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Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Methodology · Statistics 2020-07-15 Shintaro Hashimoto , Shonosuke Sugasawa

Bayesian neural networks (BNNs) hold great promise as a flexible and principled solution to deal with uncertainty when learning from finite data. Among approaches to realize probabilistic inference in deep neural networks, variational Bayes…

Recent years have witnessed growing interest in semi-implicit variational inference (SIVI) methods due to their ability to rapidly generate samples from complex distributions. However, since the likelihood of these samples is non-trivial to…

Machine Learning · Computer Science 2025-06-05 Tobias Pielok , Bernd Bischl , David Rügamer

Recently, learning with soft labels has been shown to achieve better performance than learning with hard labels in terms of model generalization, calibration, and robustness. However, collecting pointwise labeling confidence for all…

Machine Learning · Computer Science 2023-10-10 Wei Wang , Lei Feng , Yuchen Jiang , Gang Niu , Min-Ling Zhang , Masashi Sugiyama

Few Bayesian methods for analyzing high-dimensional sparse survival data provide scalable variable selection, effect estimation and uncertainty quantification. Such methods often either sacrifice uncertainty quantification by computing…

Methodology · Statistics 2022-07-06 Michael Komodromos , Eric Aboagye , Marina Evangelou , Sarah Filippi , Kolyan Ray

Recent progress in variational inference has paid much attention to the flexibility of variational posteriors. One promising direction is to use implicit distributions, i.e., distributions without tractable densities as the variational…

Machine Learning · Statistics 2018-02-26 Jiaxin Shi , Shengyang Sun , Jun Zhu

Recent methods for deep metric learning have been focusing on designing different contrastive loss functions between positive and negative pairs of samples so that the learned feature embedding is able to pull positive samples of the same…

Computer Vision and Pattern Recognition · Computer Science 2022-11-08 Shichao Kan , Zhiquan He , Yigang Cen , Yang Li , Vladimir Mladenovic , Zhihai He

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

Mean field variational inference (VI) is the problem of finding the closest product (factorized) measure, in the sense of relative entropy, to a given high-dimensional probability measure $\rho$. The well known Coordinate Ascent Variational…

Machine Learning · Statistics 2024-04-16 Manuel Arnese , Daniel Lacker

Mean-field variational inference (MFVI) has been widely applied in large scale Bayesian inference. However MFVI, which assumes a product distribution on the latent variables, often leads to objective functions with many local optima, making…

Statistics Theory · Mathematics 2020-03-03 Mingzhang Yin , Y. X. Rachel Wang , Purnamrita Sarkar

Distance weighted discrimination (DWD) is a linear discrimination method that is particularly well-suited for classification tasks with high-dimensional data. The DWD coefficients minimize an intuitive objective function, which can solved…

Methodology · Statistics 2020-10-08 Eric F. Lock

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…

Machine Learning · Statistics 2019-03-19 Dmitry Molchanov , Valery Kharitonov , Artem Sobolev , Dmitry Vetrov

Deep regression is an important problem with numerous applications. These range from computer vision tasks such as age estimation from photographs, to medical tasks such as ejection fraction estimation from echocardiograms for disease…

Computer Vision and Pattern Recognition · Computer Science 2023-02-16 Weihang Dai , Xiaomeng Li , Kwang-Ting Cheng

Mean-field variational inference (MFVI) is a widely used method for approximating high-dimensional probability distributions by product measures. This paper studies the stability properties of the mean-field approximation when the target…

Probability · Mathematics 2025-06-10 Shunan Sheng , Bohan Wu , Alberto González-Sanz , Marcel Nutz

Contrastive learning methods enforce label distance relationships in feature space to improve representation capability for regression models. However, these methods highly depend on label information to correctly recover ordinal…

Machine Learning · Computer Science 2025-12-11 Ce Wang , Weihang Dai , Hanru Bai , Xiaomeng Li

Variational inference is a fast and scalable alternative to Markov chain Monte Carlo and has been widely applied to posterior inference tasks in statistics and machine learning. A traditional approach for implementing mean-field variational…

Statistics Theory · Mathematics 2026-01-01 Qiang Du , Kaizheng Wang , Edith Zhang , Chenyang Zhong

Semi-implicit variational inference (SIVI) greatly enriches the expressiveness of variational families by considering implicit variational distributions defined in a hierarchical manner. However, due to the intractable densities of…

Machine Learning · Statistics 2023-08-22 Longlin Yu , Cheng Zhang

A key quantity of interest in Bayesian inference are expectations of functions with respect to a posterior distribution. Markov Chain Monte Carlo is a fundamental tool to consistently compute these expectations via averaging samples drawn…

Machine Learning · Statistics 2015-02-10 Heiko Strathmann , Dino Sejdinovic , Mark Girolami

Symbolic regression is a powerful tool for discovering governing equations directly from data, but its sensitivity to noise hinders its broader application. This paper introduces a Sequential Monte Carlo (SMC) framework for Bayesian…

Machine Learning · Computer Science 2025-12-12 Geoffrey F. Bomarito , Patrick E. Leser

Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…

Machine Learning · Computer Science 2024-03-15 Tim Rensmeyer , Oliver Niggemann
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