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Differentiable physics is a powerful approach to learning and control problems that involve physical objects and environments. While notable progress has been made, the capabilities of differentiable physics solvers remain limited. We…

Machine Learning · Computer Science 2020-07-07 Yi-Ling Qiao , Junbang Liang , Vladlen Koltun , Ming C. Lin

We propose an optimization algorithm for Variational Inference (VI) in complex models. Our approach relies on natural gradient updates where the variational space is a Riemann manifold. We develop an efficient algorithm for Gaussian…

Machine Learning · Statistics 2024-04-18 Martin Magris , Mostafa Shabani , Alexandros Iosifidis

The recent introduction of thermodynamic integration techniques has provided a new framework for understanding and improving variational inference (VI). In this work, we present a careful analysis of the thermodynamic variational objective…

Machine Learning · Computer Science 2021-11-16 Junya Chen , Danni Lu , Zidi Xiu , Ke Bai , Lawrence Carin , Chenyang Tao

Variational inference (VI) is widely used as an efficient alternative to Markov chain Monte Carlo. It posits a family of approximating distributions $q$ and finds the closest member to the exact posterior $p$. Closeness is usually measured…

Machine Learning · Statistics 2017-11-15 Adji B. Dieng , Dustin Tran , Rajesh Ranganath , John Paisley , David M. Blei

Active Inference is a theory of action arising from neuroscience which casts action and planning as a bayesian inference problem to be solved by minimizing a single quantity - the variational free energy. Active Inference promises a…

Machine Learning · Computer Science 2019-07-10 Beren Millidge

Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance,…

Machine Learning · Computer Science 2013-01-30 Hagai Attias

Seismic full-waveform inversion (FWI) provides high resolution images of the subsurface by exploiting information in the recorded seismic waveforms. This is achieved by solving a highly nonnlinear and nonunique inverse problem. Bayesian…

Geophysics · Physics 2023-02-22 Xin Zhang , Angus Lomas , Muhong Zhou , York Zheng , Andrew Curtis

Due to their uncertainty quantification, Bayesian solutions to inverse problems are the framework of choice in applications that are risk averse. These benefits come at the cost of computations that are in general, intractable. New advances…

Machine Learning · Computer Science 2024-05-10 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

Inference models are a key component in scaling variational inference to deep latent variable models, most notably as encoder networks in variational auto-encoders (VAEs). By replacing conventional optimization-based inference with a…

Machine Learning · Computer Science 2018-07-26 Joseph Marino , Yisong Yue , Stephan Mandt

Approximating a probability density in a tractable manner is a central task in Bayesian statistics. Variational Inference (VI) is a popular technique that achieves tractability by choosing a relatively simple variational family. Borrowing…

Machine Learning · Statistics 2018-11-30 Francesco Locatello , Gideon Dresdner , Rajiv Khanna , Isabel Valera , Gunnar Rätsch

This note is concerned with an accurate and computationally efficient variational bayesian treatment of mixed-effects modelling. We focus on group studies, i.e. empirical studies that report multiple measurements acquired in multiple…

Machine Learning · Statistics 2019-03-22 Jean Daunizeau

This document is a hands-on, comprehensive guide to deep learning in the realm of physical simulations. Rather than just theory, we emphasize practical application: every concept is paired with interactive Jupyter notebooks to get you up…

Machine Learning · Computer Science 2025-03-28 N. Thuerey , B. Holzschuh , P. Holl , G. Kohl , M. Lino , Q. Liu , P. Schnell , F. Trost

Bayesian neural networks (BNN) promise to combine the predictive performance of neural networks with principled uncertainty modeling important for safety-critical systems and decision making. However, posterior uncertainty estimates depend…

Machine Learning · Computer Science 2025-06-06 Tristan Cinquin , Robert Bamler

Active inference is a state-of-the-art framework in neuroscience that offers a unified theory of brain function. It is also proposed as a framework for planning in AI. Unfortunately, the complex mathematics required to create new models --…

Machine Learning · Computer Science 2021-05-11 Théophile Champion , Marek Grześ , Howard Bowman

Variational inference (VI) can be cast as an optimization problem in which the variational parameters are tuned to closely align a variational distribution with the true posterior. The optimization task can be approached through vanilla…

Machine Learning · Computer Science 2025-04-24 Dai Hai Nguyen , Tetsuya Sakurai , Hiroshi Mamitsuka

We develop a framework for generalized variational inference in infinite-dimensional function spaces and use it to construct a method termed Gaussian Wasserstein inference (GWI). GWI leverages the Wasserstein distance between Gaussian…

Machine Learning · Statistics 2022-10-18 Veit D. Wild , Robert Hu , Dino Sejdinovic

Machine Learning is becoming more prevalent in science and engineering, but many approaches do not provide meaningful uncertainty estimates and predictions may also violate known physical knowledge. We propose a Bayesian framework to embed…

Machine Learning · Computer Science 2026-04-29 Matthew Marsh , Benoît Chachuat , Antonio del Rio Chanona

The abundance of modern health data provides many opportunities for the use of machine learning techniques to build better statistical models to improve clinical decision making. Predicting time-to-event distributions, also known as…

Machine Learning · Statistics 2020-12-15 Zidi Xiu , Chenyang Tao , Benjamin A. Goldstein , Ricardo Henao

Imbalanced classification remains a pervasive challenge in machine learning, particularly when minority samples are too scarce to provide a robust discriminative boundary. In such extreme scenarios, conventional models often suffer from…

Machine Learning · Computer Science 2026-04-29 Hongfei Wu , Ruijian Han , Yancheng Yuan

In this paper we propose BVAR-connect, a variational inference approach to a Bayesian multi-subject vector autoregressive (VAR) model for inference on effective brain connectivity based on resting-state functional MRI data. The modeling…

Applications · Statistics 2021-06-18 Jeong Hwan Kook , Kelly A. Vaughn , Dana M. DeMaster , Linda Ewing-Cobbs , Marina Vannucci