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Sampling-based algorithms are classical approaches to perform Bayesian inference in inverse problems. They provide estimators with the associated credibility intervals to quantify the uncertainty on the estimators. Although these methods…
In this paper we propose a new Bayesian estimation method to solve linear inverse problems in signal and image restoration and reconstruction problems which has the property to be scale invariant. In general, Bayesian estimators are {\em…
Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…
Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…
Often in machine learning, data are collected as a combination of multiple conditions, e.g., the voice recordings of multiple persons, each labeled with an ID. How could we build a model that captures the latent information related to these…
This paper explores Bayesian inference for a biased sampling model in situations where the population of interest cannot be sampled directly, but rather through an indirect and inherently biased method. Observations are viewed as being the…
We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…
We present prompt distribution learning for effectively adapting a pre-trained vision-language model to address downstream recognition tasks. Our method not only learns low-bias prompts from a few samples but also captures the distribution…
In many clinical trials treatments need to be repeatedly applied as diseases relapse frequently after remission over a long period of time (e.g., 35 weeks). Most research in statistics focuses on the overall trial design, such as sample…
Characterizing statistical properties of solutions of inverse problems is essential for decision making. Bayesian inversion offers a tractable framework for this purpose, but current approaches are computationally unfeasible for most…
We consider a Bayesian approach to variable selection in the presence of high dimensional covariates based on a hierarchical model that places prior distributions on the regression coefficients as well as on the model space. We adopt the…
Hierarchical probabilistic models, such as Gaussian mixture models, are widely used for unsupervised learning tasks. These models consist of observable and latent variables, which represent the observable data and the underlying…
Supervised topic models with a logistic likelihood have two issues that potentially limit their practical use: 1) response variables are usually over-weighted by document word counts; and 2) existing variational inference methods make…
In Bayesian inverse problems, it is common to consider several hyperparameters that define the prior and the noise model that must be estimated from the data. In particular, we are interested in linear inverse problems with additive…
We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…
Inverse problems are ubiquitous in nature, arising in almost all areas of science and engineering ranging from geophysics and climate science to astrophysics and biomechanics. One of the central challenges in solving inverse problems is…
Modern Generative Adversarial Networks are capable of creating artificial, photorealistic images from latent vectors living in a low-dimensional learned latent space. It has been shown that a wide range of images can be projected into this…
Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…
In Smyl et al. [Local and global trend Bayesian exponential smoothing models. International Journal of Forecasting, 2024.], a generalised exponential smoothing model was proposed that is able to capture strong trends and volatility in time…
We propose a novel method for sampling and optimization tasks based on a stochastic interacting particle system. We explain how this method can be used for the following two goals: (i) generating approximate samples from a given target…