Related papers: Automatic Laplace Collapsed Sampling: Scalable Mar…

In Bayesian statistics, exploring high-dimensional multimodal posterior distributions poses major challenges for existing MCMC approaches. This paper introduces the Annealed Leap-Point Sampler (ALPS), which augments the target distribution…

Gaussian latent variable models are a key class of Bayesian hierarchical models with applications in many fields. Performing Bayesian inference on such models can be challenging as Markov chain Monte Carlo algorithms struggle with the…

Enhanced sampling techniques have become an essential tool in computational chemistry and physics, where they are applied to sample activated processes that occur on a time scale that is inaccessible to conventional simulations. Despite…

Autoregressive models have achieved impressive results over a wide range of domains in terms of generation quality and downstream task performance. In the continuous domain, a key factor behind this success is the usage of quantized latent…

Despite the enormous success of Hamiltonian Monte Carlo and related Markov Chain Monte Carlo (MCMC) methods, sampling often still represents the computational bottleneck in scientific applications. Availability of parallel resources can…

We propose the approximate Laplace approximation (ALA) to evaluate integrated likelihoods, a bottleneck in Bayesian model selection. The Laplace approximation (LA) is a popular tool that speeds up such computation and equips strong model…

Conformal regression provides finite-sample marginal coverage, but it does not by itself determine how interval width should adapt across heterogeneous inputs. Existing locally adaptive methods mainly account for aleatoric noise, leaving…

Laplacian-P-splines (LPS) associate the P-splines smoother and the Laplace approximation in a unifying framework for fast and flexible inference under the Bayesian paradigm. Gaussian Markov field priors imposed on penalized latent variables…

Approximate Bayes Computations (ABC) are used for parameter inference when the likelihood function of the model is expensive to evaluate but relatively cheap to sample from. In particle ABC, an ensemble of particles in the product space of…

Sampling from the full posterior distribution of high-dimensional non-linear, non-Gaussian latent dynamical models presents significant computational challenges. While Particle Gibbs (also known as conditional sequential Monte Carlo) is…

Certain datasets contain a limited number of samples with highly various styles and complex structures. This study presents a novel adversarial Lagrangian integrated contrastive embedding (ALICE) method for small-sized datasets. First, the…

In the fast-growing field of Remote Sensing (RS) image analysis, the gap between massive unlabeled datasets and the ability to fully utilize these datasets for advanced RS analytics presents a significant challenge. To fill the gap, our…

We propose a new computationally efficient sampling scheme for Bayesian inference involving high dimensional probability distributions. Our method maps the original parameter space into a low-dimensional latent space, explores the latent…

In this article, we develop a semiparametric Bayesian estimation and model selection approach for partially linear additive models in conditional quantile regression. The asymmetric Laplace distribution provides a mechanism for Bayesian…

This article presents new methodology for sample-based Bayesian inference when data are partitioned and communication between the parts is expensive, as arises by necessity in the context of "big data" or by choice in order to take…

Annealed Importance Sampling (AIS) is a popular algorithm used to estimates the intractable marginal likelihood of deep generative models. Although AIS is guaranteed to provide unbiased estimate for any set of hyperparameters, the common…

Sparse regression based on global-local shrinkage priors are increasingly used for Bayesian modeling of modern high-dimensional data, but scaling up the Gibbs sampler for posterior inference remains a challenge. While much effort has gone…

Test-time optimization remains impractical at scale due to prohibitive inference costs--techniques like iterative refinement and multi-step verification can require $10-100\times$ more compute per query than standard decoding. Latent space…

We propose Amortized Posterior Sampling (APS), a novel variational inference approach for efficient posterior sampling in inverse problems. Our method trains a conditional flow model to minimize the divergence between the variational…

We consider posterior sampling in the very common Bayesian hierarchical model in which observed data depends on high-dimensional latent variables that, in turn, depend on relatively few hyperparameters. When the full conditional over the…