相关论文: Sampling from Bayesian Neural Network Posteriors w…
The United States Bureau of Labor Statistics collects data using survey instruments under informative sampling designs that assign probabilities of inclusion to be correlated with the response. The bureau extensively uses Bayesian…
We propose a novel adaptive empirical Bayesian method for sparse deep learning, where the sparsity is ensured via a class of self-adaptive spike-and-slab priors. The proposed method works by alternatively sampling from an adaptive…
interpretable, and well understood models that are routinely employed even though, as is revealed through prior and posterior predictive checks, these can poorly characterise the spatial heterogeneity in the underlying process of interest.…
Stochastic-gradient MCMC methods enable scalable Bayesian posterior sampling but often suffer from sensitivity to minibatch size and gradient noise. To address this, we propose Stochastic Gradient Lattice Random Walk (SGLRW), an extension…
We propose to use techniques from Bayesian inference and deep neural networks to translate uncertainty in seismic imaging to uncertainty in tasks performed on the image, such as horizon tracking. Seismic imaging is an ill-posed inverse…
Bayesian Neural Networks (BNNs) provide principled estimates of model and data uncertainty by encoding parameters as distributions. This makes them key enablers for reliable AI that can be deployed on safety critical edge systems. These…
The Langevin Dynamics (LD), which aims to sample from a probability distribution using its score function, has been widely used for analyzing and developing score-based generative modeling algorithms. While the convergence behavior of LD in…
Gradient-based Monte Carlo sampling algorithms, like Langevin dynamics and Hamiltonian Monte Carlo, are important methods for Bayesian inference. In large-scale settings, full-gradients are not affordable and thus stochastic gradients…
Bayesian approaches for learning deep neural networks (BNN) have been received much attention and successfully applied to various applications. Particularly, BNNs have the merit of having better generalization ability as well as better…
Spike-and-Slab Deep Learning (SS-DL) is a fully Bayesian alternative to Dropout for improving generalizability of deep ReLU networks. This new type of regularization enables provable recovery of smooth input-output maps with unknown levels…
Many inference problems involve inferring the number $N$ of components in some region, along with their properties $\{\mathbf{x}_i\}_{i=1}^N$, from a dataset $\mathcal{D}$. A common statistical example is finite mixture modelling. In the…
In this work, minibatch MCMC sampling for feedforward neural networks is made more feasible. To this end, it is proposed to sample subgroups of parameters via a blocked Gibbs sampling scheme. By partitioning the parameter space, sampling is…
Bayesian analysis is increasingly popular for use in social science and other application areas where the data are observations from an informative sample. An informative sampling design leads to inclusion probabilities that are correlated…
Although the no-u-turn sampler (NUTS) is a widely adopted method for performing Bayesian inference, it requires numerous posterior gradients which can be expensive to compute in practice. Recently, there has been a significant interest in…
Simulation-Based Inference (SBI) is a promising Bayesian inference framework that alleviates the need for analytic likelihoods to estimate posterior distributions. Recent advances using neural density estimators in SBI algorithms have…
Stochastic Gradient Langevin Dynamics (SGLD) has emerged as a key MCMC algorithm for Bayesian learning from large scale datasets. While SGLD with decreasing step sizes converges weakly to the posterior distribution, the algorithm is often…
In this paper, we study sampling from a posterior derived from a neural network. We propose a new probabilistic model consisting of adding noise at every pre- and post-activation in the network, arguing that the resulting posterior can be…
Many scientific fields collect longitudinal count compositional data. Each observation is a multivariate count vector, where the total counts are arbitrary, and the information lies in the relative frequency of the counts. Multiple authors…
Gibbs sampling is a widely popular Markov chain Monte Carlo algorithm that can be used to analyze intractable posterior distributions associated with Bayesian hierarchical models. There are two standard versions of the Gibbs sampler: The…
Scientific machine learning has been successfully applied to inverse problems and PDE discovery in computational physics. One caveat concerning current methods is the need for large amounts of ("clean") data, in order to characterize the…