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Inverse medium scattering solvers generally reconstruct a single solution without an associated measure of uncertainty. This is true both for the classical iterative solvers and for the emerging deep learning methods. But ill-posedness and…

Machine Learning · Computer Science 2022-12-12 AmirEhsan Khorashadizadeh , Ali Aghababaei , Tin Vlašić , Hieu Nguyen , Ivan Dokmanić

The normalizing constant plays an important role in Bayesian computation, and there is a large literature on methods for computing or approximating normalizing constants that cannot be evaluated in closed form. When the normalizing constant…

Computation · Statistics 2020-09-02 Yuling Yao , Collin Cademartori , Aki Vehtari , Andrew Gelman

Minimization of a stochastic cost function is commonly used for approximate sampling in high-dimensional Bayesian inverse problems with Gaussian prior distributions and multimodal posterior distributions. The density of the samples…

Numerical Analysis · Mathematics 2022-06-03 Yuming Ba , Jana de Wiljes , Dean S. Oliver , Sebastian Reich

Despite the recent success in probabilistic modeling and their applications, generative models trained using traditional inference techniques struggle to adapt to new distributions, even when the target distribution may be closely related…

Machine Learning · Computer Science 2019-09-17 Mike Wu , Kristy Choi , Noah Goodman , Stefano Ermon

One major drawback of state-of-the-art artificial intelligence is its lack of explainability. One approach to solve the problem is taking causality into account. Causal mechanisms can be described by structural causal models. In this work,…

Machine Learning · Statistics 2021-09-07 Nico Reick , Felix Wiewel , Alexander Bartler , Bin Yang

The core principle of Variational Inference (VI) is to convert the statistical inference problem of computing complex posterior probability densities into a tractable optimization problem. This property enables VI to be faster than several…

Machine Learning · Computer Science 2023-10-25 Ankush Ganguly , Sanjana Jain , Ukrit Watchareeruetai

In this paper, we introduce a new form of amortized variational inference by using the forward KL divergence in a joint-contrastive variational loss. The resulting forward amortized variational inference is a likelihood-free method as its…

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

We study image inverse problems with a normalizing flow prior. Our formulation views the solution as the maximum a posteriori estimate of the image conditioned on the measurements. This formulation allows us to use noise models with…

Machine Learning · Computer Science 2021-07-02 Jay Whang , Qi Lei , Alexandros G. Dimakis

We propose a new multimodal variational autoencoder that enables to generate from the joint distribution and conditionally to any number of complex modalities. The unimodal posteriors are conditioned on the Deep Canonical Correlation…

Machine Learning · Statistics 2023-05-22 Agathe Senellart , Clément Chadebec , Stéphanie Allassonnière

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

Modern learning systems increasingly rely on amortized learning - the idea of reusing computation or inductive biases shared across tasks to enable rapid generalization to novel problems. This principle spans a range of approaches,…

Machine Learning · Computer Science 2025-10-14 Sarthak Mittal , Divyat Mahajan , Guillaume Lajoie , Mohammad Pezeshki

We consider the statistical inverse problem of estimating a background flow field (e.g., of air or water) from the partial and noisy observation of a passive scalar (e.g., the concentration of a solute), a common experimental approach to…

Numerical Analysis · Mathematics 2019-06-12 Jeff Borggaard , Nathan E. Glatt-Holtz , Justin A. Krometis

Complex simulator-based models are now routinely used to perform inference across the sciences and engineering, but existing inference methods are often unable to account for outliers and other extreme values in data which occur due to…

Machine Learning · Statistics 2026-02-18 Ayush Bharti , Charita Dellaporta , Yuga Hikida , François-Xavier Briol

Computing the marginal likelihood (also called the Bayesian model evidence) is an important task in Bayesian model selection, providing a principled quantitative way to compare models. The learned harmonic mean estimator solves the…

Methodology · Statistics 2024-01-22 Alicja Polanska , Matthew A. Price , Alessio Spurio Mancini , Jason D. McEwen

Bayesian inference with computationally expensive likelihood evaluations remains a significant challenge in many scientific domains. We propose normalizing flow regression (NFR), a novel offline inference method for approximating posterior…

Machine Learning · Statistics 2025-04-17 Chengkun Li , Bobby Huggins , Petrus Mikkola , Luigi Acerbi

We propose a new heuristic goal-oriented a posteriori error estimator that connects the dual weighted residual method with equilibrated a posteriori error estimation. Our numerical experiments demonstrate the practical reliability of the…

Numerical Analysis · Mathematics 2017-08-01 Martin Licht , Matthias Maier

The framework of normalizing flows provides a general strategy for flexible variational inference of posteriors over latent variables. We propose a new type of normalizing flow, inverse autoregressive flow (IAF), that, in contrast to…

Machine Learning · Computer Science 2017-02-01 Diederik P. Kingma , Tim Salimans , Rafal Jozefowicz , Xi Chen , Ilya Sutskever , Max Welling

Neural posterior estimation has emerged as a powerful tool for amortized inference, with growing adoption across scientific and applied domains. In many of these applications, the conditioning variable is a set of observations whose…

Machine Learning · Computer Science 2026-05-11 Antoine Wehenkel , Michael Kagan , Lukas Heinrich , Chris Pollard

Incorporating a deep generative model as the prior distribution in inverse problems has established substantial success in reconstructing images from corrupted observations. Notwithstanding, the existing optimization approaches use gradient…

Machine Learning · Computer Science 2023-01-31 Tianci Liu , Tong Yang , Quan Zhang , Qi Lei