Related papers: The Polynomial Stein Discrepancy for Assessing Mom…
Stein variational gradient descent (SVGD) refers to a class of methods for Bayesian inference based on interacting particle systems. In this paper, we consider the originally proposed deterministic dynamics as well as a stochastic variant,…
Divergence is not only an important mathematical concept in information theory, but also applied to machine learning problems such as low-dimensional embedding, manifold learning, clustering, classification, and anomaly detection. We…
Maximum Mean Discrepancy (MMD) has been widely used in the areas of machine learning and statistics to quantify the distance between two distributions in the $p$-dimensional Euclidean space. The asymptotic property of the sample MMD has…
The boom of DL technology leads to massive DL models built and shared, which facilitates the acquisition and reuse of DL models. For a given task, we encounter multiple DL models available with the same functionality, which are considered…
In the high-throughput screening (HTS) campaigns, the Z'-factor and strictly standardized mean difference (SSMD) are commonly used to assess the quality of assays and to select hits. However, these measures are vulnerable to outliers and…
Recently, Loizou et al. (2021), proposed and analyzed stochastic gradient descent (SGD) with stochastic Polyak stepsize (SPS). The proposed SPS comes with strong convergence guarantees and competitive performance; however, it has two main…
Stochastic Gradient Descent (SGD) is one of the many iterative optimization methods that are widely used in solving machine learning problems. These methods display valuable properties and attract researchers and industrial machine learning…
The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…
This paper introduces an approach for detecting differences in the first-order structures of spatial point patterns. The proposed approach leverages the kernel mean embedding in a novel way by introducing its approximate version tailored to…
Stochastic gradient descent (SGD) is the main algorithm behind a large body of work in machine learning. In many cases, constraints are enforced via projections, leading to projected stochastic gradient algorithms. In recent years, a large…
An important task in computational statistics and machine learning is to approximate a posterior distribution $p(x)$ with an empirical measure supported on a set of representative points $\{x_i\}_{i=1}^n$. This paper focuses on methods…
Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…
We introduce $\textit{Stein transport}$, a novel methodology for Bayesian inference designed to efficiently push an ensemble of particles along a predefined curve of tempered probability distributions. The driving vector field is chosen…
This paper addresses the scalability problem of Bayesian deep neural networks. The performance of deep neural networks is undermined by the fact that these algorithms have poorly calibrated measures of uncertainty. This restricts their…
Distances between probability distributions are a key component of many statistical machine learning tasks, from two-sample testing to generative modeling, among others. We introduce a novel distance between measures that compares them…
Stein importance sampling is a widely applicable technique based on kernelized Stein discrepancy, which corrects the output of approximate sampling algorithms by reweighting the empirical distribution of the samples. A general analysis of…
Existing example-based prediction explanation methods often bridge test and training data points through the model's parameters or latent representations. While these methods offer clues to the causes of model predictions, they often…
We study the problem of testing whether a symmetric $d \times d$ input matrix $A$ is symmetric positive semidefinite (PSD), or is $\epsilon$-far from the PSD cone, meaning that $\lambda_{\min}(A) \leq - \epsilon \|A\|_p$, where $\|A\|_p$ is…
We propose a novel particle-based variational inference method designed to work with multimodal distributions. Our approach, referred to as Branched Stein Variational Gradient Descent (BSVGD), extends the classical Stein Variational…
This paper studies the optimization of the KL functional on the Wasserstein space of probability measures, and develops a sampling framework based on Wasserstein gradient descent (WGD). We identify two important subclasses of the…