Related papers: Batch and match: black-box variational inference w…

Non-linear hierarchical models are commonly used in many disciplines. However, inference in the presence of non-nested effects and on large datasets is challenging and computationally burdensome. This paper provides two contributions to…

Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…

To speed up Gaussian process inference, a number of fast kernel matrix-vector multiplication (MVM) approximation algorithms have been proposed over the years. In this paper, we establish an exact fast kernel MVM algorithm based on exact…

Score-based diffusion models demonstrate superior performance in generative tasks but encounter fundamental bottlenecks in inverse problems due to the analytical intractability of the time-dependent likelihood score. To bridge this gap, we…

The learning and evaluation of energy-based latent variable models (EBLVMs) without any structural assumptions are highly challenging, because the true posteriors and the partition functions in such models are generally intractable. This…

Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference…

The bat algorithm (BA) has been shown to be effective to solve a wider range of optimization problems. However, there is not much theoretical analysis concerning its convergence and stability. In order to prove the convergence of the bat…

Latent Gaussian models (LGMs) are perhaps the most commonly used class of models in statistical applications. Nevertheless, in areas ranging from longitudinal studies in biostatistics to geostatistics, it is easy to find datasets that…

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

Variational Bayes (VB) is a recent approximate method for Bayesian inference. It has the merit of being a fast and scalable alternative to Markov Chain Monte Carlo (MCMC) but its approximation error is often unknown. In this paper, we…

In many practices, scientists are particularly interested in detecting which of the predictors are truly associated with a multivariate response. It is more accurate to model multiple responses as one vector rather than separating each…

Distribution matching (DM) is a versatile domain-invariant representation learning technique that has been applied to tasks such as fair classification, domain adaptation, and domain translation. Non-parametric DM methods struggle with…

Stein variational gradient descent (SVGD) [Liu and Wang, 2016] performs approximate Bayesian inference by representing the posterior with a set of particles. However, SVGD suffers from variance collapse, i.e. poor predictions due to…

We introduce Group Spike-and-slab Variational Bayes (GSVB), a scalable method for group sparse regression. A fast co-ordinate ascent variational inference (CAVI) algorithm is developed for several common model families including Gaussian,…

The Pachinko Allocation Machine (PAM) is a deep topic model that allows representing rich correlation structures among topics by a directed acyclic graph over topics. Because of the flexibility of the model, however, approximate inference…

Bayesian Optimisation (BO) methods seek to find global optima of objective functions which are only available as a black-box or are expensive to evaluate. Such methods construct a surrogate model for the objective function, quantifying the…

The Extreme Deconvolution method fits a probability density to a dataset where each observation has Gaussian noise added with a known sample-specific covariance, originally intended for use with astronomical datasets. The existing fitting…

Gradient boosting machines (GBMs) based on decision trees consistently demonstrate state-of-the-art results on regression and classification tasks with tabular data, often outperforming deep neural networks. However, these models do not…

A conventional Bayesian approach to prediction uses the posterior distribution to integrate out parameters in a density for unobserved data conditional on the observed data and parameters. When the true posterior is intractable, it is…

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…