相关论文: Path-Guided Particle-based Sampling

We consider Particle Gibbs (PG) as a tool for Bayesian analysis of non-linear non-Gaussian state-space models. PG is a Monte Carlo (MC) approximation of the standard Gibbs procedure which uses sequential MC (SMC) importance sampling inside…

We study the generalization error of randomized learning algorithms -- focusing on stochastic gradient descent (SGD) -- using a novel combination of PAC-Bayes and algorithmic stability. Importantly, our generalization bounds hold for all…

Classically, ML models trained with stochastic gradient descent (SGD) are designed to minimize the average loss per example and use a distribution of training examples that remains {\em static} in the course of training. Research in recent…

Physics-informed Neural Networks (PINNs) have recently emerged as a principled way to include prior physical knowledge in form of partial differential equations (PDEs) into neural networks. Although PINNs are generally viewed as mesh-free,…

Identifying a low-dimensional informed parameter subspace offers a viable path to alleviating the dimensionality challenge in the sampled-based solution to large-scale Bayesian inverse problems. This paper introduces a novel gradient-based…

We introduce and study a novel model-selection strategy for Bayesian learning, based on optimal transport, along with its associated predictive posterior law: the Wasserstein population barycenter of the posterior law over models. We first…

Learning conditional densities and identifying factors that influence the entire distribution are vital tasks in data-driven applications. Conventional approaches work mostly with summary statistics, and are hence inadequate for a…

Gaussian mixture models form a flexible and expressive parametric family of distributions that has found applications in a wide variety of applications. Unfortunately, fitting these models to data is a notoriously hard problem from a…

We propose a novel distributed inference algorithm for continuous graphical models, by extending Stein variational gradient descent (SVGD) to leverage the Markov dependency structure of the distribution of interest. Our approach combines…

There has been recently a lot of interest in the analysis of the Stein gradient descent method, a deterministic sampling algorithm. It is based on a particle system moving along the gradient flow of the Kullback-Leibler divergence towards…

Ensembles of deep neural networks have achieved great success recently, but they do not offer a proper Bayesian justification. Moreover, while they allow for averaging of predictions over several hypotheses, they do not provide any…

Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…

Distance weighted discrimination (DWD) is a linear discrimination method that is particularly well-suited for classification tasks with high-dimensional data. The DWD coefficients minimize an intuitive objective function, which can solved…

We analyze a batched variant of Stochastic Gradient Descent (SGD) with weighted sampling distribution for smooth and non-smooth objective functions. We show that by distributing the batches computationally, a significant speedup in the…

3D microscopy is key in the investigation of diverse biological systems, and the ever increasing availability of large datasets demands automatic cell identification methods that not only are accurate, but also can imply the uncertainty in…

This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance…

We consider a decentralized learning setting in which data is distributed over nodes in a graph. The goal is to learn a global model on the distributed data without involving any central entity that needs to be trusted. While gossip-based…

We present the first method to probabilistically predict 3D direction in a deep neural network model. The probabilistic predictions are modeled as a heteroscedastic von Mises-Fisher distribution on the sphere $\mathbb{S}^2$, giving a simple…

Sparse Bayesian learning is a state-of-the-art supervised learning algorithm that can choose a subset of relevant samples from the input data and make reliable probabilistic predictions. However, in the presence of high-dimensional data…

Particle based optimization algorithms have recently been developed as sampling methods that iteratively update a set of particles to approximate a target distribution. In particular Stein variational gradient descent has gained attention…