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Recent studies found that in voxel-based neuroimage analysis, detecting and differentiating "procedural bias" that are introduced during the preprocessing steps from lesion features, not only can help boost accuracy but also can improve…
We introduce Flat Hilbert Bayesian Inference (FHBI), an algorithm designed to enhance generalization in Bayesian inference. Our approach involves an iterative two-step procedure with an adversarial functional perturbation step and a…
We present two approximate Bayesian inference methods for parameter estimation in partial differential equation (PDE) models with space-dependent and state-dependent parameters. We demonstrate that these methods provide accurate and…
Bayesian optimization (BO) has become a popular strategy for global optimization of many expensive real-world functions. Contrary to a common belief that BO is suited to optimizing black-box functions, it actually requires domain knowledge…
Variational Bayesian phylogenetic inference (VBPI) provides a promising general variational framework for efficient estimation of phylogenetic posteriors. However, the current diagonal Lognormal branch length approximation would…
We propose a Bayesian evidence framework to facilitate transfer learning from pre-trained deep convolutional neural networks (CNNs). Our framework is formulated on top of a least squares SVM (LS-SVM) classifier, which is simple and fast in…
Developing efficient solutions for inference problems in intelligent sensor networks is crucial for the next generation of location, tracking, and mapping services. This paper develops a scalable distributed probabilistic inference…
Neural Networks (NNs) have been widely {used in supervised learning} due to their ability to model complex nonlinear patterns, often presented in high-dimensional data such as images and text. However, traditional NNs often lack the ability…
Deep learning is increasingly moving towards a transfer learning paradigm whereby large foundation models are fine-tuned on downstream tasks, starting from an initialization learned on the source task. But an initialization contains…
The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…
State estimation for nonlinear state space models (SSMs) is a challenging task. Existing assimilation methodologies predominantly assume Gaussian posteriors on physical space, where true posteriors become inevitably non-Gaussian. We propose…
In this work we explore a new framework for approximate Bayesian inference in large datasets based on stochastic control (i.e. Schr\"odinger bridges). We advocate stochastic control as a finite time and low variance alternative to popular…
Tensor decompositions play a crucial role in numerous applications related to multi-way data analysis. By employing a Bayesian framework with sparsity-inducing priors, Bayesian Tensor Ring (BTR) factorization offers probabilistic estimates…
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…
Bayesian Neural Networks (BNNs) are trained to optimize an entire distribution over their weights instead of a single set, having significant advantages in terms of, e.g., interpretability, multi-task learning, and calibration. Because of…
Deep linear networks have been extensively studied, as they provide simplified models of deep learning. However, little is known in the case of finite-width architectures with multiple outputs and convolutional layers. In this manuscript,…
Variational inference (VI) is a technique to approximate difficult to compute posteriors by optimization. In contrast to MCMC, VI scales to many observations. In the case of complex posteriors, however, state-of-the-art VI approaches often…
The impracticality of posterior sampling has prevented the widespread adoption of spike-and-slab priors in high-dimensional applications. To alleviate the computational burden, optimization strategies have been proposed that quickly find…
We showcase how dropout variational inference can be applied to a large-scale deep learning model that predicts price movements from limit order books (LOBs), the canonical data source representing trading and pricing movements. We…
Modern deep learning models exhibit strong capabilities across diverse applications, yet remain vulnerable to malicious inputs that induce erroneous predictions via feature-space distortion. To address this vulnerability, we propose…