uncertainty allows Bayesian variable selection to consistently identify which of the…

In industrial machine learning pipelines, data often arrive in parts. Particularly in the case of deep neural networks, it may be too expensive to train the model from scratch each time, so one would rather use a previously learned model…

We extend the existing framework of semi-implicit variational inference (SIVI) and introduce doubly semi-implicit variational inference (DSIVI), a way to perform variational inference and learning when both the approximate posterior and the…

Envelope models provide a sufficient dimension reduction framework for multivariate regression analysis. Bayesian inference for these models has been developed primarily using Markov chain Monte Carlo (MCMC) methods. Specifically, Gibbs…

Each training step for a variational autoencoder (VAE) requires us to sample from the approximate posterior, so we usually choose simple (e.g. factorised) approximate posteriors in which sampling is an efficient computation that fully…

The remarkable generalization performance of large-scale models has been challenging the conventional wisdom of the statistical learning theory. Although recent theoretical studies have shed light on this behavior in linear models and…

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…

The deep image prior was recently introduced as a prior for natural images. It represents images as the output of a convolutional network with random inputs. For "inference", gradient descent is performed to adjust network parameters to…

Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…

In the past few years, approximate Bayesian Neural Networks (BNNs) have demonstrated the ability to produce statistically consistent posteriors on a wide range of inference problems at unprecedented speed and scale. However, any disconnect…

Bayesian inversion generates a posterior distribution of model parameters from an observation equation and prior information both weighted by hyperparameters. The prior is also introduced for the hyperparameters in fully Bayesian inversions…

Recent progress in deep latent variable models has largely been driven by the development of flexible and scalable variational inference methods. Variational training of this type involves maximizing a lower bound on the log-likelihood,…

We extend variational autoencoders (VAEs) to collaborative filtering for implicit feedback. This non-linear probabilistic model enables us to go beyond the limited modeling capacity of linear factor models which still largely dominate…

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…

In this work we explore a straightforward variational Bayes scheme for Recurrent Neural Networks. Firstly, we show that a simple adaptation of truncated backpropagation through time can yield good quality uncertainty estimates and superior…

Bayesian inference is used extensively to quantify the uncertainty in an inferred field given the measurement of a related field when the two are linked by a mathematical model. Despite its many applications, Bayesian inference faces…

Variational Bayesian (VB) methods produce posterior inference in a time frame considerably smaller than traditional Markov Chain Monte Carlo approaches. Although the VB posterior is an approximation, it has been shown to produce good…

Inference for Variational Autoencoders (VAEs) consists of learning two models: (1) a generative model, which transforms a simple distribution over a latent space into the distribution over observed data, and (2) an inference model, which…

Although Bayesian inference is an immensely popular paradigm among a large segment of scientists including statisticians, most applications consider objective priors and need critical investigations (Efron, 2013, Science). While it has…