Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

Trend · papers per month

100199299398 · Jun 202019922001200920172026
48 results for Bayesian Variational Principles

Paper explores SVGD for Bayesian inference, linking deterministic and stochastic dynamics.

problem Bayesian inference and Markov chain Monte Carlo methods.
method Stein variational gradient descent (SVGD) with deterministic and stochastic dynamics.
result Identifies Stein-Fisher information as the leading order contribution in the long-time and many-particle regime.

Paper proposes a compression principle for neural networks using Bayesian optimization.

problem Finding methods for making generalizable predictions in machine learning.
method Compression principle and Bayesian optimization approach.
result Optimal predictive models minimize total compressed message length of data and model definition.

Bayesian methods promise to fix many shortcomings of deep learning, but they are impractical and rarely match the performance of standard methods, let alone improve them. In this paper, we demonstrate practical training of deep networks with natural-gradient variational inference. By applying techniques such as batch n…

2019-06-06abs ↗pdf ↗

New method prevents forgetting in learning new tasks.

problem Poor ability of models to solve new problems without forgetting.
method Task-agnostic hierarchical information-theoretic optimality principle with Mixture-of-Variational-Experts layer.
result Demonstrated competitive performance in continual supervised and reinforcement learning.

Datasets are growing not just in size but in complexity, creating a demand for rich models and quantification of uncertainty. Bayesian methods are an excellent fit for this demand, but scaling Bayesian inference is a challenge. In response to this challenge, there has been considerable recent work based on varying assu…

2016-02-16abs ↗pdf ↗

This paper develops efficient federated learning and unlearning methods in Bayesian models.

problem Managing epistemic uncertainty and legal right to be forgotten in decentralized networks.
method Develops federated variational inference solutions based on decentralized local free energy minimization.
result Demonstrates efficient unlearning mechanisms in federated learning and unlearning.

Many computationally-efficient methods for Bayesian deep learning rely on continuous optimization algorithms, but the implementation of these methods requires significant changes to existing code-bases. In this paper, we propose Vprop, a method for Gaussian variational inference that can be implemented with two minor c…

2017-12-04abs ↗pdf ↗

Bayesian entity resolution merges together multiple, noisy databases and returns the minimal collection of unique individuals represented, together with their true, latent record values. Bayesian methods allow flexible generative models that share power across databases as well as principled quantification of uncertain…

2014-10-17abs ↗pdf ↗

This paper improves deep learning by integrating Bayesian inference into network structure learning.

problem Bayesian inference in high-dimensional, over-parameterized neural networks.
method Developed an efficient stochastic variational inference approach to learn both network structure and weights.
result Empirically, the method exhibits competitive predictive performance and preserves Bayesian benefits.

Federated learning for Bayesian clustering of large datasets.

problem Bayesian model-based clustering of large-scale binary and categorical data.
method Federated variational inference with local merge and delete moves in parallel batches, followed by global merge moves.
result Empirical validation shows superior performance compared to existing algorithms.

Bayesian optimal experimental design (BOED) is a principled framework for making efficient use of limited experimental resources. Unfortunately, its applicability is hampered by the difficulty of obtaining accurate estimates of the expected information gain (EIG) of an experiment. To address this, we introduce several …

2019-03-13abs ↗pdf ↗

CO-BED optimizes experiments using Bayesian methods and information theory.

problem Optimizing experiments in a context-dependent manner.
method Formalizes contextual optimization with Bayesian experimental design, employing information-theoretic principles and black-box variational methods.
result CO-BED provides a general solution for contextual optimization problems.

CompVAE handles multi-ensemble data with compositional generative model.

problem Handling multi-ensemble data with control and generative models.
method Derived from Bayesian variational principles, CompVAE learns a latent representation leveraging observational and symbolic information.
result Supports compositional generative model enabling multi-ensemble operations.

GWI combines deep neural networks with Gaussian processes for better predictive performance and uncertainty quantification.

problem Combining deep learning with Gaussian process uncertainty quantification.
method Gaussian Wasserstein inference (GWI) using Wasserstein distance between Gaussian measures.
result GWI achieves state-of-the-art performance on benchmark datasets.

Bayesian variational inference improves medical image segmentation confidence.

problem Improving interpretability and confidence in deep learning models for medical image segmentation.
method Encoder-decoder architecture based on variational inference for segmenting brain tumor images.
result The model segments brain tumors with both aleatoric and epistemic uncertainty.

VPR improves posterior uncertainty quantification by combining VI and predictive resampling.

problem Inaccurate posterior sampling with MCMC due to computational constraints.
method Variational predictive resampling (VPR) that uses VI's predictive strength and imputes future observations.
result VPR converges to the exact Bayesian posterior in a Gaussian location model and improves uncertainty quantification.

Proposes a new Bayesian learning method for optimal treatment regimes.

problem Sub-optimal policies in offline data due to lack of exploration.
method Integrates pessimism principle with Thompson sampling and Bayesian machine learning.
result Derives a credible set that uniformly lower bounds the optimal Q-function.

Improved Bayesian learning rule handles positive-definite constraints efficiently.

problem Bayesian learning rule struggles with positive-definite constraints.
method Proposes an improved rule using Riemannian gradient methods for block-coordinate natural parameterization.
result Outperforms existing methods without increased computation.

CMCD sampler connects transport and variational inference for efficient sampling.

problem Efficient sampling and generative modeling in Bayesian computation.
method Developed a principled framework using divergences on path space, CMCD sampler with adaptive dynamics.
result CMCD sampler outperforms competing approaches across various experiments.

This work proposes new methods for variational inference using gradient flows on Gaussian measures.

problem Developing algorithmic guarantees for variational inference.
method Proposes principled methods for variational inference using gradient flows on the Bures--Wasserstein space of Gaussian measures.
result Strong theoretical guarantees for log-concave posteriors.

Bayesian method clusters time series with varying dynamics.

problem Modeling and clustering time series with unknown number of clusters and dynamics.
method Hierarchical Dirichlet process and Gaussian process for modeling time series patterns and variations.
result Efficiently clusters time series with varying dynamics without unnecessary proliferation of clusters.

Bayesian neural networks improve uncertainty calibration without sacrificing accuracy.

problem Bayesian neural networks struggle with uncertainty calibration and high-dimensional geometry.
method Model uncertainty only in weight directions using a von Mises-Fisher posterior on the unit sphere, deriving a compact KL term.
result A lightweight, dimension-aware variational unit improves calibration without sacrificing accuracy.

AIF improves physical AI agents' performance in dynamic environments.

problem Physical AI agents are less capable than biological agents in open-ended real-world environments.
method Developed from probability theory, Bayesian machine learning, variational inference, and Active Inference (AIF), grounded in the Free Energy Principle.
result AIF minimizes variational free energy and is well-suited to physical constraints.

Paper addresses variational inference issues in Bayesian neural networks.

problem Negative infinite ELBO for function-space priors in BNNs.
method Regularized KL divergence for well-defined function-space variational inference.
result Method provides competitive uncertainty estimates for BNNs.

NIFTy.re accelerates imaging models and expands Gaussian processes and variational inference.

problem Slow performance and limited inference strategies in NIFTy.
method Rewritten NIFTy with new modeling principles, inference strategies, and JAX integration.
result Dramatic acceleration of models and new inference capabilities.

Bayesian parametric matrix models provide uncertainty quantification for spectral learning.

problem Uncertainty quantification in spectral learning for safety-critical applications.
method Bayesian parametric matrix models (B-PMMs) that extend PMMs to provide uncertainty estimates.
result B-PMMs achieve exceptional uncertainty calibration (ECE < 0.05) while maintaining favorable scaling.

S-VBMC improves VBMC's exploration of complex posterior distributions.

problem Efficient inference for computationally expensive models with complex posterior distributions.
method Stacking multiple independent VBMC runs to create a robust global posterior approximation.
result Significant improvements in posterior approximation quality across various applications.

New method for efficient Bayesian inference in GPSSMs.

problem Challenges in inference for Gaussian process state-space models.
method Free-form variational inference with stochastic gradient Hamiltonian Monte Carlo.
result Our method learns transition dynamics and latent states more accurately than competing methods.

We present a novel, scalable and Bayesian approach to modelling the occurrence of pairs of symbols (i,j) drawn from a large vocabulary. Observed pairs are assumed to be generated by a simple popularity based selection process followed by censoring using a preference function. By basing inference on the well-founded pri…

2014-09-09abs ↗pdf ↗

VMoER improves uncertainty quantification in MoE layers for scalable foundation models.

problem Uncertainty quantification in large-scale models like MoE layers.
method Structured Bayesian approach with amortized variational inference over routing logits and temperature parameter inference.
result Improves routing stability, reduces calibration error, and increases AUROC by 12%.

Uncertainty estimation in deep neural networks is essential for designing reliable and robust AI systems. Applications such as video surveillance for identifying suspicious activities are designed with deep neural networks (DNNs), but DNNs do not provide uncertainty estimates. Capturing reliable uncertainty estimates i…

2018-11-08abs ↗pdf ↗

SVGP KAN integrates uncertainty quantification into Kolmogorov-Arnold networks.

problem Uncertainty quantification in scientific machine learning models.
method Sparse variational Gaussian process inference with Kolmogorov-Arnold topology.
result Demonstrated ability to distinguish aleatoric and epistemic uncertainty in various scientific applications.