Related papers: Semi-Implicit Variational Inference via Kernelized…

Selecting an appropriate divergence measure is a critical aspect of machine learning, as it directly impacts model performance. Among the most widely used, we find the Kullback-Leibler (KL) divergence, originally introduced in kinetic…

Stein variational gradient descent (SVGD) is a kernel-based and non-parametric particle method for sampling from a target distribution, such as in Bayesian inference and other machine learning tasks. Different from other particle methods,…

Bayesian predictive inference propagates parameter uncertainty to quantities of interest through the posterior-predictive distribution. In practice, this is typically performed using a two-stage procedure: first approximating the posterior…

Variational inference (VI) is a method to approximate the computationally intractable posterior distributions that arise in Bayesian statistics. Typically, VI fits a simple parametric distribution to the target posterior by minimizing an…

Approximate Bayesian Computation (ABC) is a framework for performing likelihood-free posterior inference for simulation models. Stochastic Variational inference (SVI) is an appealing alternative to the inefficient sampling approaches…

The growing availability of large and complex datasets has increased interest in temporal stochastic processes that can capture stylized facts such as marginal skewness, non-Gaussian tails, long memory, and even non-Markovian dynamics.…

We introduce Support Decomposition Variational Inference (SDVI), a new variational inference (VI) approach for probabilistic programs with stochastic support. Existing approaches to this problem rely on designing a single global variational…

Mutual Information (MI) is a fundamental measure of statistical dependence widely used in representation learning. While direct optimization of MI via its definition as a Kullback-Leibler divergence (KLD) is often intractable, many recent…

We propose a simple algorithm to train stochastic neural networks to draw samples from given target distributions for probabilistic inference. Our method is based on iteratively adjusting the neural network parameters so that the output…

Much recent work in bioinformatics has focused on the inference of various types of biological networks, representing gene regulation, metabolic processes, protein-protein interactions, etc. A common setting involves inferring network edges…

Differentiable annealed importance sampling (DAIS), proposed by Geffner & Domke (2021) and Zhang et al. (2021), allows optimizing over the initial distribution of AIS. In this paper, we show that, in the limit of many transitions, DAIS…

Motivated by the increasingly popular Score-based Generative Modeling (SGM), we study the Inexact Langevin Dynamics (ILD) and Inexact Langevin Algorithm (ILA) where a score function estimate is used in place of the exact score. We establish…

In recent years, Full-Waveform Inversion (FWI) has been extensively used to derive high-resolution subsurface velocity models from seismic data. However, due to the nonlinearity and ill-posed nature of the problem, FWI requires a good…

The instrumental-variables (IV) setting is standard for partial identification of causal effects when unobserved confounding makes point identification impossible. Existing approaches face methodological bottlenecks: closed-form bound…

Bayesian (deep) neural networks (BNN) are often more attractive than the vanilla point-estimate deep learning in various aspects including uncertainty quantification, robustness to noise, resistance to overfitting, and more. The variational…

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…

The diversification (generating slightly varying separating discriminators) of Support Vector Machines (SVMs) for boosting has proven to be a challenge due to the strong learning nature of SVMs. Based on the insight that perturbing the SVM…

Large amounts of labeled data are typically required to train deep learning models. For many real-world problems, however, acquiring additional data can be expensive or even impossible. We present semi-supervised deep kernel learning…

This Note proposes a new methodology for function classification with Support Vector Machine (SVM). Rather than relying on projection on a truncated Hilbert basis as in our previous work, we use an implicit spline interpolation that allows…

Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference…