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Stein variational gradient descent (SVGD) is a deterministic sampling algorithm that iteratively transports a set of particles to approximate given distributions, based on an efficient gradient-based update that guarantees to optimally…

Sliced-Wasserstein Flow (SWF) is a promising approach to nonparametric generative modeling but has not been widely adopted due to its suboptimal generative quality and lack of conditional modeling capabilities. In this work, we make two…

Nonlinear/non-Gaussian filtering has broad applications in many areas of life sciences where either the dynamic is nonlinear and/or the probability density function of uncertain state is non-Gaussian. In such problems, the accuracy of the…

Existing work on population dynamics inference often focuses on flows arising from vector fields that are the gradients of scalar potentials. Among all admissible flows that are compatible with the population dynamics, gradient flows are…

The low-rank stochastic semidefinite optimization has attracted rising attention due to its wide range of applications. The nonconvex reformulation based on the low-rank factorization, significantly improves the computational efficiency but…

Variational inference (VI) is a popular approach in Bayesian inference, that looks for the best approximation of the posterior distribution within a parametric family, minimizing a loss that is typically the (reverse) Kullback-Leibler (KL)…

Variational inference (VI) is a popular method for approximating intractable posterior distributions in Bayesian inference and probabilistic machine learning. In this paper, we introduce a general framework for quantifying the statistical…

Among dissimilarities between probability distributions, the Kernel Stein Discrepancy (KSD) has received much interest recently. We investigate the properties of its Wasserstein gradient flow to approximate a target probability distribution…

Particle-based Bayesian inference methods by sampling from a partition-free target (posterior) distribution, e.g., Stein variational gradient descent (SVGD), have attracted significant attention. We propose a path-guided particle-based…

Large-scale Gaussian process inference has long faced practical challenges due to time and space complexity that is superlinear in dataset size. While sparse variational Gaussian process models are capable of learning from large-scale data,…

Gradient boosting is a sequential ensemble method that fits a new weaker learner to pseudo residuals at each iteration. We propose Wasserstein gradient boosting, a novel extension of gradient boosting that fits a new weak learner to…

We propose a gradient flow procedure for generative modeling by transporting particles from an initial source distribution to a target distribution, where the gradient field on the particles is given by a noise-adaptive Wasserstein Gradient…

Quasi-periodicity refers to a pattern in a function where it appears periodic but has evolving amplitudes over time. This is often the case in practical settings such as the modeling of case counts of infectious disease or the carbon…

In this project, we propose a Variational Inference algorithm to approximate posterior distributions. Building on prior methods, we develop the Gradient-Steered Stein Variational Gradient Descent (G-SVGD) approach. This method introduces a…

We propose a general purpose variational inference algorithm that forms a natural counterpart of gradient descent for optimization. Our method iteratively transports a set of particles to match the target distribution, by applying a form of…

Gaussian processes (GPs) provide a nonparametric representation of functions. However, classical GP inference suffers from high computational cost and it is difficult to design nonstationary GP priors in practice. In this paper, we propose…

Estimation of the covariance structure of spatial processes is of fundamental importance in spatial statistics. In the literature, several non-parametric and semi-parametric methods have been developed to estimate the covariance structure…

Are we using the right potential functions in the Conditional Random Field models that are popular in the Vision community? Semantic segmentation and other pixel-level labelling tasks have made significant progress recently due to the deep…

This paper introduces a new method for performing computational inference on log-Gaussian Cox processes. The likelihood is approximated directly by making novel use of a continuously specified Gaussian random field. We show that for…

Deep Ensembles (DEs) demonstrate improved accuracy, calibration and robustness to perturbations over single neural networks partly due to their functional diversity. Particle-based variational inference (ParVI) methods enhance diversity by…