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Search · four archives
26 papers · ranked by Valyu relevance
David M. Blei, Alp Kucukelbir, Jon McAuliffe
One of the core problems of modern statistics is to approximate difficult-to-compute probability densities. This problem is especially important in Bayesian statistics, which frames all inference about unknown quantities as a calculation involving the posterior density. In this paper, we review variational inference…
Mohammad Shekaramiz, Todd K. Moon, Carlos M. Travieso-González
Compressive sensing is a sub-Nyquist sampling technique for efficient signal acquisition and reconstruction of sparse or compressible signals. In order to account for the sparsity of the underlying signal of interest, it is common to use sparsifying priors such as Bernoulli-Gaussian-inverse Gamma (BGiG) and…
Aman Singh, Tokunbo Ogunfunmi, Sotiris Kotsiantis
Autoencoders are a self-supervised learning system where, during training, the output is an approximation of the input. Typically, autoencoders have three parts: Encoder (which produces a compressed latent space representation of the input data), the Latent Space (which retains the knowledge in the input data with…
Xiaobo Chen, Yanjun Wang, Ling Chen, Jianyu Ji
Cooperative target tracking by multiple vehicles connected through inter-vehicle communication is a promising way to improve the estimation of target state. The effectiveness of cooperative tracking closely depends on the accuracy of relative localization between host and cooperative vehicles. However, the localization…
Ludger Starke, Dirk Ostwald
Variational Bayes (VB), variational maximum likelihood (VML), restricted maximum likelihood (ReML), and maximum likelihood (ML) are cornerstone parametric statistical estimation techniques in the analysis of functional neuroimaging data. However, the theoretical underpinnings of these model parameter estimation…
Christopher Yau, Kieran Campbell
Bayesian statistical learning provides a coherent probabilistic framework for modelling uncertainty in systems. This review describes the theoretical foundations underlying Bayesian statistics and outlines the computational frameworks for implementing Bayesian inference in practice. We then describe the use of Bayesian…
Guillaume Revillon, Ali Mohammad‐Djafari, Cyrille Enderli
In this paper, a scale mixture of Normal distributions model is developed for classification and clustering of data having outliers and missing values. The classification method, based on a mixture model, focuses on the introduction of latent variables that gives us the possibility to handle sensitivity of model to…
Minh‐Ngoc Tran, Trọng Nghĩa Nguyễn, Viet-Hung Dao
This tutorial gives a quick introduction to Variational Bayes (VB), also called Variational Inference or Variational Approximation, from a practical point of view. The paper covers a range of commonly used VB methods and an attempt is made to keep the materials accessible to the wide community of data analysis…
Théo Galy-Fajou, Valerio Perrone, Manfred Opper, Pierre Alquier
Variational inference is a powerful framework, used to approximate intractable posteriors through variational distributions. The de facto standard is to rely on Gaussian variational families, which come with numerous advantages: they are easy to sample from, simple to parametrize, and many expectations are known in…
J. Daunizeau, K.J. Friston, S.J. Kiebel
In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters…
Tung Dang, Hirohisa Kishino
The pattern of molecular evolution varies among gene sites and genes in a genome. By taking into account the complex heterogeneity of evolutionary processes among sites in a genome, Bayesian infinite mixture models of genomic evolution enable robust phylogenetic inference. With large modern data sets, however, the…
Dutta, Shourya, Janet van Niekerk, Rue + 1 more
Approximate Bayesian inference for the class of latent Gaussian models can be achieved efficiently with integrated nested Laplace approximations (INLA). Based on recent reformulations in the INLA methodology, we propose a further extension that is necessary in some cases like heavy-tailed likelihoods or binary…
Xuebin Zhao, Andrew Curtis
Many scientific investigations require that the values of a set of model parameters are estimated using recorded data – a process referred to as inference. In Bayesian inference, information from both observed data and prior knowledge that existed independently, is combined to update model parameters probabilistically.…
Martin Magris, Alexandros Iosifidis
—The Bayesian estimation of GARCH-family models has been typically addressed through Monte Carlo sampling. Variational Inference is gaining popularity and attention as a robust approach for Bayesian inference in complex machine learning models; however, its adoption in econometrics and finance is limited. This paper…
Ang Li, Luis Pericchi, Kun Wang
There is not much literature on objective Bayesian analysis for binary classification problems, especially for intrinsic prior related methods. On the other hand, variational inference methods have been employed to solve classification problems using probit regression and logistic regression with normal priors. In this…
Mateusz Susik, Ivo F. Sbalzarini
We investigate a class of DNA mixture deconvolution algorithms based on variational inference, and we show that this can significantly reduce computational runtimes with little or no effect on the accuracy and precision of the result. In particular, we consider Stein Variational Gradient Descent (SVGD) and Variational…
Mathieu Fourment, Aaron E. Darling
Recent advances in statistical machine learning techniques have led to the creation of probabilistic programming frameworks. These frameworks enable probabilistic models to be rapidly prototyped and fit to data using scalable approximation methods such as variational inference. In this work, we explore the use of the…
Zhaoran Wang, David M. Blei
Variational Bayes (VB) is a scalable alternative to Markov chain Monte Carlo (MCMC) for Bayesian posterior inference. Though popular, VB comes with few theoretical guarantees, most of which focus on well-specified models. However, models are rarely well-specified in practice. In this work, we study VB under model…
Minh‐Ngoc Tran, David J. Nott, Robert Kohn
Variational Bayes (VB) is rapidly becoming a popular tool for Bayesian inference in statistical modeling. However, the existing VB algorithms are restricted to cases where the likelihood is tractable, which precludes the use of VB in many interesting situations such as in state space models and in approximate Bayesian…
Prem Gopalan, Wei Hao, David M. Blei, John D. Storey
A major goal of population genetics is to quantitatively understand variation of genetic polymorphisms among individuals. Researchers have developed sophisticated statistical methods to capture the complex population structure that underlies observed genotypes in humans. The number of humans that have been densely…
Swapnil Mishra, Seth Flaxman, Tresnia Berah, Harrison Zhu + 2 more
\usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\pi $$\end{document} π VAE: a stochastic process prior for Bayesian deep learning with MCMC Authors: ['Swapnil Mishra'…
David Buterez, Jon Paul Janet, Steven Kiddle, Pietro Liò
We investigate the potential of graph neural networks for transfer learning and improving molecular property prediction on sparse and expensive to acquire high-fidelity data by leveraging low-fidelity measurements as an inexpensive proxy for a targeted property ofinterest. This problem arises in discovery processes…
Martin Robinson, Alan Bond, Alexandr Simonov, Jie Zhang + 1 more
Recently, we have introduced the use of techniques drawn from Bayesian statistics to recover kinetic and thermodynamic parameters from voltammetric data, and were able to show that the technique of large amplitude ac voltammetry yielded significantly more accurate parameter values than the equivalent dc approach. In…
Authors not listed
The political, social and economic consequences of climate change drastically influence the requirements of modern energy systems and its components. This includes not only energy production but also concepts and innovations for its storage, especially in magnitudes of gigawatt hours. Carnot batteries, which convert…
Robert Arbon, Yanchen Zhu, Antonia S. J. S. Mey
Markov state models (MSM) are a popular statistical method for analyzing the conformational dynamics of proteins, including protein folding. With all statistical and machine learning (ML) models choices must be made about the modeling pipeline that cannot be directly learned from the data. These choices, or…
Robert Reischke
Confidence contours in parameter space are a helpful tool to compare and classify determined estimators. For more intricate parameter estimations of non-linear nature or complex error structures, the procedure of determining confidence contours is a statistically complex task. For polymer chemists, such particular…