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Traditional neural networks are simple to train but they typically produce overconfident predictions. In contrast, Bayesian neural networks provide good uncertainty quantification but optimizing them is time consuming due to the large…

Machine Learning · Computer Science 2024-11-07 Yadi Wei , Roni Khardon

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…

Machine Learning · Statistics 2020-01-31 Jakob Knollmüller , Torsten A. Enßlin

While Bayesian inference provides a principled framework for reasoning under uncertainty, its widespread adoption is limited by the intractability of exact posterior computation, necessitating the use of approximate inference. However,…

Machine Learning · Statistics 2026-05-19 George Whittle , Juliusz Ziomek , Jacob Rawling , Maike A. Osborne

Approximate inference in Bayesian deep networks exhibits a dilemma of how to yield high fidelity posterior approximations while maintaining computational efficiency and scalability. We tackle this challenge by introducing a novel…

Machine Learning · Computer Science 2021-11-01 Son Nguyen , Duong Nguyen , Khai Nguyen , Khoat Than , Hung Bui , Nhat Ho

Variational inference (VI) has become the method of choice for fitting many modern probabilistic models. However, practitioners are faced with a fragmented literature that offers a bewildering array of algorithmic options. First, the…

Machine Learning · Statistics 2018-11-29 Thang D. Bui , Cuong V. Nguyen , Siddharth Swaroop , Richard E. Turner

This paper proposes a dual-supervised uncertainty inference (DS-UI) framework for improving Bayesian estimation-based uncertainty inference (UI) in deep neural network (DNN)-based image recognition. In the DS-UI, we combine the classifier…

Machine Learning · Computer Science 2021-11-24 Jiyang Xie , Zhanyu Ma , Jing-Hao Xue , Guoqiang Zhang , Jun Guo

We extend the existing framework of semi-implicit variational inference (SIVI) and introduce doubly semi-implicit variational inference (DSIVI), a way to perform variational inference and learning when both the approximate posterior and the…

Machine Learning · Statistics 2019-03-19 Dmitry Molchanov , Valery Kharitonov , Artem Sobolev , Dmitry Vetrov

GNSS localization is an important part of today's autonomous systems, although it suffers from non-Gaussian errors caused by non-line-of-sight effects. Recent methods are able to mitigate these effects by including the corresponding…

Robotics · Computer Science 2020-03-20 Tim Pfeifer , Peter Protzel

To adopt neural networks in safety critical domains, knowing whether we can trust their predictions is crucial. Bayesian neural networks (BNNs) provide uncertainty estimates by averaging predictions with respect to the posterior weight…

Machine Learning · Computer Science 2021-03-17 Jannik Schmitt , Stefan Roth

Stochastic variational inference (SVI), the state-of-the-art algorithm for scaling variational inference to large-datasets, is inherently serial. Moreover, it requires the parameters to fit in the memory of a single processor; this is…

We develop nested variational inference (NVI), a family of methods that learn proposals for nested importance samplers by minimizing an forward or reverse KL divergence at each level of nesting. NVI is applicable to many commonly-used…

Machine Learning · Statistics 2021-06-22 Heiko Zimmermann , Hao Wu , Babak Esmaeili , Jan-Willem van de Meent

This paper proposes a novel method for deep learning based on the analytical convolution of multidimensional Gaussian mixtures. In contrast to tensors, these do not suffer from the curse of dimensionality and allow for a compact…

Machine Learning · Computer Science 2022-02-21 Adam Celarek , Pedro Hermosilla , Bernhard Kerbl , Timo Ropinski , Michael Wimmer

Stochastic planning can be reduced to probabilistic inference in large discrete graphical models, but hardness of inference requires approximation schemes to be used. In this paper we argue that such applications can be disentangled along…

Artificial Intelligence · Computer Science 2022-09-05 Zhennan Wu , Roni Khardon

In this paper, we introduce a novel Gaussian mixture based evidential learning solution for robust stereo matching. Diverging from previous evidential deep learning approaches that rely on a single Gaussian distribution, our framework…

Computer Vision and Pattern Recognition · Computer Science 2024-08-07 Weide Liu , Xingxing Wang , Lu Wang , Jun Cheng , Fayao Liu , Xulei Yang

We present VBPI-Mixtures, an algorithm designed to enhance the accuracy of phylogenetic posterior distributions, particularly for tree-topology and branch-length approximations. Despite the Variational Bayesian Phylogenetic Inference…

Machine Learning · Computer Science 2023-10-03 Oskar Kviman , Ricky Molén , Jens Lagergren

This paper introduces two variational inference approaches for infinite-dimensional inverse problems, developed through gradient descent with a constant learning rate. The proposed methods enable efficient approximate sampling from the…

Numerical Analysis · Mathematics 2026-03-05 Jiaming Sui , Junxiong Jia , Jinglai Li

Bayesian neural networks (BNNs) offer uncertainty quantification but come with the downside of substantially increased training and inference costs. Sparse BNNs have been investigated for efficient inference, typically by either slowly…

Machine Learning · Computer Science 2024-02-20 Junbo Li , Zichen Miao , Qiang Qiu , Ruqi Zhang

A novel formalism for Bayesian learning in the context of complex inference models is proposed. The method is based on the use of the Stationary Fokker--Planck (SFP) approach to sample from the posterior density. Stationary Fokker--Planck…

Disordered Systems and Neural Networks · Physics 2009-10-26 Arturo Berrones

The Gaussian-radial-basis function neural network (GRBFNN) has been a popular choice for interpolation and classification. However, it is computationally intensive when the dimension of the input vector is high. To address this issue, we…

Machine Learning · Computer Science 2023-08-15 Siyuan Xing , Jianqiao Sun

Diffusion models optimized via variational inference (VI) have emerged as a promising tool for generating samples from unnormalized target densities. These models create samples by simulating a stochastic differential equation, starting…

Machine Learning · Computer Science 2025-03-04 Denis Blessing , Xiaogang Jia , Gerhard Neumann