Related papers: Statistical Mechanics Calculations Using Variation…

The Poisson model is frequently employed to describe count data, but in a Bayesian context it leads to an analytically intractable posterior probability distribution. In this work, we analyze a variational Gaussian approximation to the…

Stochastic variance reduction algorithms have recently become popular for minimizing the average of a large, but finite number of loss functions. The present paper proposes a Riemannian stochastic quasi-Newton algorithm with variance…

Inference is the task of drawing conclusions about unobserved variables given observations of related variables. Applications range from identifying diseases from symptoms to classifying economic regimes from price movements. Unfortunately,…

Efficient sampling of complex high-dimensional probability distributions is a central task in computational science. Machine learning methods like autoregressive neural networks, used with Markov chain Monte Carlo sampling, provide good…

Bayesian predictive inference propagates parameter uncertainty to quantities of interest through the posterior-predictive distribution. In practice, this is typically performed using a two-stage procedure: first approximating the posterior…

Probabilistic inference is a fundamental task in modern machine learning. Recent advances in tensor network (TN) contraction algorithms have enabled the development of better exact inference methods. However, many common inference tasks in…

Stacking methods improve the prediction performance of regression models. A simple way to stack base regressions estimators is by combining them linearly, as done by \citet{breiman1996stacked}. Even though this approach is useful from an…

While stochastic variational inference is relatively well known for scaling inference in Bayesian probabilistic models, related methods also offer ways to circumnavigate the approximation of analytically intractable expectations. The key…

Gibbsian statistical mechanics is extended into the domain of non-negligible {though non-specified} correlations in phase space while respecting the fundamental laws of thermodynamics. The appropriate Gibbsian probability distribution is…

Generative neural samplers are probabilistic models that implement sampling using feedforward neural networks: they take a random input vector and produce a sample from a probability distribution defined by the network weights. These models…

In this article we propose a new deep learning approach to approximate operators related to parametric partial differential equations (PDEs). In particular, we introduce a new strategy to design specific artificial neural network (ANN)…

We propose the novel use of a generative adversarial network (GAN) (i) to make predictions in time (PredGAN) and (ii) to assimilate measurements (DA-PredGAN). In the latter case, we take advantage of the natural adjoint-like properties of…

We introduce a novel \textit{k}-nearest neighbor (\textit{k}-NN) regression method for joint estimation of the conditional mean and variance. The proposed algorithm preserves the computational efficiency and manifold-learning capabilities…

This paper introduces Wasserstein variational inference, a new form of approximate Bayesian inference based on optimal transport theory. Wasserstein variational inference uses a new family of divergences that includes both f-divergences and…

Generative adversarial networks (GANs) can implicitly learn rich distributions over images, audio, and data which are hard to model with an explicit likelihood. We present a practical Bayesian formulation for unsupervised and…

Bayesian inference is a powerful paradigm for quantum state tomography, treating uncertainty in meaningful and informative ways. Yet the numerical challenges associated with sampling from complex probability distributions hampers Bayesian…

Gradient flow in the 2-Wasserstein space is widely used to optimize functionals over probability distributions and is typically implemented using an interacting particle system with $n$ particles. Analyzing these algorithms requires showing…

Variance partitioning methods, which are built upon multivariate statistics, have been widely applied in different taxa and habitats in community ecology. Here, I performed a literature review on the development and application of the…

Efficient sampling from a classical Gibbs distribution is an important computational problem with applications ranging from statistical physics over Monte Carlo and optimization algorithms to machine learning. We introduce a family of…

We present a generative modeling approach based on the variational inference framework for likelihood-free simulation-based inference. The method leverages latent variables within variational autoencoders to efficiently estimate complex…