相关论文: A Contrastive Divergence for Combining Variational…

We propose a generic Markov Chain Monte Carlo (MCMC) algorithm to speed up computations for datasets with many observations. A key feature of our approach is the use of the highly efficient difference estimator from the survey sampling…

Combined inference for heterogeneous high-dimensional data is critical in modern biology, where clinical and various kinds of molecular data may be available from a single study. Classical genetic association studies regress a single…

Variational Bayes (VB), a method originating from machine learning, enables fast and scalable estimation of complex probabilistic models. Thus far, applications of VB in discrete choice analysis have been limited to mixed logit models with…

We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the cumulative distribution function of a quantity of interest in problems with random input parameters or initial conditions. Our approach…

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…

Energy-Based Models (EBMs) have been widely used for generative modeling. Contrastive Divergence (CD), a prevailing training objective for EBMs, requires sampling from the EBM with Markov Chain Monte Carlo methods (MCMCs), which leads to an…

Discrete diffusion models have emerged as powerful frameworks for generating structured categorical data. However, efficiently sampling from reward-tilted distributions remains a fundamental challenge. While Twisted Sequential Monte Carlo…

This paper develops variational continual learning (VCL), a simple but general framework for continual learning that fuses online variational inference (VI) and recent advances in Monte Carlo VI for neural networks. The framework can…

Envelope models provide a sufficient dimension reduction framework for multivariate regression analysis. Bayesian inference for these models has been developed primarily using Markov chain Monte Carlo (MCMC) methods. Specifically, Gibbs…

We develop a novel Markov chain Monte Carlo (MCMC) method that exploits a hierarchy of models of increasing complexity to efficiently generate samples from an unnormalized target distribution. Broadly, the method rewrites the Multilevel…

Intractable distributions present a common difficulty in inference within the probabilistic knowledge representation framework and variational methods have recently been popular in providing an approximate solution. In this article, we…

Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining…

In various industrial contexts, estimating the distribution of unobserved random vectors Xi from some noisy indirect observations H(Xi) + Ui is required. If the relation between Xi and the quantity H(Xi), measured with the error Ui, is…

Approximate Markov chain Monte Carlo (MCMC) offers the promise of more rapid sampling at the cost of more biased inference. Since standard MCMC diagnostics fail to detect these biases, researchers have developed computable Stein discrepancy…

Although Large Language Models (LLMs) excel in reasoning and generation for language tasks, they are not specifically designed for multimodal challenges. Training Multimodal Large Language Models (MLLMs), however, is resource-intensive and…

Recently, some contrastive learning methods have been proposed to simultaneously learn representations and clustering assignments, achieving significant improvements. However, these methods do not take the category information and…

Deterministic embeddings learned by contrastive learning (CL) methods such as SimCLR and SupCon achieve state-of-the-art performance but lack a principled mechanism for uncertainty quantification. We propose Variational Contrastive Learning…

Variational Monte Carlo (VMC) is a powerful and fast-growing method for optimizing and evolving parameterized many-body wave functions, especially with modern neural-network quantum states. In practice, however, the stochastic estimators…

In this paper we propose an efficient variance reduction approach for additive functionals of Markov chains relying on a novel discrete time martingale representation. Our approach is fully non-asymptotic and does not require the knowledge…

Importance sampling (IS) is commonly used for cross validation (CV) in Bayesian models, because it only involves reweighting existing posterior draws without needing to re-estimate the model by re-running Markov chain Monte Carlo (MCMC).…