相关论文: Flow-Based Likelihoods for Non-Gaussian Inference

Likelihood-free inference involves inferring parameter values given observed data and a simulator model. The simulator is computer code which takes parameters, performs stochastic calculations, and outputs simulated data. In this work, we…

Bayesian posterior inference is prevalent in various machine learning problems. Variational inference provides one way to approximate the posterior distribution, however its expressive power is limited and so is the accuracy of resulting…

This paper presents a general and efficient framework for probabilistic inference and learning from arbitrary uncertain information. It exploits the calculation properties of finite mixture models, conjugate families and factorization. Both…

We introduce TzK (pronounced "task"), a conditional probability flow-based model that exploits attributes (e.g., style, class membership, or other side information) in order to learn tight conditional prior around manifolds of the target…

Sampling conditional distributions is a fundamental task for Bayesian inference and density estimation. Generative models, such as normalizing flows and generative adversarial networks, characterize conditional distributions by learning a…

Deep Gaussian processes (DGPs), a hierarchical composition of GP models, have successfully boosted the expressive power of their single-layer counterpart. However, it is impossible to perform exact inference in DGPs, which has motivated the…

The clustering of bounded data presents unique challenges in statistical analysis due to the constraints imposed on the data values. This paper introduces a novel method for model-based clustering specifically designed for bounded data.…

Transformation-based methods have been an attractive approach in non-parametric inference for problems such as unconditional and conditional density estimation due to their unique hierarchical structure that models the data as flexible…

Sequential probabilistic inference from streaming observations requires modeling distributions over future trajectories as new observations arrive. Although diffusion and flow-matching models are effective at capturing high-dimensional,…

We present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an…

State estimation in multi-layer turbulent flow fields with only a single layer of partial observation remains a challenging yet practically important task. Applications include inferring the state of the deep ocean by exploiting surface…

The purpose of this paper is to provide a discussion, with illustrating examples, on Bayesian forecasting for dynamic generalized linear models (DGLMs). Adopting approximate Bayesian analysis, based on conjugate forms and on Bayes linear…

A common objective in the analysis of tabular data is estimating the conditional distribution (in contrast to only producing predictions) of a set of "outcome" variables given a set of "covariates", which is sometimes referred to as the…

Algorithms based on normalizing flows are emerging as promising machine learning approaches to sampling complicated probability distributions in a way that can be made asymptotically exact. In the context of lattice field theory,…

Bayesian neural networks (BNNs) provide a formalism to quantify and calibrate uncertainty in deep learning. Current inference approaches for BNNs often resort to few-sample estimation for scalability, which can harm predictive performance,…

Data assimilation plays a crucial role in numerical modeling, enabling the integration of real-world observations into mathematical models to enhance the accuracy and predictive capabilities of simulations. This approach is widely applied…

Recent work has demonstrated surprisingly good performance of pre-trained LLMs on regression tasks (for example, time-series prediction), with the ability to incorporate expert prior knowledge and the information contained in textual…

Flooding is a destructive and dangerous hazard and climate change appears to be increasing the frequency of catastrophic flooding events around the world. Physics-based flood models are costly to calibrate and are rarely generalizable…

Bayesian synthetic likelihood (BSL) is now a well established method for performing approximate Bayesian parameter estimation for simulation-based models that do not possess a tractable likelihood function. BSL approximates an intractable…

We consider inference from non-random samples in data-rich settings where high-dimensional auxiliary information is available both in the sample and the target population, with survey inference being a special case. We propose a regularized…