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In this paper, we propose CI-VI an efficient and scalable solver for semi-implicit variational inference (SIVI). Our method, first, maps SIVI's evidence lower bound (ELBO) to a form involving a nonlinear functional nesting of expected…

Machine Learning · Computer Science 2021-01-18 Vincent Moens , Hang Ren , Alexandre Maraval , Rasul Tutunov , Jun Wang , Haitham Ammar

We present Sequential Neural Variational Inference (SNVI), an approach to perform Bayesian inference in models with intractable likelihoods. SNVI combines likelihood-estimation (or likelihood-ratio-estimation) with variational inference to…

Machine Learning · Statistics 2022-10-20 Manuel Glöckler , Michael Deistler , Jakob H. Macke

We propose a new Bayesian Neural Net formulation that affords variational inference for which the evidence lower bound is analytically tractable subject to a tight approximation. We achieve this tractability by (i) decomposing ReLU…

Machine Learning · Statistics 2019-06-13 Manuel Haussmann , Fred A. Hamprecht , Melih Kandemir

A framework to boost the efficiency of Bayesian inference in probabilistic programs is introduced by embedding a sampler inside a variational posterior approximation. We call it the refined variational approximation. Its strength lies both…

Machine Learning · Computer Science 2020-02-25 Victor Gallego , David Rios Insua

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…

Audio and Speech Processing · Electrical Eng. & Systems 2024-01-26 Hu Hu , Sabato Marco Siniscalchi , Chin-Hui Lee

Variational mean field approximations tend to struggle with contemporary overparametrized deep neural networks. Where a Bayesian treatment is usually associated with high-quality predictions and uncertainties, the practical reality has been…

We propose Radial Bayesian Neural Networks (BNNs): a variational approximate posterior for BNNs which scales well to large models while maintaining a distribution over weight-space with full support. Other scalable Bayesian deep learning…

Machine Learning · Statistics 2021-06-01 Sebastian Farquhar , Michael Osborne , Yarin Gal

Stein variational gradient descent (SVGD) [Liu and Wang, 2016] performs approximate Bayesian inference by representing the posterior with a set of particles. However, SVGD suffers from variance collapse, i.e. poor predictions due to…

Machine Learning · Computer Science 2025-01-27 Ola Rønning , Eric Nalisnick , Christophe Ley , Padhraic Smyth , Thomas Hamelryck

Stochastic variational inference (SVI) plays a key role in Bayesian deep learning. Recently various divergences have been proposed to design the surrogate loss for variational inference. We present a simple upper bound of the evidence as…

Machine Learning · Computer Science 2019-12-03 Chunlin Ji , Haige Shen

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

Modern neural network architectures have achieved remarkable accuracies but remain highly dependent on their training data, often lacking interpretability in their learned mappings. While effective on large datasets, they tend to overfit on…

Machine Learning · Computer Science 2025-03-19 Pavia Bera , Sanjukta Bhanja

Blind image denoising is an important yet very challenging problem in computer vision due to the complicated acquisition process of real images. In this work we propose a new variational inference method, which integrates both noise…

Computer Vision and Pattern Recognition · Computer Science 2023-09-04 Zongsheng Yue , Hongwei Yong , Qian Zhao , Lei Zhang , Deyu Meng

The steady-state Bayesian vector autoregression (BVAR) makes it possible to incorporate prior information about the long-run mean of the process. This has been shown in many studies to substantially improve forecasting performance, and the…

Computation · Statistics 2025-06-12 Oskar Gustafsson , Mattias Villani

Binary Neural Networks (BiNNs), which employ single-bit precision weights, have emerged as a promising solution to reduce memory usage and power consumption while maintaining competitive performance in large-scale systems. However, training…

Quantum Physics · Physics 2025-11-18 Luca Nepote , Alix Lhéritier , Nicolas Bondoux , Marios Kountouris , Maurizio Filippone

Variational inference (VI) provides fast approximations of a Bayesian posterior in part because it formulates posterior approximation as an optimization problem: to find the closest distribution to the exact posterior over some family of…

Machine Learning · Statistics 2017-03-03 Fangjian Guo , Xiangyu Wang , Kai Fan , Tamara Broderick , David B. Dunson

We propose a variational Bayesian (VB) approach to learning distributions of latent variables in deep neural network (DNN) models for cross-domain knowledge transfer, to address acoustic mismatches between training and testing conditions.…

Audio and Speech Processing · Electrical Eng. & Systems 2022-02-22 Hu Hu , Sabato Marco Siniscalchi , Chao-Han Huck Yang , Chin-Hui Lee

We introduce Sequential Neural Posterior Score Estimation (SNPSE), a score-based method for Bayesian inference in simulator-based models. Our method, inspired by the remarkable success of score-based methods in generative modelling,…

Machine Learning · Statistics 2024-06-04 Louis Sharrock , Jack Simons , Song Liu , Mark Beaumont

Most leading implementations of black-box variational inference (BBVI) are based on optimizing a stochastic evidence lower bound (ELBO). But such approaches to BBVI often converge slowly due to the high variance of their gradient estimates…

Bayesian neural networks (BNNs) offer uncertainty quantification but come with the downside of substantially increased training and inference costs. Sparse BNNs have been investigated for efficient inference, typically by either slowly…

Machine Learning · Computer Science 2024-02-20 Junbo Li , Zichen Miao , Qiang Qiu , Ruqi Zhang

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