Related papers: Variational Inference Using Material Point Method
Variational inference (VI) plays an essential role in approximate Bayesian inference due to its computational efficiency and broad applicability. Crucial to the performance of VI is the selection of the associated divergence measure, as VI…
This paper is concerned with the approximation of probability distributions known up to normalization constants, with a focus on Bayesian inference for large-scale inverse problems in scientific computing. In this context, key challenges…
Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…
Bayesian methods are particularly effective for addressing inverse problems due to their ability to manage uncertainties inherent in the inference process. However, employing these methods with costly forward models poses significant…
Magnetic Particle Imaging is an emerging imaging modality through which it is possible to detect tracers containing superparamagnetic nanoparticles. The exposure of the particles to dynamic magnetic fields generates a non-linear response…
We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in…
Mixtures of fluids and granular sediments play an important role in many industrial, geotechnical, and aerospace engineering problems, from waste management and transportation (liquid--sediment mixtures) to dust kick-up below helicopter…
Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…
Compared to the wide array of advanced Monte Carlo methods supported by modern probabilistic programming languages (PPLs), PPL support for variational inference (VI) is less developed: users are typically limited to a predefined selection…
Bayesian methods have proved powerful in many applications for the inference of model parameters from data. These methods are based on Bayes' theorem, which itself is deceptively simple. However, in practice the computations required are…
Variational inference uses optimization, rather than integration, to approximate the marginal likelihood, and thereby the posterior, in a Bayesian model. Thanks to advances in computational scalability made in the last decade, variational…
Conformal inference is a statistical method used to construct prediction sets for point predictors, providing reliable uncertainty quantification with probability guarantees. This method utilizes historical labeled data to estimate the…
The Pseudo-Marginal (PM) algorithm is a popular Markov chain Monte Carlo (MCMC) method used to sample from a target distribution when its density is inaccessible, but can be estimated with a non-negative unbiased estimator. Its performance…
We propose a novel unsupervised framework for \emph{Invariant Risk Minimization} (IRM), extending the concept of invariance to settings where labels are unavailable. Traditional IRM methods rely on labeled data to learn representations that…
Undirected graphical models are applied in genomics, protein structure prediction, and neuroscience to identify sparse interactions that underlie discrete data. Although Bayesian methods for inference would be favorable in these contexts,…
Variational Inference (VI) is a method that approximates a difficult-to-compute posterior density using better behaved distributional families. VI is an alternative to the already well-studied Markov chain Monte Carlo (MCMC) method of…
We propose an approach based on function evaluations and Bayesian inference to extract higher-order differential information of objective functions {from a given ensemble of particles}. Pointwise evaluation $\{V(x^i)\}_i$ of some potential…
Variational inference with Gaussian mixture models (GMMs) enables learning of highly tractable yet multi-modal approximations of intractable target distributions with up to a few hundred dimensions. The two currently most effective methods…
The recent evolution of software and hardware technologies is leading to a renewed computational interest in Particle-In-Cell (PIC) methods such as the Material Point Method (MPM). Indeed, provided some critical aspects are properly…
Automatic Differentiation Variational Inference (ADVI) is efficient in learning probabilistic models. Classic ADVI relies on the parametric approach to approximate the posterior. In this paper, we develop a spline-based nonparametric…