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Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

In this paper, we study the strong consistency of a bias reduced kernel density estimator and derive a strongly con- sistent Kullback-Leibler divergence (KLD) estimator. As application, we formulate a goodness-of-fit test and an…

Inverse reinforcement learning (IRL) methods infer an agent's reward function using demonstrations of expert behavior. A Bayesian IRL approach models a distribution over candidate reward functions, capturing a degree of uncertainty in the…

Uncertainty estimation remains a key challenge when adapting pre-trained language models to downstream classification tasks, with overconfidence often observed for difficult inputs. While predictive entropy provides a strong baseline for…

Bayesian Neural Networks (BNNs) place priors over the parameters in a neural network. Inference in BNNs, however, is difficult; all inference methods for BNNs are approximate. In this work, we empirically compare the quality of predictive…

This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…

Modelling bounded rational decision-making through information constrained processing provides a principled approach for representing departures from rationality within a reinforcement learning framework, while still treating…

Long Short-Term Memory networks trained with gradient descent and back-propagation have received great success in various applications. However, point estimation of the weights of the networks is prone to over-fitting problems and lacks…

Among dissimilarities between probability distributions, the Kernel Stein Discrepancy (KSD) has received much interest recently. We investigate the properties of its Wasserstein gradient flow to approximate a target probability distribution…

Generative models and those with computationally intractable likelihoods are widely used to describe complex systems in the natural sciences, social sciences, and engineering. Fitting these models to data requires likelihood-free inference…

Inspired by the seminal work on Stein Variational Inference and Stein Variational Policy Gradient, we derived a method to generate samples from the posterior variational parameter distribution by \textit{explicitly} minimizing the KL…

In this paper, we propose a novel numerical scheme to optimize the gradient flows for learning energy-based models (EBMs). From a perspective of physical simulation, we redefine the problem of approximating the gradient flow utilizing…

We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

We provide guarantees for approximate Gaussian Process (GP) regression resulting from two common low-rank kernel approximations: based on random Fourier features, and based on truncating the kernel's Mercer expansion. In particular, we…

We provide guarantees for approximate Gaussian Process (GP) regression resulting from two common low-rank kernel approximations: based on random Fourier features, and based on truncating the kernel's Mercer expansion. In particular, we…

Classifier-guided diffusion models generate conditional samples by augmenting the reverse-time score with the gradient of the log-probability predicted by a probabilistic classifier. In practice, this classifier is usually obtained by…

The entropy is one of the most applicable uncertainty measures in many statistical and en- gineering problems. In statistical literature, the entropy is used in calculation of the Kullback- Leibler (KL) information which is a powerful mean…

Estimating the predictive uncertainty of a Bayesian learning model is critical in various decision-making problems, e.g., reinforcement learning, detecting adversarial attack, self-driving car. As the model posterior is almost always…

Recent advances in deep learning have brought to the fore models that can make multiple computational steps in the service of completing a task; these are capable of describ- ing long-term dependencies in sequential data. Novel recurrent…

Uncertainty quantification for full-waveform inversion provides a probabilistic characterization of the ill-conditioning of the problem, comprising the sensitivity of the solution with respect to the starting model and data noise. This…