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Variational methods that rely on a recognition network to approximate the posterior of directed graphical models offer better inference and learning than previous methods. Recent advances that exploit the capacity and flexibility in this…

Machine Learning · Computer Science 2018-02-21 R Devon Hjelm , Kyunghyun Cho , Junyoung Chung , Russ Salakhutdinov , Vince Calhoun , Nebojsa Jojic

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…

Methodology · Statistics 2017-03-22 Hachem Saddiki , Andrew C. Trapp , Patrick Flaherty

In real-world Bayesian inference applications, prior assumptions regarding the parameters of interest may be unrepresentative of their actual values for a given dataset. In particular, if the likelihood is concentrated far out in the wings…

Computation · Statistics 2018-11-01 Xi Chen , Mike Hobson , Saptarshi Das , Paul Gelderblom

In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…

Computation · Statistics 2025-04-23 Ajay Jasra , Amin Wu

Bayesian Neural Networks (BNNs) provide a promising framework for modeling predictive uncertainty and enhancing out-of-distribution robustness (OOD) by estimating the posterior distribution of network parameters. Stochastic Gradient Markov…

Machine Learning · Computer Science 2025-03-04 Hyunsu Kim , Giung Nam , Chulhee Yun , Hongseok Yang , Juho Lee

The causal (belief) network is a well-known graphical structure for representing independencies in a joint probability distribution. The exact methods and the approximation methods, which perform probabilistic inference in causal networks,…

Artificial Intelligence · Computer Science 2013-04-05 Richard E. Neapolitan , James Kenevan

Estimating model parameters of a general family of cure models is always a challenging task mainly due to flatness and multimodality of the likelihood function. In this work, we propose a fully Bayesian approach in order to overcome these…

Methodology · Statistics 2024-08-20 Panagiotis Papastamoulis , Fotios Milienos

This work is motivated by the analysis of ecological interaction networks. Poisson stochastic blockmodels are widely used in this field to decipher the structure that underlies a weighted network, while accounting for covariate effects.…

Applications · Statistics 2019-07-24 Sophie Donnet , Stéphane Robin

This paper deals with Bayesian inference of a mixture of Gaussian distributions. A novel formulation of the mixture model is introduced, which includes the prior constraint that each Gaussian component is always assigned a minimal number of…

Methodology · Statistics 2014-05-21 Colin J. Stoneking

We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…

Computation · Statistics 2021-08-17 Yves Atchadé , Liwei Wang

Variational inference provides approximations to the computationally intractable posterior distribution in Bayesian networks. A prominent medical application of noisy-or Bayesian network is to infer potential diseases given observed…

Machine Learning · Computer Science 2016-05-23 Yusheng Xie , Nan Du , Wei Fan , Jing Zhai , Weicheng Zhu

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…

Statistics Theory · Mathematics 2025-07-18 Chenyang Zhong , Sumit Mukherjee , Bodhisattva Sen

Objective Bayesian inference procedures are derived for the parameters of the multivariate random effects model generalized to elliptically contoured distributions. The posterior for the overall mean vector and the between-study covariance…

Methodology · Statistics 2021-04-07 Olha Bodnar , Taras Bodnar

This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…

Numerical Analysis · Mathematics 2018-11-27 Xiaoyan Song , Lijian Jiang , Guanghui Zheng

This paper considers properties of an optimization based sampler for targeting the posterior distribution when the likelihood is intractable and auxiliary statistics are used to summarize information in the data. Our reverse sampler…

Methodology · Statistics 2015-12-02 Jean-Jacques Forneron , Serena Ng

Likelihood-free methods, such as approximate Bayesian computation, are powerful tools for practical inference problems with intractable likelihood functions. Markov chain Monte Carlo and sequential Monte Carlo variants of approximate…

Computation · Statistics 2019-02-26 David J. Warne , Ruth E. Baker , Matthew J. Simpson

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

One of the core problems in variational inference is a choice of approximate posterior distribution. It is crucial to trade-off between efficient inference with simple families as mean-field models and accuracy of inference. We propose a…

Machine Learning · Computer Science 2019-05-21 Evgenii Egorov , Kirill Neklydov , Ruslan Kostoev , Evgeny Burnaev

Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…

Machine Learning · Computer Science 2018-10-24 Cheng Zhang , Judith Butepage , Hedvig Kjellstrom , Stephan Mandt

Segmenting images of low quality or with missing data is a challenging problem. Integrating statistical prior information about the shapes to be segmented can improve the segmentation results significantly. Most shape-based segmentation…

Computer Vision and Pattern Recognition · Computer Science 2016-11-14 Ertunc Erdil , Sinan Yıldırım , Müjdat Çetin , Tolga Taşdizen
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