相关论文: Collapsed Variational Inference for Nonparametric …

Enhanced sampling simulations make the computational study of rare events feasible. A large family of such methods crucially depends on the definition of some collective variables (CVs) that could provide a low-dimensional representation of…

Particle-based variational inference methods (ParVIs) use nonparametric variational families represented by particles to approximate the target distribution according to the kernelized Wasserstein gradient flow for the Kullback-Leibler (KL)…

Variational inference (VI) seeks to approximate a target distribution $\pi$ by an element of a tractable family of distributions. Of key interest in statistics and machine learning is Gaussian VI, which approximates $\pi$ by minimizing the…

The Granular Instrumental Variables (GIV) methodology exploits panels with factor error structures to construct instruments to estimate structural time series models with endogeneity even after controlling for latent factors. We extend the…

We utilize copulas to constitute a unified framework for constructing and optimizing variational proposals in hierarchical Bayesian models. For models with continuous and non-Gaussian hidden variables, we propose a semiparametric and…

Inference for GP models with non-Gaussian noises is computationally expensive when dealing with large datasets. Many recent inference methods approximate the posterior distribution with a simpler distribution defined on a small number of…

Bayesian (deep) neural networks (BNN) are often more attractive than the vanilla point-estimate deep learning in various aspects including uncertainty quantification, robustness to noise, resistance to overfitting, and more. The variational…

Stochastic variational inference for collapsed models has recently been successfully applied to large scale topic modelling. In this paper, we propose a stochastic collapsed variational inference algorithm in the sequential data setting.…

In this paper, we study the trade-offs of different inference approaches for Bayesian matrix factorisation methods, which are commonly used for predicting missing values, and for finding patterns in the data. In particular, we consider…

In this project we are interested in performing clustering of observations such that the cluster membership is influenced by a set of predictors. To that end, we employ the Bayesian nonparameteric Common Atoms Model, which is a nested…

Dimension reduction algorithms aim to discover latent variables which describe underlying structures in high-dimensional data. Methods such as factor analysis and principal component analysis have the downside of not offering much…

We present the very first robust Bayesian Online Changepoint Detection algorithm through General Bayesian Inference (GBI) with $\beta$-divergences. The resulting inference procedure is doubly robust for both the parameter and the…

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

Latent variable models can be used to probabilistically "fill-in" missing data entries. The variational autoencoder architecture (Kingma and Welling, 2014; Rezende et al., 2014) includes a "recognition" or "encoder" network that infers the…

Amortized variational inference (AVI) replaces instance-specific local inference with a global inference network. While AVI has enabled efficient training of deep generative models such as variational autoencoders (VAE), recent empirical…

Canonical Correlation Analysis (CCA) is a classic technique for multi-view data analysis. To overcome the deficiency of linear correlation in practical multi-view learning tasks, various CCA variants were proposed to capture nonlinear…

Probabilistic programming provides the means to represent and reason about complex probabilistic models using programming language constructs. Even simple probabilistic programs can produce models with infinitely many variables. Factored…

Variational inference (VI) is a popular approach in Bayesian inference, that looks for the best approximation of the posterior distribution within a parametric family, minimizing a loss that is typically the (reverse) Kullback-Leibler (KL)…

This paper proposes a computationally efficient algorithm for distributed fusion in a sensor network in which multi-Bernoulli (MB) filters are locally running in every sensor node for multi-target tracking. The generalized Covariance…

Consider the normal linear regression setup when the number of covariates p is much larger than the sample size n, and the covariates form correlated groups. The response variable y is not related to an entire group of covariates in all or…