Related papers: VISA: Variational Inference with Sequential Sample…
Sampling and Variational Inference (VI) are two large families of methods for approximate inference that have complementary strengths. Sampling methods excel at approximating arbitrary probability distributions, but can be inefficient. VI…
This paper considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each dimension of the matrix-variates ($p \times q$) is comparable to or greater than the number of…
Variational inference (VI) is a method to approximate the computationally intractable posterior distributions that arise in Bayesian statistics. Typically, VI fits a simple parametric distribution to the target posterior by minimizing an…
The Bayesian estimation of GARCH-family models has been typically addressed through Monte Carlo sampling. Variational Inference is gaining popularity and attention as a robust approach for Bayesian inference in complex machine learning…
Logistic regression involving high-dimensional covariates is a practically important problem. Often the goal is variable selection, i.e., determining which few of the many covariates are associated with the binary response. Unfortunately,…
A central goal in the cognitive sciences is the development of numerical models for mental representations of object concepts. This paper introduces Variational Interpretable Concept Embeddings (VICE), an approximate Bayesian method for…
We propose a fast and theoretically grounded method for Bayesian variable selection and model averaging in latent variable regression models. Our framework addresses three interrelated challenges: (i) intractable marginal likelihoods, (ii)…
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…
We develop a general variational inference method that preserves dependency among the latent variables. Our method uses copulas to augment the families of distributions used in mean-field and structured approximations. Copulas model the…
The steady-state Bayesian vector autoregression (BVAR) makes it possible to incorporate prior information about the long-run mean of the process. This has been shown in many studies to substantially improve forecasting performance, and the…
Attention within windows has been widely explored in vision transformers to balance the performance, computation complexity, and memory footprint. However, current models adopt a hand-crafted fixed-size window design, which restricts their…
Variational methods are employed in situations where exact Bayesian inference becomes intractable due to the difficulty in performing certain integrals. Typically, variational methods postulate a tractable posterior and formulate a lower…
Simulation-based inference has been popular for amortized Bayesian computation. It is typical to have more than one posterior approximation, from different inference algorithms, different architectures, or simply the randomness of…
Current black-box variational inference (BBVI) methods require the user to make numerous design choices -- such as the selection of variational objective and approximating family -- yet there is little principled guidance on how to do so.…
Modern large-scale recommendation systems rely heavily on user interaction history sequences to enhance the model performance. The advent of large language models and sequential modeling techniques, particularly transformer-like…
We develop a new efficient sequential approximate leverage score algorithm, SALSA, using methods from randomized numerical linear algebra (RandNLA) for large matrices. We demonstrate that, with high probability, the accuracy of SALSA's…
This paper describes an approach to simultaneously identify clusters and estimate cluster-specific regression parameters from the given data. Such an approach can be useful in learning the relationship between input and output when the…
We introduce the Vector Ising Spin Annealer (VISA), a framework in gain-based computing that harnesses light-matter interactions to solve complex optimization problems encoded in spin Hamiltonians. Traditional driven-dissipative systems…
Variational Bayes methods approximate the posterior density by a family of tractable distributions whose parameters are estimated by optimisation. Variational approximation is useful when exact inference is intractable or very costly. Our…
Variational inference has been widely used in machine learning literature to fit various Bayesian models. In network analysis, this method has been successfully applied to solve the community detection problems. Although these results are…