相关论文: Embarrassingly Parallel Variational Inference in N…

GFlowNets are a promising alternative to MCMC sampling for discrete compositional random variables. Training GFlowNets requires repeated evaluations of the unnormalized target distribution or reward function. However, for large-scale…

We develop a method to combine Markov chain Monte Carlo (MCMC) and variational inference (VI), leveraging the advantages of both inference approaches. Specifically, we improve the variational distribution by running a few MCMC steps. To…

Modern datasets commonly feature both substantial missingness and many variables of mixed data types, which present significant challenges for estimation and inference. Complete case analysis, which proceeds using only the observations with…

While Variational Inference (VI) is central to modern generative models like Variational Autoencoders (VAEs) and Denoising Diffusion Models (DDMs), its pedagogical treatment is split across disciplines. In statistics, VI is typically framed…

We characterize conjugate nonparametric Bayesian models as projective limits of conjugate, finite-dimensional Bayesian models. In particular, we identify a large class of nonparametric models representable as infinite-dimensional analogues…

In this paper, we discuss variational inequality (VI) problems without monotonicity from the perspective of convergence of projection-type algorithms. In particular, we identify existing conditions as well as present new conditions that are…

We derive a parallel sampling algorithm for computational inverse problems that present an unknown linear forcing term and a vector of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of…

This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…

Automatic Differentiation Variational Inference (ADVI) is efficient in learning probabilistic models. Classic ADVI relies on the parametric approach to approximate the posterior. In this paper, we develop a spline-based nonparametric…

This paper introduces a new extragradient-type algorithm for a class of nonconvex-nonconcave minimax problems. It is well-known that finding a local solution for general minimax problems is computationally intractable. This observation has…

Many popular statistical models for complex phenomena are intractable, in the sense that the likelihood function cannot easily be evaluated. Bayesian estimation in this setting remains challenging, with a lack of computational methodology…

Variational Inference (VI) is a method that approximates a difficult-to-compute posterior density using better behaved distributional families. VI is an alternative to the already well-studied Markov chain Monte Carlo (MCMC) method of…

While most Bayesian nonparametric models in machine learning have focused on the Dirichlet process, the beta process, or their variants, the gamma process has recently emerged as a useful nonparametric prior in its own right. Current…

Unnormalised latent variable models are a broad and flexible class of statistical models. However, learning their parameters from data is intractable, and few estimation techniques are currently available for such models. To increase the…

Despite the recent success in probabilistic modeling and their applications, generative models trained using traditional inference techniques struggle to adapt to new distributions, even when the target distribution may be closely related…

The main challenge in Bayesian models is to determine the posterior for the model parameters. Already, in models with only one or few parameters, the analytical posterior can only be determined in special settings. In Bayesian neural…

We introduce Support Decomposition Variational Inference (SDVI), a new variational inference (VI) approach for probabilistic programs with stochastic support. Existing approaches to this problem rely on designing a single global variational…

As a computational alternative to Markov chain Monte Carlo approaches, variational inference (VI) is becoming more and more popular for approximating intractable posterior distributions in large-scale Bayesian models due to its comparable…

Nonignorable missing outcomes are common in real world datasets and often require strong parametric assumptions to achieve identification. These assumptions can be implausible or untestable, and so we may forgo them in favour of partially…

From medical diagnosis to autonomous vehicles, critical applications rely on the integration of multiple heterogeneous data modalities. Multimodal Variational Autoencoders offer versatile and scalable methods for generating unobserved…