Related papers: Multi-model Stochastic Particle-based Variational …

Solving Bayesian inference problems approximately with variational approaches can provide fast and accurate results. Capturing correlation within the approximation requires an explicit parametrization. This intrinsically limits this…

We present a scalable approach to performing approximate fully Bayesian inference in generic state space models. The proposed method is an alternative to particle MCMC that provides fully Bayesian inference of both the dynamic latent states…

We propose and analyze a Stein variational reduced basis method (SVRB) to solve large-scale PDE-constrained Bayesian inverse problems. To address the computational challenge of drawing numerous samples requiring expensive PDE solves from…

We present a novel multilevel Monte Carlo approach for estimating quantities of interest for stochastic partial differential equations (SPDEs). Drawing inspiration from [Giles and Szpruch: Antithetic multilevel Monte Carlo estimation for…

As data collection and simulation capabilities advance, multi-modal learning, the task of learning from multiple modalities and sources of data, is becoming an increasingly important area of research. Surrogate models that learn from data…

We consider the problem of estimating the channel in reconfigurable intelligent surface (RIS) assisted millimeter wave (mmWave) systems. We propose two variational expectation maximization (VEM) based algorithms for channel estimation in…

Accurate calibration of stochastic agent-based models (ABMs) in epidemiology is crucial to make them useful in public health policy decisions and interventions. Traditional calibration methods, e.g., Markov Chain Monte Carlo (MCMC), that…

This article focuses on covariance estimation for multi-study data. Popular approaches employ factor-analytic terms with shared and study-specific loadings that decompose the variance into (i) a shared low-rank component, (ii)…

Large language models (LLMs) have shown outstanding performance across numerous real-world tasks. However, the autoregressive nature of these models makes the inference process slow and costly. Speculative decoding has emerged as a…

Estimation and prediction in high dimensional multivariate factor stochastic volatility models is an important and active research area because such models allow a parsimonious representation of multivariate stochastic volatility. Bayesian…

Objective: Brain networks have gained increasing recognition as potential biomarkers in mental health studies, but there are limited approaches that can leverage complex brain networks for accurate classification. Our goal is to develop a…

We consider Bayesian inference for stochastic differential equation mixed effects models (SDEMEMs) exemplifying tumor response to treatment and regrowth in mice. We produce an extensive study on how a SDEMEM can be fitted using both exact…

State space models (SSMs) provide a flexible framework for modeling complex time series via a latent stochastic process. Inference for nonlinear, non-Gaussian SSMs is often tackled with particle methods that do not scale well to long time…

Stochastic variational inference (SVI) is emerging as the most promising candidate for scaling inference in Bayesian probabilistic models to large datasets. However, the performance of these methods has been assessed primarily in the…

A new variational inference method, SPH-ParVI, based on smoothed particle hydrodynamics (SPH), is proposed for sampling partially known densities (e.g. up to a constant) or sampling using gradients. SPH-ParVI simulates the flow of a fluid…

Millimeter-wave (mmWave) MIMO systems rely on highly directional beamforming to overcome severe path loss and ensure robust communication links. However, selecting the optimal beam pair efficiently remains a challenge due to the large…

In this paper, we first derive Milstein schemes for an interacting particle system associated with point delay McKean-Vlasov stochastic differential equations (McKean-Vlasov SDEs), possibly with a drift term exhibiting super-linear growth…

Being the most classical generative model for serial data, state-space models (SSM) are fundamental in AI and statistical machine learning. In SSM, any form of parameter learning or latent state inference typically involves the computation…

We propose two new Bayesian smoothing methods for general state-space models with unknown parameters. The first approach is based on the particle learning and smoothing algorithm, but with an adjustment in the backward resampling weights.…

Varying coefficient model is often used in statistical modeling since it is more flexible than the parametric model. However, model detection and variable selection of varying coefficient model are poorly understood in mode regression.…