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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

We propose a nonparametric procedure to achieve fast inference in generative graphical models when the number of latent states is very large. The approach is based on iterative latent variable preselection, where we alternate between…

Machine Learning · Statistics 2021-10-06 Jacquelyn A. Shelton , Jan Gasthaus , Zhenwen Dai , Joerg Luecke , Arthur Gretton

Many scientific phenomena are studied using computer experiments consisting of multiple runs of a computer model while varying the input settings. Gaussian processes (GPs) are a popular tool for the analysis of computer experiments,…

Methodology · Statistics 2021-07-21 Matthias Katzfuss , Joseph Guinness , Earl Lawrence

The variational autoencoder (VAE; Kingma, Welling (2014)) is a recently proposed generative model pairing a top-down generative network with a bottom-up recognition network which approximates posterior inference. It typically makes strong…

Machine Learning · Computer Science 2016-11-08 Yuri Burda , Roger Grosse , Ruslan Salakhutdinov

Decoders built on Gaussian processes (GPs) are enticing due to the marginalisation over the non-linear function space. Such models (also known as GP-LVMs) are often expensive and notoriously difficult to train in practice, but can be scaled…

Machine Learning · Statistics 2022-11-28 Pablo Moreno-Muñoz , Cilie W Feldager , Søren Hauberg

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman

We consider probabilistic multinomial probit classification using Gaussian process (GP) priors. The challenges with the multiclass GP classification are the integration over the non-Gaussian posterior distribution, and the increase of the…

Machine Learning · Statistics 2013-03-28 Jaakko Riihimäki , Pasi Jylänki , Aki Vehtari

In recent years Variation Autoencoders have become one of the most popular unsupervised learning of complicated distributions.Variational Autoencoder (VAE) provides more efficient reconstructive performance over a traditional autoencoder.…

Machine Learning · Statistics 2017-07-12 Gautam Ramachandra

Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…

Machine Learning · Computer Science 2020-04-10 Andrew Pensoneault , Xiu Yang , Xueyu Zhu

Deep Gaussian processes provide a flexible approach to probabilistic modelling of data using either supervised or unsupervised learning. For tractable inference approximations to the marginal likelihood of the model must be made. The…

Machine Learning · Statistics 2014-12-04 James Hensman , Neil D. Lawrence

This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance…

Machine Learning · Computer Science 2020-08-26 Chiwoo Park , David J. Borth , Nicholas S. Wilson , Chad N. Hunter

Variational autoencoders (VAEs) employ Bayesian inference to interpret sensory inputs, mirroring processes that occur in primate vision across both ventral (Higgins et al., 2021) and dorsal (Vafaii et al., 2023) pathways. Despite their…

Machine Learning · Computer Science 2024-12-10 Hadi Vafaii , Dekel Galor , Jacob L. Yates

We consider the optimal approximate posterior over the top-layer weights in a Bayesian neural network for regression, and show that it exhibits strong dependencies on the lower-layer weights. We adapt this result to develop a correlated…

Machine Learning · Statistics 2021-06-23 Sebastian W. Ober , Laurence Aitchison

Gaussian processes (GPs) play an essential role in biostatistics, scientific machine learning, and Bayesian optimization for their ability to provide probabilistic predictions and model uncertainty. However, GP inference struggles to scale…

Machine Learning · Computer Science 2025-10-29 Pratik Rathore , Zachary Frangella , Sachin Garg , Shaghayegh Fazliani , Michał Dereziński , Madeleine Udell

Applying model predictive control on embedded systems remains challenging due to the high computational cost of solving optimal control problems. To address this limitation, computationally efficient Gaussian process approximations of the…

Systems and Control · Electrical Eng. & Systems 2026-05-14 Alexander Rose , Lukas Theiner , Rolf Findeisen

Among likelihood-based approaches for deep generative modelling, variational autoencoders (VAEs) offer scalable amortized posterior inference and fast sampling. However, VAEs are also more and more outperformed by competing models such as…

Machine Learning · Computer Science 2021-07-01 Antoine Wehenkel , Gilles Louppe

Gaussian processes (GPs) serve as flexible surrogates for complex surfaces, but buckle under the cubic cost of matrix decompositions with big training data sizes. Geospatial and machine learning communities suggest pseudo-inputs, or…

Methodology · Statistics 2021-02-05 D. Austin Cole , Ryan Christianson , Robert B. Gramacy

Graph autoencoders (GAE) and variational graph autoencoders (VGAE) emerged as powerful methods for link prediction (LP). Their performances are less impressive on community detection (CD), where they are often outperformed by simpler…

Gaussian processes (GPs) are non-linear probabilistic models popular in many applications. However, na\"ive GP realizations require quadratic memory to store the covariance matrix and cubic computation to perform inference or evaluate the…

Computation · Statistics 2021-05-03 Amanda Muyskens , Benjamin Priest , Imène Goumiri , Michael Schneider

We extend variational autoencoders (VAEs) to collaborative filtering for implicit feedback. This non-linear probabilistic model enables us to go beyond the limited modeling capacity of linear factor models which still largely dominate…

Machine Learning · Statistics 2018-02-19 Dawen Liang , Rahul G. Krishnan , Matthew D. Hoffman , Tony Jebara