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Variational Bayes methods are popular due to their computational efficiency and adaptability to diverse applications. In specifying the variational family, mean-field classes are commonly used, which enables efficient algorithms such as…

统计理论 · 数学 2025-11-26 Shitao Fan , Ilsang Ohn , David Dunson , Lizhen Lin

Solving Bayesian inference problems approximately with variational approaches can provide fast and accurate results. Capturing correlation within the approximation requires an explicit parametrization. This intrinsically limits this…

机器学习 · 统计学 2020-01-31 Jakob Knollmüller , Torsten A. Enßlin

Variational Bayes (VB) is a popular and computationally efficient method to approximate the posterior distribution in Bayesian inference, especially when the exact posterior is analytically intractable and sampling-based approaches are…

统计方法学 · 统计学 2025-12-30 Jiaming Liu , Meng Li

Bayesian models provide a framework for probabilistic modelling of complex datasets. However, many of such models are computationally demanding especially in the presence of large datasets. On the other hand, in sensor network applications,…

机器学习 · 计算机科学 2015-07-06 Behnam Babagholami-Mohamadabadi , Sejong Yoon , Vladimir Pavlovic

Bayesian approach, as a useful tool for quantifying uncertainties, has been widely used for solving inverse problems of partial differential equations (PDEs). One of the key difficulties for employing Bayesian approach for the issue is how…

数值分析 · 数学 2026-02-09 Junxiong Jia , Qian Zhao , Zongben Xu , Deyu Meng , Yee Leung

Structural equation models (SEMs) are commonly used to study the structural relationship between observed variables and latent constructs. Recently, Bayesian fitting procedures for SEMs have received more attention thanks to their potential…

统计方法学 · 统计学 2024-07-12 Khue-Dung Dang , Luca Maestrini , Francis K. C. Hui

Few Bayesian methods for analyzing high-dimensional sparse survival data provide scalable variable selection, effect estimation and uncertainty quantification. Such methods often either sacrifice uncertainty quantification by computing…

统计方法学 · 统计学 2022-07-06 Michael Komodromos , Eric Aboagye , Marina Evangelou , Sarah Filippi , Kolyan Ray

This paper establishes the asymptotic consistency of the {\it loss-calibrated variational Bayes} (LCVB) method. LCVB was proposed in~\cite{LaSiGh2011} as a method for approximately computing Bayesian posteriors in a `loss aware' manner.…

机器学习 · 统计学 2019-11-05 Prateek Jaiswal , Harsha Honnappa , Vinayak A. Rao

Variational Bayesian (VB) methods produce posterior inference in a time frame considerably smaller than traditional Markov Chain Monte Carlo approaches. Although the VB posterior is an approximation, it has been shown to produce good…

统计计算 · 统计学 2019-08-02 Nathaniel Tomasetti , Catherine S. Forbes , Anastasios Panagiotelis

Variational Bayes (VB) is a common strategy for approximate Bayesian inference, but simple methods are only available for specific classes of models including, in particular, representations having conditionally conjugate constructions…

统计方法学 · 统计学 2019-11-19 Daniele Durante , Tommaso Rigon

We consider Bayesian variable selection for binary outcomes under a probit link with a spike-and-slab prior on the regression coefficients. Motivated by the computational challenges encountered by Markov chain Monte Carlo (MCMC) samplers in…

统计计算 · 统计学 2026-05-18 Augusto Fasano , Giovanni Rebaudo

Bayes' rule describes how to infer posterior beliefs about latent variables given observations, and inference is a critical step in learning algorithms for latent variable models (LVMs). Although there are exact algorithms for inference and…

机器学习 · 计算机科学 2025-09-22 Sacha Sokoloski

Sparse models are desirable for many applications across diverse domains as they can perform automatic variable selection, aid interpretability, and provide regularization. When fitting sparse models in a Bayesian framework, however,…

统计理论 · 数学 2020-10-15 Jeffrey P. Spence

Variational Bayes (VB) is a popular tool for Bayesian inference in statistical modeling. Recently, some VB algorithms are proposed to handle intractable likelihoods with applications such as approximate Bayesian computation. In this paper,…

数值分析 · 数学 2021-09-28 Zhijian He , Zhenghang Xu , Xiaoqun Wang

Variational Bayes (VB) provides a computationally efficient alternative to Markov Chain Monte Carlo, especially for high-dimensional and large-scale inference. However, existing theory on VB primarily focuses on fixed-dimensional settings…

统计理论 · 数学 2025-08-05 Jiawei Yan , Peirong Xu , Tao Wang

Variational Bayes (VB) has been used to facilitate the calculation of the posterior distribution in the context of Bayesian inference of the parameters of nonlinear models from data. Previously an analytical formulation of VB has been…

信号处理 · 电气工程与系统科学 2020-07-06 Michael A. Chappell , Martin S. Craig , Mark W. Woolrich

Variational Bayes (VB) is a critical method in machine learning and statistics, underpinning the recent success of Bayesian deep learning. The natural gradient is an essential component of efficient VB estimation, but it is prohibitively…

量子物理 · 物理学 2022-06-22 Anna Lopatnikova , Minh-Ngoc Tran

Variational Bayes (VB), also known as independent mean-field approximation, has become a popular method for Bayesian network inference in recent years. Its application is vast, e.g. in neural network, compressed sensing, clustering, etc. to…

信息论 · 计算机科学 2018-03-30 Viet Hung Tran

Model comparison is the cornerstone of theoretical progress in psychological research. Common practice overwhelmingly relies on tools that evaluate competing models by balancing in-sample descriptive adequacy against model flexibility, with…

应用统计 · 统计学 2021-10-11 Viet-Hung Dao , David Gunawan , Minh-Ngoc Tran , Robert Kohn , Guy E. Hawkins , Scott D. Brown

Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…

应用统计 · 统计学 2022-03-23 Jan Povala , Ieva Kazlauskaite , Eky Febrianto , Fehmi Cirak , Mark Girolami