相关论文: Variational Inference for Bayesian MIDAS Regressio…

Variational Inference (VI) is an attractive alternative to Markov Chain Monte Carlo (MCMC) due to its computational efficiency in the case of large datasets and/or complex models with high-dimensional parameters. However, evaluating the…

Bayesian finite mixture models can identify discrete risk clusters (low-risk vs. high-risk equipment), but face three critical bottlenecks: (1) insufficient degradation signals from coarse state discretization, (2) unstable cluster…

Over-parameterized models, such as DeepNets and ConvNets, form a class of models that are routinely adopted in a wide variety of applications, and for which Bayesian inference is desirable but extremely challenging. Variational inference…

The PAC-Bayesian approach is a powerful set of techniques to derive non- asymptotic risk bounds for random estimators. The corresponding optimal distribution of estimators, usually called the Gibbs posterior, is unfortunately intractable.…

Recent studies on inverse problems have proposed posterior samplers that leverage the pre-trained diffusion models as powerful priors. These attempts have paved the way for using diffusion models in a wide range of inverse problems.…

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…

Bayesian inference allows to obtain useful information on the parameters of models, either in computational statistics or more recently in the context of Bayesian Neural Networks. The computational cost of usual Monte Carlo methods for…

Model misspecification in multivariate econometric models can strongly influence estimates of quantities of interest such as structural parameters, forecast distributions or responses to structural shocks, even more so if higher-order…

Linear regression with measurement error in the covariates is a heavily studied topic, however, the statistics/econometrics literature is almost silent to estimating a multi-equation model with measurement error. This paper considers a…

Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

In this paper we address the problem of performing Bayesian inference for the parameters of a nonlinear multi-output model and the covariance matrix of the different output signals. We propose an adaptive importance sampling (AIS) scheme…

The expressiveness of flow-based models combined with stochastic variational inference (SVI) has expanded the application of optimization-based Bayesian inference to highly complex problems. However, despite the importance of multi-model…

Recent advances in the literature have demonstrated that standard supervised learning algorithms are ill-suited for problems with endogenous explanatory variables. To correct for the endogeneity bias, many variants of nonparameteric…

We develop an optimization algorithm suitable for Bayesian learning in complex models. Our approach relies on natural gradient updates within a general black-box framework for efficient training with limited model-specific derivations. It…

Stochastic variational inference (SVI) employs stochastic optimization to scale up Bayesian computation to massive data. Since SVI is at its core a stochastic gradient-based algorithm, horizontal parallelism can be harnessed to allow larger…

Future wireless networks are envisioned to provide ubiquitous sensing services, which also gives rise to a substantial demand for high-dimensional non-convex parameter estimation, i.e., the associated likelihood function is non-convex and…

We provide the first convergence guarantee for full black-box variational inference (BBVI), also known as Monte Carlo variational inference. While preliminary investigations worked on simplified versions of BBVI (e.g., bounded domain,…

Given some observed data and a probabilistic generative model, Bayesian inference aims at obtaining the distribution of a model's latent parameters that could have yielded the data. This task is challenging for large population studies…