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Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model…

Machine Learning · Computer Science 2019-05-28 Manikanta Srikar Yellapragada , Chandra Prakash Konkimalla

This paper proposes a general interpretable predictive system with shared information. The system is able to perform predictions in a multi-task setting where distinct tasks are not bound to have the same input/output structure. Embeddings…

Machine Learning · Computer Science 2024-07-02 Maciej Żelaszczyk , Jacek Mańdziuk

Estimation and prediction in high dimensional multivariate factor stochastic volatility models is an important and active research area because such models allow a parsimonious representation of multivariate stochastic volatility. Bayesian…

Computation · Statistics 2021-04-27 David Gunawan , Robert Kohn , David Nott

The main challenge in Bayesian models is to determine the posterior for the model parameters. Already, in models with only one or few parameters, the analytical posterior can only be determined in special settings. In Bayesian neural…

Machine Learning · Statistics 2021-06-02 Sefan Hörtling , Daniel Dold , Oliver Dürr , Beate Sick

In this work, we attempt to ameliorate the impact of data sparsity in the context of session-based recommendation. Specifically, we seek to devise a machine learning mechanism capable of extracting subtle and complex underlying temporal…

Information Retrieval · Computer Science 2017-06-14 Sotirios Chatzis , Panayiotis Christodoulou , Andreas S. Andreou

The recently developed variational autoencoders (VAEs) have proved to be an effective confluence of the rich representational power of neural networks with Bayesian methods. However, most work on VAEs use a rather simple prior over the…

Machine Learning · Computer Science 2017-08-29 Prasoon Goyal , Zhiting Hu , Xiaodan Liang , Chenyu Wang , Eric Xing

Variational auto-encoders (VAEs) are a popular and powerful deep generative model. Previous works on VAEs have assumed a factorized likelihood model, whereby the output uncertainty of each pixel is assumed to be independent. This…

Machine Learning · Statistics 2026-05-14 Gara Dorta , Sara Vicente , Lourdes Agapito , Neill D. F. Campbell , Ivor Simpson

Variational Bayes (VB) is a recent approximate method for Bayesian inference. It has the merit of being a fast and scalable alternative to Markov Chain Monte Carlo (MCMC) but its approximation error is often unknown. In this paper, we…

Machine Learning · Statistics 2019-03-05 Reza Hajargasht

How can we perform efficient inference and learning in directed probabilistic models, in the presence of continuous latent variables with intractable posterior distributions, and large datasets? We introduce a stochastic variational…

Machine Learning · Statistics 2022-12-13 Diederik P Kingma , Max Welling

Humans leverage compositionality to efficiently learn new concepts, understanding how familiar parts can combine together to form novel objects. In contrast, popular computer vision models struggle to make the same types of inferences,…

Computer Vision and Pattern Recognition · Computer Science 2023-06-01 Yanli Zhou , Reuben Feinman , Brenden M. Lake

Sparse deep learning aims to address the challenge of huge storage consumption by deep neural networks, and to recover the sparse structure of target functions. Although tremendous empirical successes have been achieved, most sparse deep…

Machine Learning · Statistics 2020-11-17 Jincheng Bai , Qifan Song , Guang Cheng

Recent advances in deep learning have shown their ability to learn strong feature representations for images. The task of image clustering naturally requires good feature representations to capture the distribution of the data and…

Computer Vision and Pattern Recognition · Computer Science 2020-05-12 Vignesh Prasad , Dipanjan Das , Brojeshwar Bhowmick

Tensor decomposition methods are popular tools for learning latent variables given only lower-order moments of the data. However, the standard assumption is that we have sufficient data to estimate these moments to high accuracy. In this…

Machine Learning · Statistics 2019-03-13 Omer Gottesman , Weiwei Pan , Finale Doshi-Velez

Sparse deep neural networks have proven to be efficient for predictive model building in large-scale studies. Although several works have studied theoretical and numerical properties of sparse neural architectures, they have primarily…

Machine Learning · Statistics 2023-09-18 Sanket Jantre , Shrijita Bhattacharya , Tapabrata Maiti

Variational Bayes (VB) is rapidly becoming a popular tool for Bayesian inference in statistical modeling. However, the existing VB algorithms are restricted to cases where the likelihood is tractable, which precludes the use of VB in many…

Methodology · Statistics 2016-08-05 Minh-Ngoc Tran , David J. Nott , Robert Kohn

Posterior sampling with the spike-and-slab prior [MB88], a popular multimodal distribution used to model uncertainty in variable selection, is considered the theoretical gold standard method for Bayesian sparse linear regression [CPS09,…

Machine Learning · Statistics 2025-03-05 Syamantak Kumar , Purnamrita Sarkar , Kevin Tian , Yusong Zhu

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

Variational Bayesian inference is an important machine-learning tool that finds application from statistics to robotics. The goal is to find an approximate probability density function (PDF) from a chosen family that is in some sense…

Machine Learning · Computer Science 2022-09-27 Timothy D. Barfoot , Gabriele M. T. D'Eleuterio

Bayesian analyses combine information represented by different terms in a joint Bayesian model. When one or more of the terms is misspecified, it can be helpful to restrict the use of information from suspect model components to modify…

Methodology · Statistics 2022-06-27 Xuejun Yu , David J. Nott , Michael Stanley Smith

This paper introduces a flexible time-varying network vector autoregressive model framework for large-scale time series. A latent group structure is imposed on the heterogeneous and node-specific time-varying momentum and network spillover…

Methodology · Statistics 2024-03-12 Degui Li , Bin Peng , Songqiao Tang , Weibiao Wu