相关论文: Enhanced gradient-based MCMC in discrete spaces

In this article we propose and validate an unsupervised probabilistic model, Gaussian Latent Dirichlet Allocation (GLDA), for the problem of discrete state discovery from repeated, multivariate psychophysiological samples collected from…

Bayesian methods hold significant promise for improving the uncertainty quantification ability and robustness of deep neural network models. Recent research has seen the investigation of a number of approximate Bayesian inference methods…

This paper focuses on a challenging class of inverse problems that is often encountered in applications. The forward model is a complex non-linear black-box, potentially non-injective, whose outputs cover multiple decades in amplitude.…

This paper presents an analysis of properties of two hybrid discretization methods for Gaussian derivatives, based on convolutions with either the normalized sampled Gaussian kernel or the integrated Gaussian kernel followed by central…

Latent variable models are powerful tools for modeling complex phenomena involving in particular partially observed data, unobserved variables or underlying complex unknown structures. Inference is often difficult due to the latent…

Very large spatio-temporal lattice data are becoming increasingly common across a variety of disciplines. However, estimating interdependence across space and time in large areal datasets remains challenging, as existing approaches are…

Despite having various attractive qualities such as high prediction accuracy and the ability to quantify uncertainty and avoid over-fitting, Bayesian Matrix Factorization has not been widely adopted because of the prohibitive cost of…

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…

Constrained clustering has gained significant attention in the field of machine learning as it can leverage prior information on a growing amount of only partially labeled data. Following recent advances in deep generative models, we…

Hamiltonian Monte Carlo (HMC) samples efficiently from high-dimensional posterior distributions with proposed parameter draws obtained by iterating on a discretized version of the Hamiltonian dynamics. The iterations make HMC…

Bayesian inference provides a principled framework for learning from complex data and reasoning under uncertainty. It has been widely applied in machine learning tasks such as medical diagnosis, drug design, and policymaking. In these…

In this paper, we exploit the gradient flow structure of continuous-time formulations of Bayesian inference in terms of their numerical time-stepping. We focus on two particular examples, namely, the continuous-time ensemble Kalman-Bucy…

We propose a novel Bayesian inference framework for distributed differentially private linear regression. We consider a distributed setting where multiple parties hold parts of the data and share certain summary statistics of their portions…

Discontinuous Galerkin (DG) methods offer an enormous flexibility regarding local grid refinement and variation of polynomial degrees for a variety of different problem classes. With a focus on diffusion problems, we consider DG…

Markov chain Monte Carlo (MCMC) algorithms for hidden Markov models often rely on the forward-backward sampler. This makes them computationally slow as the length of the time series increases, motivating the development of…

Quantifying spatial and/or temporal associations in multivariate geolocated data of different types is achievable via spatial random effects in a Bayesian hierarchical model, but severe computational bottlenecks arise when spatial…

Bayesian hierarchical models with latent Gaussian layers have proven very flexible in capturing complex stochastic behavior and hierarchical structures in high-dimensional spatial and spatio-temporal data. Whereas simulation-based Bayesian…

State-space models (SSMs) are commonly used to model time series data where the observations depend on an unobserved latent process. However, inference on the model parameters of an SSM can be challenging, especially when the likelihood of…

Bayesian methods of sampling from a posterior distribution are becoming increasingly popular due to their ability to precisely display the uncertainty of a model fit. Classical methods based on iterative random sampling and posterior…

We present an original simulation-based method to estimate likelihood ratios efficiently for general state-space models. Our method relies on a novel use of the conditional Sequential Monte Carlo (cSMC) algorithm introduced in…