相关论文: PAVI: Plate-Amortized Variational Inference

Approximating complex probability densities is a core problem in modern statistics. In this paper, we introduce the concept of Variational Inference (VI), a popular method in machine learning that uses optimization techniques to estimate…

Graphs arise across diverse domains, from biology and chemistry to social and information networks, as well as in transportation and logistics. Inference on graph-structured data requires methods that are permutation-invariant, scalable…

Deep learning has revolutionized the last decade, being at the forefront of extraordinary advances in a wide range of tasks including computer vision, natural language processing, and reinforcement learning, to name but a few. However, it…

Recently, particle-based variational inference (ParVI) methods have gained interest because they can avoid arbitrary parametric assumptions that are common in variational inference. However, many ParVI approaches do not allow arbitrary…

Generalized variational inference (GVI) provides an optimization-theoretic framework for statistical estimation that encapsulates many traditional estimation procedures. The typical GVI problem is to compute a distribution of parameters…

Probabilistic modeling is iterative. A scientist posits a simple model, fits it to her data, refines it according to her analysis, and repeats. However, fitting complex models to large data is a bottleneck in this process. Deriving…

Imbalanced classification remains a pervasive challenge in machine learning, particularly when minority samples are too scarce to provide a robust discriminative boundary. In such extreme scenarios, conventional models often suffer from…

Statistical models are central to machine learning with broad applicability across a range of downstream tasks. The models are controlled by free parameters that are typically estimated from data by maximum-likelihood estimation or…

The recognition network in deep latent variable models such as variational autoencoders (VAEs) relies on amortized inference for efficient posterior approximation that can scale up to large datasets. However, this technique has also been…

Variational inference (VI) combined with data subsampling enables approximate posterior inference over large data sets, but suffers from poor local optima. We first formulate a deterministic annealing approach for the generic class of…

We develop unbiased implicit variational inference (UIVI), a method that expands the applicability of variational inference by defining an expressive variational family. UIVI considers an implicit variational distribution obtained in a…

The main challenge in Bayesian models is to determine the posterior for the model parameters. Already, in models with only one or few parameters, the analytical posterior can only be determined in special settings. In Bayesian neural…

Variational empirical Bayes (VEB) methods provide a practically attractive approach to fitting large, sparse, multiple regression models. These methods usually use coordinate ascent to optimize the variational objective function, an…

Since the turn of the century, approximate Bayesian inference has steadily evolved as new computational techniques have been incorporated to handle increasingly complex and large-scale predictive problems. The recent success of deep neural…

Undirected graphical models are applied in genomics, protein structure prediction, and neuroscience to identify sparse interactions that underlie discrete data. Although Bayesian methods for inference would be favorable in these contexts,…

Aligning a few-step generative model is challenging, since existing alignment frameworks typically rely on restrictive assumptions: a tractable likelihood, a specific ODE/SDE solver, or a particular model family. We introduce FAV, Few-step…

Solving high-dimensional Bayesian inverse problems (BIPs) with the variational inference (VI) method is promising but still challenging. The main difficulties arise from two aspects. First, VI methods approximate the posterior distribution…

We introduce a flexible empirical Bayes approach for fitting Bayesian generalized linear models. Specifically, we adopt a novel mean-field variational inference (VI) method and the prior is estimated within the VI algorithm, making the…

Graphs are a fundamental abstraction for modeling relational data. However, graphs are discrete and combinatorial in nature, and learning representations suitable for machine learning tasks poses statistical and computational challenges. In…

Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of…