Related papers: Neural variational inference for cutting feedback …
We consider Bayesian variable selection for binary outcomes under a probit link with a spike-and-slab prior on the regression coefficients. Motivated by the computational challenges encountered by Markov chain Monte Carlo (MCMC) samplers in…
Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…
Nonparametric varying coefficient (NVC) models are useful for modeling time-varying effects on responses that are measured repeatedly for the same subjects. When the number of covariates is moderate or large, it is desirable to perform…
Bayesian Neural Networks (BNNs) offer robust uncertainty quantification in model predictions, but training them presents a significant computational challenge. This is mainly due to the problem of sampling multimodal posterior distributions…
Boosting variational inference (BVI) approximates an intractable probability density by iteratively building up a mixture of simple component distributions one at a time, using techniques from sparse convex optimization to provide both…
In this work, we propose a novel variational Bayesian adaptive learning approach for cross-domain knowledge transfer to address acoustic mismatches between training and testing conditions, such as recording devices and environmental noise.…
We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…
Reconstructing the evolutionary history relating a collection of molecular sequences is the main subject of modern Bayesian phylogenetic inference. However, the commonly used Markov chain Monte Carlo methods can be inefficient due to the…
Neural networks are vulnerable to input perturbations such as additive noise and adversarial attacks. In contrast, human perception is much more robust to such perturbations. The Bayesian brain hypothesis states that human brains use an…
Bayesian inference promises to ground and improve the performance of deep neural networks. It promises to be robust to overfitting, to simplify the training procedure and the space of hyperparameters, and to provide a calibrated measure of…
In the event of a nuclear accident, or the detonation of a radiological dispersal device, quickly locating the source of the accident or blast is important for emergency response and environmental decontamination. At a specified time after…
We consider the problem of uncertainty estimation in the context of (non-Bayesian) deep neural classification. In this context, all known methods are based on extracting uncertainty signals from a trained network optimized to solve the…
This paper introduces the $f$-divergence variational inference ($f$-VI) that generalizes variational inference to all $f$-divergences. Initiated from minimizing a crafty surrogate $f$-divergence that shares the statistical consistency with…
Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…
Current black-box variational inference (BBVI) methods require the user to make numerous design choices -- such as the selection of variational objective and approximating family -- yet there is little principled guidance on how to do so.…
Bayesian Neural Networks provide a principled framework for uncertainty quantification by modeling the posterior distribution of network parameters. However, exact posterior inference is computationally intractable, and widely used…
Convolutional Neural Networks (CNNs) achieve high performance in image classification tasks but are challenging to deploy on resource-limited hardware due to their large model sizes. To address this issue, we leverage Mutual Information, a…
Label noise has been broadly observed in real-world datasets. To mitigate the negative impact of overfitting to label noise for deep models, effective strategies (\textit{e.g.}, re-weighting, or loss rectification) have been broadly applied…
Variational inference is an approximation framework for Bayesian inference that seeks to improve quantified uncertainty in predictions by optimizing a simplified distribution over parameters to stand in for the full posterior. Capturing…
In this work, we aim to establish a Bayesian adaptive learning framework by focusing on estimating latent variables in deep neural network (DNN) models. Latent variables indeed encode both transferable distributional information and…