相关论文: DPVI: A Dynamic-Weight Particle-Based Variational …

We introduce the so called DeepParticle method to learn and generate invariant measures of stochastic dynamical systems with physical parameters based on data computed from an interacting particle method (IPM). We utilize the expressiveness…

The quest for biologically plausible deep learning is driven, not just by the desire to explain experimentally-observed properties of biological neural networks, but also by the hope of discovering more efficient methods for training…

The proliferation of computing devices has brought about an opportunity to deploy machine learning models on new problem domains using previously inaccessible data. Traditional algorithms for training such models often require data to be…

This paper proposes DiffPF, a differentiable particle filter that leverages diffusion models for state estimation in dynamic systems. Unlike conventional differentiable particle filters, which require importance weighting and typically rely…

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)…

A key challenge when designing particle filters in high-dimensional state spaces is the construction of a proposal distribution that is close to the posterior distribution. Recent advances in particle flow filters provide a promising avenue…

Variational inference (VI) is a popular method for approximating intractable posterior distributions in Bayesian inference and probabilistic machine learning. In this paper, we introduce a general framework for quantifying the statistical…

Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference…

Approximating a probability distribution using a set of particles is a fundamental problem in machine learning and statistics, with applications including clustering and quantization. Formally, we seek a weighted mixture of Dirac measures…

Solving Bayesian inference problems approximately with variational approaches can provide fast and accurate results. Capturing correlation within the approximation requires an explicit parametrization. This intrinsically limits this…

Humans often juggle multiple, sometimes conflicting objectives and shift their priorities as circumstances change, rather than following a fixed objective function. In contrast, most computational decision-making and multi-objective RL…

Variational inference is a powerful approach for approximate posterior inference. However, it is sensitive to initialization and can be subject to poor local optima. In this paper, we develop proximity variational inference (PVI). PVI is a…

A multi-layer deep Gaussian process (DGP) model is a hierarchical composition of GP models with a greater expressive power. Exact DGP inference is intractable, which has motivated the recent development of deterministic and stochastic…

The filtering of a Markov diffusion process on a manifold from counting process observations leads to `large' changes in the conditional distribution upon an observed event, corresponding to a multiplication of the density by the intensity…

Particle-based variational inference (VI) minimizes the KL divergence between model samples and the target posterior with gradient flow estimates. With the popularity of Stein variational gradient descent (SVGD), the focus of particle-based…

By approximating posterior distributions with weighted samples, particle filters (PFs) provide an efficient mechanism for solving non-linear sequential state estimation problems. While the effectiveness of particle filters has been…

We introduce a highly expressive yet distinctly tractable family for black-box variational inference (BBVI). Each member of this family is a weighted product of experts (PoE), and each weighted expert in the product is proportional to a…

We introduce Support Decomposition Variational Inference (SDVI), a new variational inference (VI) approach for probabilistic programs with stochastic support. Existing approaches to this problem rely on designing a single global variational…

We propose a mathematically principled PDE gradient flow framework for distributionally robust optimization (DRO). Exploiting the recent advances in the intersection of Markov Chain Monte Carlo sampling and gradient flow theory, we show…

Score-based diffusion models currently constitute the state of the art in continuous generative modeling. These methods are typically formulated via overdamped or underdamped Ornstein--Uhlenbeck-type stochastic differential equations, in…