Related papers: Power-scaled Bayesian Inference with Score-based G…
Classification approaches based on the direct estimation and analysis of posterior probabilities will degrade if the original class priors begin to change. We prove that a unique (up to scale) solution is possible to recover the data…
The learning and evaluation of energy-based latent variable models (EBLVMs) without any structural assumptions are highly challenging, because the true posteriors and the partition functions in such models are generally intractable. This…
We introduce a new, rigorously-formulated Bayesian meta-learning algorithm that learns a probability distribution of model parameter prior for few-shot learning. The proposed algorithm employs a gradient-based variational inference to infer…
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…
We propose a novel approach to perform approximate Bayesian inference in complex models such as Bayesian neural networks. The approach is more scalable to large data than Markov Chain Monte Carlo, it embraces more expressive models than…
Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves…
In this paper, we introduce the notion of Gaussian processes indexed by probability density functions for extending the Mat\'ern family of covariance functions. We use some tools from information geometry to improve the efficiency and the…
Score-based diffusion models generate samples from a complex underlying data distribution by time-reversal of a diffusion process and represent the state-of-the-art in many generative AI applications. Here, I show how a generative diffusion…
In this paper, we develop a generalized Bayesian inference framework for a collection of signal-plus-noise matrix models arising in high-dimensional statistics and many applications. The framework is built upon an asymptotically unbiased…
In observational studies, the propensity score plays a central role in estimating causal effects of interest. The inverse probability weighting (IPW) estimator is commonly used for this purpose. However, if the propensity score model is…
This paper proposes a method for generating typical scenarios based on system-level macroscopic characteristics of power system and considering its stability properties. First, considering uncertainties such as renewable energy generation…
We study Bayesian approaches to causal inference via propensity score regression. Much of the Bayesian literature on propensity score methods have relied on approaches that cannot be viewed as fully Bayesian in the context of conventional…
We propose a surrogate function for efficient yet principled use of score-based priors in Bayesian imaging. We consider ill-posed inverse imaging problems in which one aims for a clean image posterior given incomplete or noisy measurements.…
This paper develops a new empirical Bayesian inference algorithm for solving a linear inverse problem given multiple measurement vectors (MMV) of under-sampled and noisy observable data. Specifically, by exploiting the joint sparsity across…
Data assimilation, in its most comprehensive form, addresses the Bayesian inverse problem of identifying plausible state trajectories that explain noisy or incomplete observations of stochastic dynamical systems. Various approaches have…
Large-scale black-box models have become ubiquitous across numerous applications. Understanding the influence of individual training data sources on predictions made by these models is crucial for improving their trustworthiness. Current…
Recent developments in generative modeling have utilized score-based methods coupled with stochastic differential equations to sample from complex probability distributions. However, these and other performant sampling methods generally…
Observational astrophysics consists of making inferences about the Universe by comparing data and models. The credible intervals placed on model parameters are often as important as the maximum a posteriori probability values, as the…
We discuss Bayesian inference for parameters selected using the data. First, we provide a critical analysis of the existing positions in the literature regarding the correct Bayesian approach under selection. Second, we propose two types of…
Semi-structured regression models enable the joint modeling of interpretable structured and complex unstructured feature effects. The structured model part is inspired by statistical models and can be used to infer the input-output…