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In the absence of explicit or tractable likelihoods, Bayesians often resort to approximate Bayesian computation (ABC) for inference. Our work bridges ABC with deep neural implicit samplers based on generative adversarial networks (GANs) and…

Methodology · Statistics 2026-02-18 Yuexi Wang , Veronika Ročková

Posterior sampling is a task of central importance in Bayesian inference. For many applications in Bayesian meta-analysis and Bayesian transfer learning, the prior distribution is unknown and needs to be estimated from samples. In practice,…

Computation · Statistics 2024-08-06 Chenyang Zhong , Shouxuan Ji , Tian Zheng

Deep generative neural networks (DGNNs) have achieved realistic and high-quality data generation. In particular, the adversarial training scheme has been applied to many DGNNs and has exhibited powerful performance. Despite of recent…

Machine Learning · Computer Science 2019-12-13 Giyoung Jeon , Haedong Jeong , Jaesik Choi

We consider the optimal approximate posterior over the top-layer weights in a Bayesian neural network for regression, and show that it exhibits strong dependencies on the lower-layer weights. We adapt this result to develop a correlated…

Machine Learning · Statistics 2021-06-23 Sebastian W. Ober , Laurence Aitchison

Despite exceptional predictive performance of Deep sequence models (DSMs), the main concern of their deployment centers around the lack of uncertainty awareness. In contrast, probabilistic models quantify the uncertainty associated with…

Machine Learning · Computer Science 2026-03-03 Wenlong Chen

Most modern imaging systems incorporate a computational pipeline to infer the image of interest from acquired measurements. The Bayesian approach to solve such ill-posed inverse problems involves the characterization of the posterior…

Computer Vision and Pattern Recognition · Computer Science 2023-05-26 Pakshal Bohra , Thanh-an Pham , Jonathan Dong , Michael Unser

Estimation of spatially-varying parameters for computationally expensive forward models governed by partial differential equations is addressed. A novel multiscale Bayesian inference approach is introduced based on deep probabilistic…

Machine Learning · Statistics 2022-03-02 Yingzhi Xia , Nicholas Zabaras

Deep generative models are proficient in generating realistic data but struggle with producing rare samples in low density regions due to their scarcity of training datasets and the mode collapse problem. While recent methods aim to improve…

Computer Vision and Pattern Recognition · Computer Science 2025-01-08 Subeen Lee , Jiyeon Han , Soyeon Kim , Jaesik Choi

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Peter Green , Simon Maskell

Posterior sampling in high-dimensional spaces using generative models holds significant promise for various applications, including but not limited to inverse problems and guided generation tasks. Despite many recent developments,…

Machine Learning · Statistics 2024-10-04 Vishal Purohit , Matthew Repasky , Jianfeng Lu , Qiang Qiu , Yao Xie , Xiuyuan Cheng

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman

Most geophysical inverse problems are nonlinear and rely upon numerical forward solvers involving discretization and simplified representations of the underlying physics. As a result, forward modeling errors are inevitable. In practice,…

Geophysics · Physics 2021-12-08 Shiran Levy , Jürg Hunziker , Eric Laloy , James Irving , Niklas Linde

Bayesian Neural Networks(BNNs) with high-dimensional parameters pose a challenge for posterior inference due to the multi-modality of the posterior distributions. Stochastic Gradient MCMC(SGMCMC) with cyclical learning rate scheduling is a…

Machine Learning · Computer Science 2024-08-20 SeungHyun Kim , Seohyeon Jung , Seonghyeon Kim , Juho Lee

Bayesian methods in machine learning, such as Gaussian processes, have great advantages com-pared to other techniques. In particular, they provide estimates of the uncertainty associated with a prediction. Extending the Bayesian approach to…

Quantum Physics · Physics 2019-05-20 Zhikuan Zhao , Alejandro Pozas-Kerstjens , Patrick Rebentrost , Peter Wittek

Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…

Methodology · Statistics 2025-11-07 Edoardo Marcelli , Sean O'Hagan , Veronika Rockova

The decoder-based machine learning generative algorithms such as Generative Adversarial Networks (GAN), Variational Auto-Encoders (VAE), Transformers show impressive results when constructing objects similar to those in a training ensemble.…

Computer Vision and Pattern Recognition · Computer Science 2024-02-20 Gabriel Turinici

Generative neural networks are able to mimic intricate probability distributions such as those of handwritten text, natural images, etc. Since their inception several models were proposed. The most successful of these were based on…

Machine Learning · Computer Science 2024-09-18 Daniel N. Nissani

\noindent Hyper-parameter selection is a central practical problem in modern machine learning, governing regularization strength, model capacity, and robustness choices. Cross-validation is often computationally prohibitive at scale, while…

Machine Learning · Statistics 2025-12-24 Hedibert Lopes , Nick Polson , Vadim Sokolov

We introduce deep involutive generative models, a new architecture for deep generative modeling, and use them to define Involutive Neural MCMC, a new approach to fast neural MCMC. An involutive generative model represents a probability…

Machine Learning · Statistics 2020-07-03 Span Spanbauer , Cameron Freer , Vikash Mansinghka

We study unsupervised learning by developing introspective generative modeling (IGM) that attains a generator using progressively learned deep convolutional neural networks. The generator is itself a discriminator, capable of introspection:…

Computer Vision and Pattern Recognition · Computer Science 2017-04-26 Justin Lazarow , Long Jin , Zhuowen Tu