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Bayesian optimization is a popular and versatile approach that is well suited to solve challenging optimization problems. Their popularity comes from their effective minimization of expensive function evaluations, their capability to…

Optimization and Control · Mathematics 2026-05-14 André L. Marchildon , David W. Zingg

Neural network based generative models with discriminative components are a powerful approach for semi-supervised learning. However, these techniques a) cannot account for model uncertainty in the estimation of the model's discriminative…

Machine Learning · Statistics 2017-06-30 Jonathan Gordon , José Miguel Hernández-Lobato

Backpropagation with gradient descent is a common optimization strategy employed by most neural network architectures in machine learning. However, finding optimal hyperparameters to guide training has proven challenging. While it is widely…

Machine Learning · Computer Science 2026-05-20 Vy Bui , Hang Yu , Karthik Kantipudi , Ziv Yaniv , Stefan Jaeger

Modern imaging methods rely strongly on Bayesian inference techniques to solve challenging imaging problems. Currently, the predominant Bayesian computation approach is convex optimisation, which scales very efficiently to high dimensional…

Computation · Statistics 2016-12-23 Alain Durmus , Eric Moulines , Marcelo Pereyra

The adaptive processing of structured data is a long-standing research topic in machine learning that investigates how to automatically learn a mapping from a structured input to outputs of various nature. Recently, there has been an…

Machine Learning · Computer Science 2022-02-28 Federico Errica

We develop a novel deep learning method for uncertainty quantification in stochastic partial differential equations based on Bayesian neural network (BNN) and Hamiltonian Monte Carlo (HMC). A BNN efficiently learns the posterior…

Machine Learning · Statistics 2022-10-24 Jeahan Jung , Minseok Choi

We propose a general framework using spike-and-slab prior distributions to aid with the development of high-dimensional Bayesian inference. Our framework allows inference with a general quasi-likelihood function. We show that highly…

Statistics Theory · Mathematics 2019-08-21 Yves Atchade , Anwesha Bhattacharyya

Neural networks (NN) have become almost ubiquitous with image classification, but in their standard form produce point estimates, with no measure of confidence. Bayesian neural networks (BNN) provide uncertainty quantification (UQ) for NN…

Image and Video Processing · Electrical Eng. & Systems 2023-08-15 Daniel Ries , Jason Adams , Joshua Zollweg

Variational Inference (VI) is a commonly used technique for approximate Bayesian inference and uncertainty estimation in deep learning models, yet it comes at a computational cost, as it doubles the number of trainable parameters to…

Machine Learning · Computer Science 2024-06-25 Christian Marius Lillelund , Martin Magris , Christian Fischer Pedersen

Large multilayer neural networks trained with backpropagation have recently achieved state-of-the-art results in a wide range of problems. However, using backprop for neural net learning still has some disadvantages, e.g., having to tune a…

Machine Learning · Statistics 2015-07-16 José Miguel Hernández-Lobato , Ryan P. Adams

Generative adversarial networks (GANs) can implicitly learn rich distributions over images, audio, and data which are hard to model with an explicit likelihood. We present a practical Bayesian formulation for unsupervised and…

Machine Learning · Statistics 2017-11-09 Yunus Saatchi , Andrew Gordon Wilson

We showed how to use trained neural networks to perform Bayesian reasoning in order to solve tasks outside their initial scope. Deep generative models provide prior knowledge, and classification/regression networks impose constraints. The…

Machine Learning · Computer Science 2021-06-02 Jakob Knollmüller , Torsten Enßlin

Bayesian inference provides an attractive online-learning framework to analyze sequential data, and offers generalization guarantees which hold even with model mismatch and adversaries. Unfortunately, exact Bayesian inference is rarely…

Machine Learning · Statistics 2020-08-03 Badr-Eddine Chérief-Abdellatif , Pierre Alquier , Mohammad Emtiyaz Khan

Exponential random graph models are extremely difficult models to handle from a statistical viewpoint, since their normalising constant, which depends on model parameters, is available only in very trivial cases. We show how inference can…

Applications · Statistics 2010-09-30 Alberto Caimo , Nial Friel

Computational inference of causal relationships underlying complex networks, such as gene-regulatory pathways, is NP-complete due to its combinatorial nature when permuting all possible interactions. Markov chain Monte Carlo (MCMC) has been…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-10-19 Yu Wang , Weikang Qian , Shuchang Zhang , Bo Yuan

Using quasi-Newton methods in stochastic optimization is not a trivial task given the difficulty of extracting curvature information from the noisy gradients. Moreover, pre-conditioning noisy gradient observations tend to amplify the noise.…

Optimization and Control · Mathematics 2024-04-02 Andre Carlon , Luis Espath , Raul Tempone

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2018-11-14 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Deep Gaussian Processes (DGPs) are hierarchical generalizations of Gaussian Processes that combine well calibrated uncertainty estimates with the high flexibility of multilayer models. One of the biggest challenges with these models is that…

Machine Learning · Statistics 2018-11-13 Marton Havasi , José Miguel Hernández-Lobato , Juan José Murillo-Fuentes

Bayesian neural networks (BNNs) have received an increased interest in the last years. In BNNs, a complete posterior distribution of the unknown weight and bias parameters of the network is produced during the training stage. This…

Machine Learning · Computer Science 2023-04-14 Yunshi Huang , Emilie Chouzenoux , Victor Elvira , Jean-Christophe Pesquet

Variational inference methods have been shown to lead to significant improvements in the computational efficiency of approximate Bayesian inference in mixed multinomial logit models when compared to standard Markov-chain Monte Carlo (MCMC)…

Computation · Statistics 2020-04-14 Filipe Rodrigues