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Low-rank adaptation (LoRA) has emerged as a new paradigm for cost-efficient fine-tuning of large language models (LLMs). However, fine-tuned LLMs often become overconfident especially when fine-tuned on small datasets. Bayesian methods,…

机器学习 · 计算机科学 2024-02-07 Adam X. Yang , Maxime Robeyns , Xi Wang , Laurence Aitchison

We propose a variational Bayesian (VB) procedure for high-dimensional linear model inferences with heavy tail shrinkage priors, such as student-t prior. Theoretically, we establish the consistency of the proposed VB method and prove that…

机器学习 · 统计学 2020-10-27 Jincheng Bai , Qifan Song , Guang Cheng

Bayesian approach, as a useful tool for quantifying uncertainties, has been widely used for solving inverse problems of partial differential equations (PDEs). One of the key difficulties for employing Bayesian approach for the issue is how…

数值分析 · 数学 2026-02-09 Junxiong Jia , Qian Zhao , Zongben Xu , Deyu Meng , Yee Leung

Modern applications of Bayesian inference involve models that are sufficiently complex that the corresponding posterior distributions are intractable and must be approximated. The most common approximation is based on Markov chain Monte…

机器学习 · 统计学 2019-05-15 Yue Yang , Ryan Martin , Howard Bondell

The Laplace approximation (LA) has been proposed as a method for approximating the marginal likelihood of statistical models with latent variables. However, the approximate maximum likelihood estimators (MLEs) based on the LA are often…

统计方法学 · 统计学 2022-07-21 Jeongseop Han , Youngjo Lee

Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…

统计理论 · 数学 2020-08-03 Badr-Eddine Chérief-Abdellatif , Pierre Alquier

In this paper, we explore adaptive inference based on variational Bayes. Although several studies have been conducted to analyze the contraction properties of variational posteriors, there is still a lack of a general and computationally…

统计理论 · 数学 2024-03-12 Ilsang Ohn , Lizhen Lin

Bayes linear analysis and approximate Bayesian computation (ABC) are techniques commonly used in the Bayesian analysis of complex models. In this article we connect these ideas by demonstrating that regression-adjustment ABC algorithms…

统计方法学 · 统计学 2012-12-10 D. J. Nott , Y. Fan , L. Marshall , S. A. Sisson

Approximate Bayesian inference for models with computationally expensive, black-box likelihoods poses a significant challenge, especially when the posterior distribution is complex. Many inference methods struggle to explore the parameter…

机器学习 · 统计学 2025-11-11 Francesco Silvestrin , Chengkun Li , Luigi Acerbi

We propose the approximate Laplace approximation (ALA) to evaluate integrated likelihoods, a bottleneck in Bayesian model selection. The Laplace approximation (LA) is a popular tool that speeds up such computation and equips strong model…

统计计算 · 统计学 2021-10-07 David Rossell , Oriol Abril , Anirban Bhattacharya

Markov chain Monte Carlo (MCMC) methods remain the mainstay of Bayesian estimation of structural equation models (SEM), though they often incur a high computational cost. We present a bespoke approximate Bayesian approach to SEM, drawing on…

统计方法学 · 统计学 2026-05-20 Haziq Jamil , Håvard Rue

Bayesian inference is often implemented using approximations, which can yield interval estimates that are too narrow, not fully capturing the uncertainty in the posterior distribution. We address the question of how to adjust these…

统计方法学 · 统计学 2026-03-23 Tiffany Cai , Philip Greengard , Ben Goodrich , Andrew Gelman

Variational Bayes (VB) is a common strategy for approximate Bayesian inference, but simple methods are only available for specific classes of models including, in particular, representations having conditionally conjugate constructions…

统计方法学 · 统计学 2019-11-19 Daniele Durante , Tommaso Rigon

We propose a fast and theoretically grounded method for Bayesian variable selection and model averaging in latent variable regression models. Our framework addresses three interrelated challenges: (i) intractable marginal likelihoods, (ii)…

统计方法学 · 统计学 2025-09-16 Gregor Zens , Mark F. J. Steel

We consider the problem of approximate Bayesian parameter inference in non-linear state-space models with intractable likelihoods. Sequential Monte Carlo with approximate Bayesian computations (SMC-ABC) is one approach to approximate the…

统计计算 · 统计学 2017-06-14 Johan Dahlin , Mattias Villani , Thomas B. Schön

Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance,…

机器学习 · 计算机科学 2013-01-30 Hagai Attias

The multinomial probit model is often used to analyze choice behaviour. However, estimation with existing Markov chain Monte Carlo (MCMC) methods is computationally costly, which limits its applicability to large choice data sets. This…

计量经济学 · 经济学 2022-10-18 Rubén Loaiza-Maya , Didier Nibbering

In a non supervised Bayesian estimation approach for inverse problems in imaging systems, one tries to estimate jointly the unknown image pixels $f$ and the hyperparameters $\theta$ given the observed data $g$ and a model $M$ linking these…

数学物理 · 物理学 2009-04-28 Ali Mohammad-Djafari

A two-groups mixed-effects model for the comparison of (normalized) microarray data from two treatment groups is considered. Most competing parametric methods that have appeared in the literature are obtained as special cases or by minor…

统计方法学 · 统计学 2011-01-06 Haim Bar , James Booth , Elizabeth Schifano , Martin T. Wells

Predictive coding (PC) accounts of perception now form one of the dominant computational theories of the brain, where they prescribe a general algorithm for inference and learning over hierarchical latent probabilistic models. Despite this,…

机器学习 · 计算机科学 2023-03-10 Umais Zahid , Qinghai Guo , Karl Friston , Zafeirios Fountas