Related papers: Scalable Random Feature Latent Variable Models

Variational Bayesian inference and (collapsed) Gibbs sampling are the two important classes of inference algorithms for Bayesian networks. Both have their advantages and disadvantages: collapsed Gibbs sampling is unbiased but is also…

Simulation-based inference (SBI) enables Bayesian analysis when the likelihood is intractable but model simulations are available. Recent advances in statistics and machine learning, including Approximate Bayesian Computation and deep…

There has been considerable recent interest in Bayesian modeling of high-dimensional networks via latent space approaches. When the number of nodes increases, estimation based on Markov Chain Monte Carlo can be extremely slow and show poor…

Nonlinear Mixed Effects models (NLME) models are widely used in pharmacometrics and related fields to analyze hierarchical and longitudinal data. However, as the number of parameters and random effects increases, traditional methods for…

Model comparison is the cornerstone of theoretical progress in psychological research. Common practice overwhelmingly relies on tools that evaluate competing models by balancing in-sample descriptive adequacy against model flexibility, with…

Vertical federated learning (VFL) has emerged as a paradigm for collaborative model estimation across multiple clients, each holding a distinct set of covariates. This paper introduces the first comprehensive framework for fitting Bayesian…

Owing to the recent advances in "Big Data" modeling and prediction tasks, variational Bayesian estimation has gained popularity due to their ability to provide exact solutions to approximate posteriors. One key technique for approximate…

How can we perform efficient inference and learning in directed probabilistic models, in the presence of continuous latent variables with intractable posterior distributions, and large datasets? We introduce a stochastic variational…

Gaussian Process Latent Variable Models (GPLVMs) have become increasingly popular for unsupervised tasks such as dimensionality reduction and missing data recovery due to their flexibility and non-linear nature. An importance-weighted…

While autoregressive Large Vision-Language Models (LVLMs) demonstrate remarkable proficiency in multimodal tasks, they face a "Visual Signal Dilution" phenomenon, where the accumulation of textual history expands the attention partition…

Bayesian methods have proved powerful in many applications for the inference of model parameters from data. These methods are based on Bayes' theorem, which itself is deceptively simple. However, in practice the computations required are…

We propose a robust and scalable framework for variational Bayes (VB) that effectively handles outliers and contamination of arbitrary nature in large datasets. Our approach divides the dataset into disjoint subsets, computes the posterior…

Variational Bayes (VB) is a popular scalable alternative to Markov chain Monte Carlo for Bayesian inference. We study a mean-field spike and slab VB approximation of widely used Bayesian model selection priors in sparse high-dimensional…

This article considers Bayesian model selection via mean-field (MF) variational approximation. Towards this goal, we study the non-asymptotic properties of MF inference under the Bayesian framework that allows latent variables and model…

This paper introduces a novel probabilistic mapping algorithm, LatentBKI, which enables open-vocabulary mapping with quantifiable uncertainty. Traditionally, semantic mapping algorithms focus on a fixed set of semantic categories which…

Transformation-based methods have been an attractive approach in non-parametric inference for problems such as unconditional and conditional density estimation due to their unique hierarchical structure that models the data as flexible…

Extracting time-varying latent variables from computational cognitive models is a key step in model-based neural analysis, which aims to understand the neural correlates of cognitive processes. However, existing methods only allow…

Latent Gaussian models (LGMs) are widely used in statistics and machine learning. Bayesian inference in non-conjugate LGMs is difficult due to intractable integrals involving the Gaussian prior and non-conjugate likelihoods. Algorithms…

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…

In this work, we investigate the large-scale mean-field variational inference (MFVI) problem from a mini-batch primal-dual perspective. By reformulating MFVI as a constrained finite-sum problem, we develop a novel primal-dual algorithm…