相关论文: A Contrastive Divergence for Combining Variational…

Contrastive Divergence (CD) and Persistent Contrastive Divergence (PCD) are popular methods for training the weights of Restricted Boltzmann Machines. However, both methods use an approximate method for sampling from the model distribution.…

Bayesian phylogenetic inference is currently done via Markov chain Monte Carlo (MCMC) with simple proposal mechanisms. This hinders exploration efficiency and often requires long runs to deliver accurate posterior estimates. In this paper,…

Multi-view clustering (MvC) aims to integrate information from different views to enhance the capability of the model in capturing the underlying data structures. The widely used joint training paradigm in MvC is potentially not fully…

Monte Carlo (MC) sampling is a popular method for estimating the statistics (e.g. expectation and variance) of a random variable. Its slow convergence has led to the emergence of advanced techniques to reduce the variance of the MC…

Minimizing the inclusive Kullback-Leibler (KL) divergence with stochastic gradient descent (SGD) is challenging since its gradient is defined as an integral over the posterior. Recently, multiple methods have been proposed to run SGD with…

We introduce overdispersed black-box variational inference, a method to reduce the variance of the Monte Carlo estimator of the gradient in black-box variational inference. Instead of taking samples from the variational distribution, we use…

Learning-based multi-view stereo (MVS) methods have made impressive progress and surpassed traditional methods in recent years. However, their accuracy and completeness are still struggling. In this paper, we propose a new method to enhance…

We develop a modular approach to Markov chain Monte Carlo (MCMC) sampling for unnormalized target densities. In this approach, Markov chains are constructed in parallel, each constrained to a subset of the target space. The Monte Carlo…

This paper describes an approach to simultaneously identify clusters and estimate cluster-specific regression parameters from the given data. Such an approach can be useful in learning the relationship between input and output when the…

Variational Bayes (VB) is a popular scalable alternative to Markov chain Monte Carlo for Bayesian inference. We study a mean-field spike and slab VB approximation of widely used Bayesian model selection priors in sparse high-dimensional…

Sampling-based model predictive control (MPC) has the potential for use in a wide variety of robotic systems. However, its unstable updates and poor convergence render it unsuitable for real-time control of robotic systems. This study…

Variational inference is computationally challenging in models that contain both conjugate and non-conjugate terms. Methods specifically designed for conjugate models, even though computationally efficient, find it difficult to deal with…

Langevin Monte Carlo (LMC) and its stochastic gradient versions are powerful algorithms for sampling from complex high-dimensional distributions. To sample from a distribution with density $\pi(\theta)\propto \exp(-U(\theta)) $, LMC…

In this paper we build on previous work which uses inferences techniques, in particular Markov Chain Monte Carlo (MCMC) methods, to solve parameterized control problems. We propose a number of modifications in order to make this approach…

Language-supervised vision models have recently attracted great attention in computer vision. A common approach to build such models is to use contrastive learning on paired data across the two modalities, as exemplified by Contrastive…

A fundamental challenge in Bayesian inference is efficient representation of a target distribution. Many non-parametric approaches do so by sampling a large number of points using variants of Markov Chain Monte Carlo (MCMC). We propose an…

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…

Contrastive learning is a well-established paradigm in representation learning. The standard framework of contrastive learning minimizes the distance between "similar" instances and maximizes the distance between dissimilar ones in the…

We introduce a new class of Monte Carlo based approximations of expectations of random variables such that their laws are only available via certain discretizations. Sampling from the discretized versions of these laws can typically…

Variational inference consists in finding the best approximation of a target distribution within a certain family, where `best' means (typically) smallest Kullback-Leiber divergence. We show that, when the approximation family is…