English
Related papers

Related papers: Gradient-free ensemble transform methods for gener…

200 papers

A fully Bayesian treatment of complicated predictive models (such as deep neural networks) would enable rigorous uncertainty quantification and the automation of higher-level tasks including model selection. However, the intractability of…

Bayesian inference plays an important role in advancing machine learning, but faces computational challenges when applied to complex models such as deep neural networks. Variational inference circumvents these challenges by formulating…

Machine Learning · Statistics 2018-08-03 Mohammad Emtiyaz Khan , Didrik Nielsen

Langevin algorithms are popular Markov Chain Monte Carlo methods for Bayesian learning, particularly when the aim is to sample from the posterior distribution of a parametric model, given the input data and the prior distribution over the…

Machine Learning · Computer Science 2025-10-28 Mert Gurbuzbalaban , Mohammad Rafiqul Islam , Xiaoyu Wang , Lingjiong Zhu

Increasingly complex generative models are being used across disciplines as they allow for realistic characterization of data, but a common difficulty with them is the prohibitively large computational cost to evaluate the likelihood…

Computation · Statistics 2017-03-06 Michael U. Gutmann , Ritabrata Dutta , Samuel Kaski , Jukka Corander

We propose a method for inference in generalised linear mixed models (GLMMs) and several extensions of these models. First, we extend the GLMM by allowing the distribution of the random components to be non-Gaussian, that is, assuming an…

Methodology · Statistics 2021-07-27 Jeanett S. Pelck , Rodrigo Labouriau

Proving algorithm-dependent generalization error bounds for gradient-type optimization methods has attracted significant attention recently in learning theory. However, most existing trajectory-based analyses require either restrictive…

Machine Learning · Computer Science 2022-10-12 Xuanyuan Luo , Luo Bei , Jian Li

Discrete state spaces represent a major computational challenge to statistical inference, since the computation of normalisation constants requires summation over large or possibly infinite sets, which can be impractical. This paper…

Methodology · Statistics 2023-09-04 Takuo Matsubara , Jeremias Knoblauch , François-Xavier Briol , Chris. J. Oates

Deep directed generative models have attracted much attention recently due to their expressive representation power and the ability of ancestral sampling. One major difficulty of learning directed models with many latent variables is the…

Machine Learning · Computer Science 2015-06-16 Siqi Nie , Qiang Ji

Posterior sampling in high-dimensional spaces using generative models holds significant promise for various applications, including but not limited to inverse problems and guided generation tasks. Despite many recent developments,…

Machine Learning · Statistics 2024-10-04 Vishal Purohit , Matthew Repasky , Jianfeng Lu , Qiang Qiu , Yao Xie , Xiuyuan Cheng

Variational inference, as an alternative to Markov chain Monte Carlo sampling, has played a transformative role in enabling scalable computation for complex Bayesian models. Nevertheless, existing approaches often depend on either rigid…

Methodology · Statistics 2026-05-21 Somjit Roy , Pritam Dey , Debdeep Pati , Bani K. Mallick

Adaptive or dynamic signal sampling in sensing systems can adapt subsequent sampling strategies based on acquired signals, thereby potentially improving image quality and speed. This paper proposes a Bayesian method for adaptive sampling…

Signal Processing · Electrical Eng. & Systems 2023-02-28 Guanhua Wang , Douglas C. Noll , Jeffrey A. Fessler

We introduce a new method to accurately and efficiently estimate the effective dynamics of collective variables in molecular simulations. Such reduced dynamics play an essential role in the study of a broad class of processes, ranging from…

Statistical Mechanics · Physics 2022-03-28 Hadrien Vroylandt , Ludovic Goudenège , Pierre Monmarché , Fabio Pietrucci , Benjamin Rotenberg

Likelihood-free methods, such as approximate Bayesian computation, are powerful tools for practical inference problems with intractable likelihood functions. Markov chain Monte Carlo and sequential Monte Carlo variants of approximate…

Computation · Statistics 2019-02-26 David J. Warne , Ruth E. Baker , Matthew J. Simpson

Generative Bayesian Computation (GBC) methods are developed for Casual Inference. Generative methods are simulation-based methods that use a large training dataset to represent posterior distributions as a map (a.k.a. optimal transport) to…

Methodology · Statistics 2024-12-25 Maria Nareklishvili , Nicholas Polson , Vadim Sokolov

State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. Existing approaches require density estimation as a post-processing…

Conventional approximations to Bayesian inference rely on either approximations by statistics such as mean and covariance or by point particles. Recent advances such as the ensemble Gaussian mixture filter have generalized these notions to…

Optimization and Control · Mathematics 2025-04-10 Andrey A Popov

Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…

Statistical Mechanics · Physics 2025-05-01 Youngkyoung Bae , Seungwoong Ha , Hawoong Jeong

Likelihood-free inference provides a rigorous approach to preform Bayesian analysis using forward simulations only. The main advantage of likelihood-free methods is its ability to account for complex physical processes and observational…

Cosmology and Nongalactic Astrophysics · Physics 2022-02-09 Sut-Ieng Tam , Keiichi Umetsu , Adam Amara

Many statistical models can be simulated forwards but have intractable likelihoods. Approximate Bayesian Computation (ABC) methods are used to infer properties of these models from data. Traditionally these methods approximate the posterior…

Machine Learning · Statistics 2018-04-03 George Papamakarios , Iain Murray

Inspired by the possibility that generative models based on quantum circuits can provide a useful inductive bias for sequence modeling tasks, we propose an efficient training algorithm for a subset of classically simulable quantum circuit…

Quantum Physics · Physics 2020-02-19 James Stokes , John Terilla