Related papers: Scalable Random Feature Latent Variable Models

When a missing process depends on the missing values themselves, it needs to be explicitly modelled and taken into account while doing likelihood-based inference. We present an approach for building and fitting deep latent variable models…

This paper presents the Relevance Feature and Vector Machine (RFVM), a novel model that addresses the challenges of the fat-data problem when dealing with clinical prospective studies. The fat-data problem refers to the limitations of…

Recent progress in deep latent variable models has largely been driven by the development of flexible and scalable variational inference methods. Variational training of this type involves maximizing a lower bound on the log-likelihood,…

To address three important issues involved in latent variable models (LVMs), including capturing infrequent patterns, achieving small-sized but expressive models and alleviating overfitting, several studies have been devoted to…

Sparse Bayesian learning is a state-of-the-art supervised learning algorithm that can choose a subset of relevant samples from the input data and make reliable probabilistic predictions. However, in the presence of high-dimensional data…

Nonparametric varying coefficient (NVC) models are useful for modeling time-varying effects on responses that are measured repeatedly for the same subjects. When the number of covariates is moderate or large, it is desirable to perform…

Bayesian neural networks (BNNs) hold great promise as a flexible and principled solution to deal with uncertainty when learning from finite data. Among approaches to realize probabilistic inference in deep neural networks, variational Bayes…

Probabilistic Latent Variable Models (LVMs) provide an alternative to self-supervised learning approaches for linguistic representation learning from speech. LVMs admit an intuitive probabilistic interpretation where the latent structure…

Variational Bayes (VB) inference algorithm is used widely to estimate both the parameters and the unobserved hidden variables in generative statistical models. The algorithm -- inspired by variational methods used in computational physics…

Restricted Boltzmann Machines (RBMs) are a common family of undirected graphical models with latent variables. An RBM is described by a bipartite graph, with all observed variables in one layer and all latent variables in the other. We…

Models with random effects, such as generalised linear mixed models (GLMMs), are often used for analysing clustered data. Parameter inference with these models is difficult because of the presence of cluster-specific random effects, which…

Graphical models are a rich language for describing high-dimensional distributions in terms of their dependence structure. While there are algorithms with provable guarantees for learning undirected graphical models in a variety of…

Implicit probabilistic models are a flexible class of models defined by a simulation process for data. They form the basis for theories which encompass our understanding of the physical world. Despite this fundamental nature, the use of…

The latent position model (LPM) is a popular method used in network data analysis where nodes are assumed to be positioned in a $p$-dimensional latent space. The latent shrinkage position model (LSPM) is an extension of the LPM which…

Variational inference methods for latent variable statistical models have gained popularity because they are relatively fast, can handle large data sets, and have deterministic convergence guarantees. However, in practice it is unclear…

Deep latent variable models (LVM) such as variational auto-encoder (VAE) have recently played an important role in text generation. One key factor is the exploitation of smooth latent structures to guide the generation. However, the…

Variational Bayesian phylogenetic inference (VBPI) provides a promising general variational framework for efficient estimation of phylogenetic posteriors. However, the current diagonal Lognormal branch length approximation would…

Real-time nonlinear Bayesian filtering algorithms are overwhelmed by data volume, velocity and increasing complexity of computational models. In this paper, we propose a novel ensemble based nonlinear Bayesian filtering approach which only…

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…

Variational Bayes (VB), a method originating from machine learning, enables fast and scalable estimation of complex probabilistic models. Thus far, applications of VB in discrete choice analysis have been limited to mixed logit models with…