Related papers: Onsager-Machlup Posterior Transport for Deep Gauss…

This work is related to developing entropy-stable positivity-preserving Discontinuous Galerkin (DG) methods as a computational scheme for Boltzmann-Poisson systems modeling the probability density of collisional electronic transport along…

Gaussian processes (GPs) with derivatives are useful in many applications, including Bayesian optimization, implicit surface reconstruction, and terrain reconstruction. Fitting a GP to function values and derivatives at $n$ points in $d$…

Gaussian processes (GP) are a versatile tool in machine learning and computational science. We here consider the case of multi-output Gaussian processes (MOGP) and present low-rank approaches for efficiently computing the posterior mean of…

In this paper, an algorithm for approximate evaluation of back-propagation in DNN training is considered, which we term Approximate Outer Product Gradient Descent with Memory (Mem-AOP-GD). The Mem-AOP-GD algorithm implements an…

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

We investigate a quantitative network of gene expression dynamics describing the competence development in Bacillus subtilis. First, we introduce an Onsager-Machlup approach to quantify the most probable transition pathway for both…

Modeling stochastic traffic behaviors at the microscopic level, such as car-following and lane-changing, is a crucial task to understand the interactions between individual vehicles in traffic streams. Leveraging a recently developed theory…

Rare event sampling in dynamical systems is a fundamental problem arising in the natural sciences, which poses significant computational challenges due to an exponentially large space of trajectories. For settings where the dynamical system…

The Normalizing Flow (NF) models a general probability density by estimating an invertible transformation applied on samples drawn from a known distribution. We introduce a new type of NF, called Deep Diffeomorphic Normalizing Flow (DDNF).…

The Onsager-Machlup (OM) functional is well-known for characterizing the most probable transition path of a diffusion process with non-vanishing noise. However, it suffers from a notorious issue that the functional is unbounded below when…

We propose denoising diffusion variational inference (DDVI), a black-box variational inference algorithm for latent variable models which relies on diffusion models as flexible approximate posteriors. Specifically, our method introduces an…

The successes of modern deep machine learning methods are founded on their ability to transform inputs across multiple layers to build good high-level representations. It is therefore critical to understand this process of representation…

Gaussian Processes (GPs) can be used as flexible, non-parametric function priors. Inspired by the growing body of work on Normalizing Flows, we enlarge this class of priors through a parametric invertible transformation that can be made…

We introduce a framework and early results for massively scalable Gaussian processes (MSGP), significantly extending the KISS-GP approach of Wilson and Nickisch (2015). The MSGP framework enables the use of Gaussian processes (GPs) on…

This paper proposes a Bayesian framework for localization of multiple sources in the event of accidental hazardous contaminant release. The framework assimilates sensor measurements of the contaminant concentration with an integrated…

Progressively applying Gaussian noise transforms complex data distributions to approximately Gaussian. Reversing this dynamic defines a generative model. When the forward noising process is given by a Stochastic Differential Equation (SDE),…

Bayesian inference in high-dimensional discrete-input additive noise models is a fundamental challenge in communication systems, as the support of the required joint a posteriori probability (APP) mass function grows exponentially with the…

In this letter, we investigate a new generalized double Pareto based on off-grid sparse Bayesian learning (GDPOGSBL) approach to improve the performance of direction of arrival (DOA) estimation in underdetermined scenarios. The method aims…

We introduce a stochastic variational inference procedure for training scalable Gaussian process (GP) models whose per-iteration complexity is independent of both the number of training points, $n$, and the number basis functions used in…

Multi-output Gaussian processes (MOGPs) leverage the flexibility and interpretability of GPs while capturing structure across outputs, which is desirable, for example, in spatio-temporal modelling. The key problem with MOGPs is their…