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There has been an intense development on the estimation of a sparse regression coefficient vector in statistics, machine learning and related fields. In this paper, we focus on the Bayesian approach to this problem, where sparsity is…

The recognition network in deep latent variable models such as variational autoencoders (VAEs) relies on amortized inference for efficient posterior approximation that can scale up to large datasets. However, this technique has also been…

We introduce a framework for efficient Markov Chain Monte Carlo (MCMC) algorithms targeting discrete-valued high-dimensional distributions, such as posterior distributions in Bayesian variable selection (BVS) problems. We show that many…

Black-box variational inference is widely used in situations where there is no proof that its stochastic optimization succeeds. We suggest this is due to a theoretical gap in existing stochastic optimization proofs: namely the challenge of…

In this work, a Bayesian approximate message passing algorithm is proposed for solving the multiple measurement vector (MMV) problem in compressive sensing, in which a collection of sparse signal vectors that share a common support are…

Certifying whether an arbitrary quantum system is entangled or not, is, in general, an NP-hard problem. Though various necessary and sufficient conditions have already been explored in this regard for lower dimensional systems, it is hard…

Bayesian approach, as a useful tool for quantifying uncertainties, has been widely used for solving inverse problems of partial differential equations (PDEs). One of the key difficulties for employing Bayesian approach for the issue is how…

Gaussian variational approximation is a popular methodology to approximate posterior distributions in Bayesian inference especially in high dimensional and large data settings. To control the computational cost while being able to capture…

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using a…

Variance partitioning methods, which are built upon multivariate statistics, have been widely applied in different taxa and habitats in community ecology. Here, I performed a literature review on the development and application of the…

Probabilistic modeling is iterative. A scientist posits a simple model, fits it to her data, refines it according to her analysis, and repeats. However, fitting complex models to large data is a bottleneck in this process. Deriving…

Interpretability is an important area of research for safe deployment of machine learning systems. One particular type of interpretability method attributes model decisions to input features. Despite active development, quantitative…

Over-parameterized models, such as DeepNets and ConvNets, form a class of models that are routinely adopted in a wide variety of applications, and for which Bayesian inference is desirable but extremely challenging. Variational inference…

To deal with very large datasets a mini-batch version of the Monte Carlo Markov Chain Stochastic Approximation Expectation-Maximization algorithm for general latent variable models is proposed. For exponential models the algorithm is shown…

Integration over non-negative integrands is a central problem in machine learning (e.g. for model averaging, (hyper-)parameter marginalisation, and computing posterior predictive distributions). Bayesian Quadrature is a probabilistic…

In this paper, we propose a diversity-aware ensemble learning based algorithm, referred to as DAMVI, to deal with imbalanced binary classification tasks. Specifically, after learning base classifiers, the algorithm i) increases the weights…

Variational mean field approximations tend to struggle with contemporary overparametrized deep neural networks. Where a Bayesian treatment is usually associated with high-quality predictions and uncertainties, the practical reality has been…

Approximating a probability density in a tractable manner is a central task in Bayesian statistics. Variational Inference (VI) is a popular technique that achieves tractability by choosing a relatively simple variational family. Borrowing…

Score matching (SM) provides a compelling approach to learn energy-based models (EBMs) by avoiding the calculation of partition function. However, it remains largely open to learn energy-based latent variable models (EBLVMs), except some…

Mean field variational Bayes (MFVB) is a popular posterior approximation method due to its fast runtime on large-scale data sets. However, it is well known that a major failing of MFVB is that it underestimates the uncertainty of model…