相关论文: Sequential Function-Space Variational Inference vi…

Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…

The choice of approximate posterior distribution is one of the core problems in variational inference. Most applications of variational inference employ simple families of posterior approximations in order to allow for efficient inference,…

We present variational inference with sequential sample-average approximation (VISA), a method for approximate inference in computationally intensive models, such as those based on numerical simulations. VISA extends importance-weighted…

Feature discrimination is a crucial aspect of neural network design, as it directly impacts the network's ability to distinguish between classes and generalize across diverse datasets. The accomplishment of achieving high-quality feature…

In recent years, active subspace methods (ASMs) have become a popular means of performing subspace sensitivity analysis on black-box functions. Naively applied, however, ASMs require gradient evaluations of the target function. In the event…

We develop here a semiparametric Gaussian mixture model (SGMM) for unsupervised learning with valuable spatial information taken into consideration. Specifically, we assume for each instance a random location. Then, conditional on this…

While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive…

Gaussian process training decomposes into inference of the (approximate) posterior and learning of the hyperparameters. For non-Gaussian (non-conjugate) likelihoods, two common choices for approximate inference are Expectation Propagation…

We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea. The new algorithm brings more robustness and simplicity than classic Expectation Maximization (EM) algorithm. It also improves…

The abundance of modern health data provides many opportunities for the use of machine learning techniques to build better statistical models to improve clinical decision making. Predicting time-to-event distributions, also known as…

Gaussian processes are flexible function approximators, with inductive biases controlled by a covariance kernel. Learning the kernel is the key to representation learning and strong predictive performance. In this paper, we develop…

In variational inference (VI), the practitioner approximates a high-dimensional distribution $\pi$ with a simple surrogate one, often a (product) Gaussian distribution. However, in many cases of practical interest, Gaussian distributions…

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.…

Successor Features (SF) combined with Generalized Policy Improvement (GPI) provide a robust framework for transfer learning in Reinforcement Learning (RL) by decoupling environment dynamics from reward functions. However, standard SF…

Standard sparse pseudo-input approximations to the Gaussian process (GP) cannot handle complex functions well. Sparse spectrum alternatives attempt to answer this but are known to over-fit. We suggest the use of variational inference for…

Stochastic recurrent neural networks with latent random variables of complex dependency structures have shown to be more successful in modeling sequential data than deterministic deep models. However, the majority of existing methods have…

We propose a class of structured diffusion models, in which the prior distribution is chosen as a mixture of Gaussians, rather than a standard Gaussian distribution. The specific mixed Gaussian distribution, as prior, can be chosen to…

In this paper, we aim at establishing an approximation theory and a learning theory of distribution regression via a fully connected neural network (FNN). In contrast to the classical regression methods, the input variables of distribution…

Variational inference with Gaussian mixture models (GMMs) enables learning of highly tractable yet multi-modal approximations of intractable target distributions with up to a few hundred dimensions. The two currently most effective methods…

Variational AutoEncoder (VAE) for Sequential Recommendation (SR), which learns a continuous distribution for each user-item interaction sequence rather than a determinate embedding, is robust against data deficiency and achieves significant…