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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…
Simulation-based inference (SBI) offers a flexible and general approach to performing Bayesian inference: In SBI, a neural network is trained on synthetic data simulated from a model and used to rapidly infer posterior distributions for…
In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior.…
Very long baseline interferometry (VLBI) achieves the highest angular resolution in astronomy. VLBI measures corrupted Fourier components, known as visibilities. Reconstructing on-sky images from these visibilities is a challenging inverse…
A central challenge in many areas of science and engineering is to identify model parameters that are consistent with prior knowledge and empirical data. Bayesian inference offers a principled framework for this task, but can be…
In Bayesian inference prior hyperparameters are chosen subjectively or estimated using empirical Bayes methods. Generalised Bayesian Inference (GBI) also has a learning rate hyperparameter. This is compounded in Semi-Modular Inference…
A growing family of approaches to causal inference rely on Bayesian formulations of assumptions that go beyond causal graph structure. For example, Bayesian approaches have been developed for analyzing instrumental variable designs,…
Over-parameterized models, such as DeepNets and ConvNets, form a class of models that are routinely adopted in a wide variety of applications, and for which Bayesian inference is desirable but extremely challenging. Variational inference…
Simulation-based Bayesian inference (SBI) can be used to estimate the parameters of complex mechanistic models given observed model outputs without requiring access to explicit likelihood evaluations. A prime example for the application of…
This paper presents recent methodological advances to perform simulation-based inference (SBI) of a general class of Bayesian hierarchical models (BHMs), while checking for model misspecification. Our approach is based on a two-step…
Super-resolution fluorescence microscopy, with a resolution beyond the diffraction limit of light, has become an indispensable tool to directly visualize biological structures in living cells at a nanometer-scale resolution. Despite…
In recent years, empirical Bayesian (EB) inference has become an attractive approach for estimation in parametric models arising in a variety of real-life problems, especially in complex and high-dimensional scientific applications.…
In this paper, we analyze the iteration-complexity of Generalized Forward--Backward (GFB) splitting algorithm, as proposed in \cite{gfb2011}, for minimizing a large class of composite objectives $f + \sum_{i=1}^n h_i$ on a Hilbert space,…
Simulation-based inference (SBI) enables amortized Bayesian inference for simulators with implicit likelihoods. But when we are primarily interested in the quality of predictive simulations, or when the model cannot exactly reproduce the…
Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…
Motivated by big data and the vast parameter spaces in modern machine learning models, optimisation approaches to Bayesian inference have seen a surge in popularity in recent years. In this paper, we address the connection between the…
Items in modern recommender systems are often organized in hierarchical structures. These hierarchical structures and the data within them provide valuable information for building personalized recommendation systems. In this paper, we…
The automation of posterior inference in Bayesian data analysis has enabled experts and nonexperts alike to use more sophisticated models, engage in faster exploratory modeling and analysis, and ensure experimental reproducibility. However,…
In Bayesian inference, we are usually interested in the numerical approximation of integrals that are posterior expectations or marginal likelihoods (a.k.a., Bayesian evidence). In this paper, we focus on the computation of the posterior…
Bayesian optimisation is a popular technique for hyperparameter learning but typically requires initial exploration even in cases where similar prior tasks have been solved. We propose to transfer information across tasks using learnt…