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The Laplace approximation has been one of the workhorses of Bayesian inference. It often delivers good approximations in practice despite the fact that it does not strictly take into account where the volume of posterior density lies.…

Machine Learning · Statistics 2022-03-02 Nikolaos Gianniotis

This paper proposes Bayesian mosaic, a parallelizable composite posterior, for scalable Bayesian inference on a broad class of multivariate discrete data models. Sampling is embarrassingly parallel since Bayesian mosaic is a multiplication…

Methodology · Statistics 2018-04-03 Ye Wang , David Dunson

Sampling from the full posterior distribution of high-dimensional non-linear, non-Gaussian latent dynamical models presents significant computational challenges. While Particle Gibbs (also known as conditional sequential Monte Carlo) is…

Computation · Statistics 2025-03-05 Adrien Corenflos , Simo Särkkä

We consider Bayesian inference for image deblurring with total variation (TV) prior. Since the posterior is analytically intractable, we resort to Markov chain Monte Carlo (MCMC) methods. However, since most MCMC methods significantly…

Numerical Analysis · Mathematics 2025-03-13 Rafael Flock , Shuigen Liu , Yiqiu Dong , Xin T. Tong

The maximum a-posteriori (MAP) perturbation framework has emerged as a useful approach for inference and learning in high dimensional complex models. By maximizing a randomly perturbed potential function, MAP perturbations generate unbiased…

Machine Learning · Computer Science 2013-10-17 Francesco Orabona , Tamir Hazan , Anand D. Sarwate , Tommi Jaakkola

Modern applications routinely collect high-dimensional data, leading to statistical models having more parameters than there are samples available. A common solution is to impose sparsity in parameter estimation, often using penalized…

Methodology · Statistics 2025-07-08 Paolo Onorati , David B. Dunson , Antonio Canale

Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we…

Machine Learning · Statistics 2016-09-28 Christopher Wolf , Maximilian Karl , Patrick van der Smagt

Embeddings are a basic initial feature extraction step in many machine learning models, particularly in natural language processing. An embedding attempts to map data tokens to a low-dimensional space where similar tokens are mapped to…

Machine Learning · Computer Science 2025-04-10 Golara Ahmadi Azar , Melika Emami , Alyson Fletcher , Sundeep Rangan

Monte Carlo (MC) integration is the de facto method for approximating the predictive distribution of Bayesian neural networks (BNNs). But, even with many MC samples, Gaussian-based BNNs could still yield bad predictive performance due to…

Machine Learning · Computer Science 2022-10-18 Agustinus Kristiadi , Runa Eschenhagen , Philipp Hennig

This dissertation presents several new methods of supervised and unsupervised learning of word sense disambiguation models. The supervised methods focus on performing model searches through a space of probabilistic models, and the…

Computation and Language · Computer Science 2009-09-29 Ted Pedersen

Deriving Bayesian inference for exponential random graph models (ERGMs) is a challenging "doubly intractable" problem as the normalizing constants of the likelihood and posterior density are both intractable. Markov chain Monte Carlo (MCMC)…

Computation · Statistics 2019-11-26 Linda S. L. Tan , Nial Friel

It has been shown that word embeddings derived from large corpora tend to incorporate biases present in their training data. Various methods for mitigating these biases have been proposed, but recent work has demonstrated that these methods…

Computation and Language · Computer Science 2023-06-27 Hailey Joren , David Alvarez-Melis

Bayesian inference for doubly-intractable pairwise exponential graphical models typically involves variations of the exchange algorithm or approximate Markov chain Monte Carlo (MCMC) samplers. However, existing methods for both classes of…

Computation · Statistics 2026-03-30 Yujie Chen , Antik Chakraborty , Anindya Bhadra

Sparsity has become a key concept for solving of high-dimensional inverse problems using variational regularization techniques. Recently, using similar sparsity-constraints in the Bayesian framework for inverse problems by encoding them in…

Numerical Analysis · Mathematics 2014-11-18 Felix Lucka

Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…

Word embeddings learnt from large corpora have been adopted in various applications in natural language processing and served as the general input representations to learning systems. Recently, a series of post-processing methods have been…

Machine Learning · Computer Science 2019-10-25 Shuai Tang , Mahta Mousavi , Virginia R. de Sa

Many probabilistic models of interest in scientific computing and machine learning have expensive, black-box likelihoods that prevent the application of standard techniques for Bayesian inference, such as MCMC, which would require access to…

Machine Learning · Statistics 2018-11-30 Luigi Acerbi

Accurately quantifying uncertainty in large language models (LLMs) is crucial for their reliable deployment, especially in high-stakes applications. Current state-of-the-art methods for measuring semantic uncertainty in LLMs rely on strict…

Machine Learning · Computer Science 2024-10-31 Yashvir S. Grewal , Edwin V. Bonilla , Thang D. Bui

Hamiltonian Monte Carlo (HMC) samples efficiently from high-dimensional posterior distributions with proposed parameter draws obtained by iterating on a discretized version of the Hamiltonian dynamics. The iterations make HMC…

Computation · Statistics 2019-05-03 Khue-Dung Dang , Matias Quiroz , Robert Kohn , Minh-Ngoc Tran , Mattias Villani

Full Bayesian posteriors are rarely analytically tractable, which is why real-world Bayesian inference heavily relies on approximate techniques. Approximations generally differ from the true posterior and require diagnostic tools to assess…

Machine Learning · Statistics 2022-03-08 Luca Rendsburg , Agustinus Kristiadi , Philipp Hennig , Ulrike von Luxburg