Related papers: BI-EqNO: Generalized Approximate Bayesian Inferenc…

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…

Bayesian optimization is a highly efficient approach to optimizing objective functions which are expensive to query. These objectives are typically represented by Gaussian process (GP) surrogate models which are easy to optimize and support…

Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…

A common method for assessing validity of Bayesian sampling or approximate inference methods makes use of simulated data replicates for parameters drawn from the prior. Under continuity assumptions, quantiles of functions of the simulated…

Bayesian experimental design (BED) for complex physical systems is often limited by the nested inference required to estimate the expected information gain (EIG) or its gradients. Each outer sample induces a different posterior, creating a…

We propose an extrinsic Bayesian optimization (eBO) framework for general optimization problems on manifolds. Bayesian optimization algorithms build a surrogate of the objective function by employing Gaussian processes and quantify the…

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Empirical Bayes (EB) improves the accuracy of simultaneous inference "by learning from the experience of others" (Efron, 2012). Classical EB theory focuses on latent variables that are iid draws from a fitted prior (Efron, 2019). Modern…

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…

We develop an automated variational inference method for Bayesian structured prediction problems with Gaussian process (GP) priors and linear-chain likelihoods. Our approach does not need to know the details of the structured likelihood…

Bayesian Neural Networks (BNNs) offer a principled and natural framework for proper uncertainty quantification in the context of deep learning. They address the typical challenges associated with conventional deep learning methods, such as…

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

We address the problem of observation noise misspecification in Bayesian filtering of dynamical systems via recent advances in generalised Bayesian inference. Mis-match in tail decay between the true data generating process and an assumed…

Uncertainty quantification plays an important role in achieving trustworthy and reliable learning-based computational imaging. Recent advances in generative modeling and Bayesian neural networks have enabled the development of…

The Gaussian process state-space models (GPSSMs) represent a versatile class of data-driven nonlinear dynamical system models. However, the presence of numerous latent variables in GPSSM incurs unresolved issues for existing variational…

Simulation-based inference with conditional neural density estimators is a powerful approach to solving inverse problems in science. However, these methods typically treat the underlying forward model as a black box, with no way to exploit…

Variational Bayesian neural networks (BNNs) perform variational inference over weights, but it is difficult to specify meaningful priors and approximate posteriors in a high-dimensional weight space. We introduce functional variational…

Bayesian optimization (BO) is a widely-used method for optimizing expensive (to evaluate) problems. At the core of most BO methods is the modeling of the objective function using a Gaussian Process (GP) whose covariance is selected from a…

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Modern neural networks have proven to be powerful function approximators, providing state-of-the-art performance in a multitude of applications. They however fall short in their ability to quantify confidence in their predictions - this is…