相关论文: A Robbins--Monro Sequence That Can Exploit Prior I…

As an alternative to variable selection or shrinkage in high dimensional regression, we propose to randomly compress the predictors prior to analysis. This dramatically reduces storage and computational bottlenecks, performing well when the…

In this paper we introduce a novel objective prior distribution levering on the connections between information, divergence and scoring rules. In particular, we do so from the starting point of convex functions representing information in…

Meta-learning aims to extract useful inductive biases from a set of related datasets. In Bayesian meta-learning, this is typically achieved by constructing a prior distribution over neural network parameters. However, specifying families of…

Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…

For numerous parameter and state estimation problems, assimilating new data as they become available can help produce accurate and fast inference of unknown quantities. While most existing algorithms for solving those kind of ill-posed…

The success of large-scale language models like GPT can be attributed to their ability to efficiently predict the next token in a sequence. However, these models rely on constant computational effort regardless of the complexity of the…

We develop an efficient Bayesian sequential inference framework for factor analysis models observed via various data types, such as continuous, binary and ordinal data. In the continuous data case, where it is possible to marginalise over…

Diffusion models generate high-quality synthetic data. They operate by defining a continuous-time forward process which gradually adds Gaussian noise to data until fully corrupted. The corresponding reverse process progressively "denoises"…

In this work, we initiate the idea of using denoising diffusion models to learn priors for online decision making problems. Our special focus is on the meta-learning for bandit framework, with the goal of learning a strategy that performs…

Dealing with uncertainty is essential for efficient reinforcement learning. There is a growing literature on uncertainty estimation for deep learning from fixed datasets, but many of the most popular approaches are poorly-suited to…

Approximate Bayesian Computation is widely used in systems biology for inferring parameters in stochastic gene regulatory network models. Its performance hinges critically on the ability to summarize high-dimensional system responses such…

Monte Carlo (MC) integration is the de facto method for approximating the predictive distribution of Bayesian neural networks (BNNs). But, even with many MC samples, Gaussian-based BNNs could still yield bad predictive performance due to…

In the context of a high-dimensional linear regression model, we propose the use of an empirical correlation-adaptive prior that makes use of information in the observed predictor variable matrix to adaptively address high collinearity,…

The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small violation of this assumption can have a large impact on the outcome of a…

The characterization of drug-protein interactions is crucial in the high-throughput screening for drug discovery. The deep learning-based approaches have attracted attention because they can predict drug-protein interactions without…

Historical information, such as past function values or gradients, has significant potential to enhance decentralized optimization methods for two key reasons: first, it provides richer information about the objective function, which also…

The results from most machine learning experiments are used for a specific purpose and then discarded. This results in a significant loss of information and requires rerunning experiments to compare learning algorithms. This also requires…

We present prompt distribution learning for effectively adapting a pre-trained vision-language model to address downstream recognition tasks. Our method not only learns low-bias prompts from a few samples but also captures the distribution…

Monte Carlo methods have become increasingly relevant for control of non-differentiable systems, approximate dynamics models and learning from data. These methods scale to high-dimensional spaces and are effective at the non-convex…

We study zeroth-order optimization where solutions must minimize a cost $d(s)$ while maintaining high probability under a complex generative prior $L(s)$ (e.g., a parameterized model). This reduces to sampling from a target distribution…