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Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…

Methodology · Statistics 2025-08-28 Reza Mohammadi , Marit Schoonhoven , Lucas Vogels , S. Ilker Birbil

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

We observe $n$ sequences at each of $m$ sites, and assume that they have evolved from an ancestral sequence that forms the root of a binary tree of known topology and branch lengths, but the sequence states at internal nodes are unknown.…

Computation · Statistics 2014-08-28 Adam Persing , Ajay Jasra , Alexandros Beskos , David Balding , Maria De Iorio

Along with Markov chain Monte Carlo (MCMC) methods, variational inference (VI) has emerged as a central computational approach to large-scale Bayesian inference. Rather than sampling from the true posterior $\pi$, VI aims at producing a…

Machine Learning · Statistics 2023-04-24 Marc Lambert , Sinho Chewi , Francis Bach , Silvère Bonnabel , Philippe Rigollet

Spatial whole-brain Bayesian modeling of task-related functional magnetic resonance imaging (fMRI) is a great computational challenge. Most of the currently proposed methods therefore do inference in subregions of the brain separately or do…

Computation · Statistics 2017-01-03 Per Sidén , Anders Eklund , David Bolin , Mattias Villani

Tree-based priors for probability distributions are usually specified using a predetermined, data-independent collection of candidate recursive partitions of the sample space. To characterize an unknown target density in detail over the…

Methodology · Statistics 2025-04-14 Li Ma , Benedetta Bruni

Phylogenetic inference is an intractable statistical problem on a complex space. Markov chain Monte Carlo methods are the primary tool for Bayesian phylogenetic inference but it is challenging to construct efficient schemes to explore the…

Methodology · Statistics 2022-10-11 Luke J. Kelly , Robin J. Ryder , Grégoire Clarté

Few problems in statistics are as perplexing as variable selection in the presence of very many redundant covariates. The variable selection problem is most familiar in parametric environments such as the linear model or additive variants…

Methodology · Statistics 2021-02-25 Yi Liu , Veronika Ročková , Yuexi Wang

Variable-length Markov chains (VLMCs) are a flexible class of higher-order Markov models that admit a natural representation as context trees. Existing Bayesian methods for specifying prior distributions on tree structures rely on branching…

Methodology · Statistics 2026-05-11 Thiago Paulichen , Victor Freguglia

Survival models are used to analyze time-to-event data in a variety of disciplines. Proportional hazard models provide interpretable parameter estimates, but proportional hazards assumptions are not always appropriate. Non-parametric models…

Methodology · Statistics 2022-07-08 Richard D. Payne , Nilabja Guha , Bani K. Mallick

We develop an optimization algorithm suitable for Bayesian learning in complex models. Our approach relies on natural gradient updates within a general black-box framework for efficient training with limited model-specific derivations. It…

Machine Learning · Statistics 2022-12-13 Martin Magris , Mostafa Shabani , Alexandros Iosifidis

Approximate inference in high-dimensional, discrete probabilistic models is a central problem in computational statistics and machine learning. This paper describes discrete particle variational inference (DPVI), a new approach that…

Machine Learning · Statistics 2015-12-08 Ardavan Saeedi , Tejas D Kulkarni , Vikash Mansinghka , Samuel Gershman

Geoscientists use observed data to estimate properties of the Earth's interior. This often requires non-linear inverse problems to be solved and uncertainties to be estimated. Bayesian inference solves inverse problems under a probabilistic…

Geophysics · Physics 2024-01-01 Xuebin Zhao , Andrew Curtis

Bayesian neural network posterior distributions have a great number of modes that correspond to the same network function. The abundance of such modes can make it difficult for approximate inference methods to do their job. Recent work has…

Machine Learning · Statistics 2024-07-03 Tommy Rochussen

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…

Machine Learning · Statistics 2023-07-18 Chirag Modi , Charles Margossian , Yuling Yao , Robert Gower , David Blei , Lawrence Saul

The main computational challenge in Bayesian inference is to compute integrals against a high-dimensional posterior distribution. In the past decades, variational inference (VI) has emerged as a tractable approximation to these integrals,…

Statistics Theory · Mathematics 2024-01-09 Anya Katsevich , Philippe Rigollet

Bayesian inference in deep neural networks is challenging due to the high-dimensional, strongly multi-modal parameter posterior density landscape. Markov chain Monte Carlo approaches asymptotically recover the true posterior but are…

We introduce a flexible empirical Bayes approach for fitting Bayesian generalized linear models. Specifically, we adopt a novel mean-field variational inference (VI) method and the prior is estimated within the VI algorithm, making the…

Machine Learning · Statistics 2026-01-30 Dongyue Xie , Wanrong Zhu , Matthew Stephens

With the advancements of computer architectures, the use of computational models proliferates to solve complex problems in many scientific applications such as nuclear physics and climate research. However, the potential of such models is…

Computation · Statistics 2021-07-05 Vojtech Kejzlar , Tapabrata Maiti

Deep learning has revolutionized the last decade, being at the forefront of extraordinary advances in a wide range of tasks including computer vision, natural language processing, and reinforcement learning, to name but a few. However, it…

Machine Learning · Computer Science 2024-01-24 Sebastian W. Ober
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