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We propose in this work RBM-SVGD, a stochastic version of Stein Variational Gradient Descent (SVGD) method for efficiently sampling from a given probability measure and thus useful for Bayesian inference. The method is to apply the Random…

Machine Learning · Statistics 2020-06-24 Lei Li , Yingzhou Li , Jian-Guo Liu , Zibu Liu , Jianfeng Lu

We present a new approach to using neural networks to approximate the solutions of variational equations, based on the adaptive construction of a sequence of finite-dimensional subspaces whose basis functions are realizations of a sequence…

Machine Learning · Computer Science 2021-06-01 Mark Ainsworth , Justin Dong

Several numerical approximation strategies for the expectation-propagation algorithm are studied in the context of large-scale learning: the Laplace method, a faster variant of it, Gaussian quadrature, and a deterministic version of…

Computation · Statistics 2016-11-16 Alexis Roche

We empirically evaluate a stochastic annealing strategy for Bayesian posterior optimization with variational inference. Variational inference is a deterministic approach to approximate posterior inference in Bayesian models in which a…

Machine Learning · Statistics 2015-05-26 San Gultekin , Aonan Zhang , John Paisley

In Deep Learning, a well-known approach for training a Deep Neural Network starts by training a generative Deep Belief Network model, typically using Contrastive Divergence (CD), then fine-tuning the weights using backpropagation or other…

Quantum Physics · Physics 2015-10-22 Steven H. Adachi , Maxwell P. Henderson

Modern applications of Bayesian inference involve models that are sufficiently complex that the corresponding posterior distributions are intractable and must be approximated. The most common approximation is based on Markov chain Monte…

Machine Learning · Statistics 2019-05-15 Yue Yang , Ryan Martin , Howard Bondell

In conducting non-linear dimensionality reduction and feature learning, it is common to suppose that the data lie near a lower-dimensional manifold. A class of model-based approaches for such problems includes latent variables in an unknown…

Machine Learning · Statistics 2020-08-20 Deborshee Sen , Theodore Papamarkou , David Dunson

Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…

Machine Learning · Statistics 2016-04-19 Dustin Tran , Rajesh Ranganath , David M. Blei

The vector quantization is a widely used method to map continuous representation to discrete space and has important application in tokenization for generative mode, bottlenecking information and many other tasks in machine learning. Vector…

Machine Learning · Computer Science 2024-10-15 Mingyuan Yan , Jiawei Wu , Rushi Shah , Dianbo Liu

A new approach of obtaining stratified random samples from statistically dependent random variables is described. The proposed method can be used to obtain samples from the input space of a computer forward model in estimating expectations…

Methodology · Statistics 2019-11-25 Anirban Mondal , Abhijit Mandal

The field of neuroscience and the development of artificial neural networks (ANNs) have mutually influenced each other, drawing from and contributing to many concepts initially developed in statistical mechanics. Notably, Hopfield networks…

Disordered Systems and Neural Networks · Physics 2024-10-17 Lucas Böttcher , Gregory Wheeler

Generative modeling, which learns joint probability distribution from data and generates samples according to it, is an important task in machine learning and artificial intelligence. Inspired by probabilistic interpretation of quantum…

Statistical Mechanics · Physics 2018-07-20 Zhao-Yu Han , Jun Wang , Heng Fan , Lei Wang , Pan Zhang

Owing to the recent advances in "Big Data" modeling and prediction tasks, variational Bayesian estimation has gained popularity due to their ability to provide exact solutions to approximate posteriors. One key technique for approximate…

Machine Learning · Computer Science 2018-03-01 Hamza Anwar , Quanyan Zhu

Variational autoencoders (VAEs) and generative adversarial networks (GANs) enjoy an intuitive connection to manifold learning: in training the decoder/generator is optimized to approximate a homeomorphism between the data distribution and…

Machine Learning · Computer Science 2020-08-28 Henry Li , Ofir Lindenbaum , Xiuyuan Cheng , Alexander Cloninger

Approximate Bayesian Computation (ABC) is a useful class of methods for Bayesian inference when the likelihood function is computationally intractable. In practice, the basic ABC algorithm may be inefficient in the presence of discrepancy…

Statistics Theory · Mathematics 2015-05-14 Stefano Cabras , Maria Eugenia Castellanos Nueda , Erlis Ruli

This paper explores the problem of generative modeling, aiming to simulate diverse examples from an unknown distribution based on observed examples. While recent studies have focused on quantifying the statistical precision of popular…

Statistics Theory · Mathematics 2024-06-07 Elen Vardanyan , Sona Hunanyan , Tigran Galstyan , Arshak Minasyan , Arnak Dalalyan

We develop a variational Bayesian (VB) approach for estimating large-scale dynamic network models in the network autoregression framework. The VB approach allows for the automatic identification of the dynamic structure of such a model and…

Methodology · Statistics 2021-02-19 Wei-Ting Lai , Ray-Bing Chen , Ying Chen , Thorsten Koch

Designing manufacturing processes with high yield and strong reliability relies on effective methods for rare event estimation. Genealogical importance splitting reduces the variance of rare event probability estimators by iteratively…

Machine Learning · Computer Science 2022-01-03 Malik Hassanaly , Andrew Glaws , Ryan N. King

Driven by applications in telecommunication networks, we explore the simulation task of estimating rare event probabilities for tandem queues in their steady state. Existing literature has recognized that importance sampling methods can be…

Machine Learning · Computer Science 2025-04-22 Ruoning Zhao , Xinyun Chen

Generative Adversarial Networks (GANs) have shown immense potential in fields such as text and image generation. Only very recently attempts to exploit GANs to statistical-mechanics models have been reported. Here we quantitatively test…

Statistical Mechanics · Physics 2024-05-07 Daniele Lanzoni , Olivier Pierre-Louis , Francesco Montalenti