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.

168,695 papers · 148 categories

Trend · papers per month

1345 · Jun 201219922001200920172026
48 results for variational-Bayesian

We review three algorithms for Latent Dirichlet Allocation (LDA). Two of them are variational inference algorithms: Variational Bayesian inference and Online Variational Bayesian inference and one is Markov Chain Monte Carlo (MCMC) algorithm -- Collapsed Gibbs sampling. We compare their time complexity and performance.…

2013-07-01abs ↗pdf ↗

The article describe the model, derivation, and implementation of variational Bayesian inference for linear and logistic regression, both with and without automatic relevance determination. It has the dual function of acting as a tutorial for the derivation of variational Bayesian inference for simple models, as well a…

2013-10-21abs ↗pdf ↗

BayesPy is an open-source Python software package for performing variational Bayesian inference. It is based on the variational message passing framework and supports conjugate exponential family models. By removing the tedious task of implementing the variational Bayesian update equations, the user can construct model…

2014-10-03abs ↗pdf ↗

Unified approach to DP problems using Gumbel distribution and variational Bayesian inference.

problem Solving classical optimal path problems in a probabilistic framework.
method Gumbel distribution and variational Bayesian inference for latent optimal paths.
result Unified approach transforms DP problems into directed acyclic graphs with Gibbs distribution.

Variational Bayesian neural networks (BNNs) perform variational inference over weights, but it is difficult to specify meaningful priors and approximate posteriors in a high-dimensional weight space. We introduce functional variational Bayesian neural networks (fBNNs), which maximize an Evidence Lower BOund (ELBO) defi…

2019-03-14abs ↗pdf ↗

We present a fast variational Bayesian algorithm for performing non-negative matrix factorisation and tri-factorisation. We show that our approach achieves faster convergence per iteration and timestep (wall-clock) than Gibbs sampling and non-probabilistic approaches, and do not require additional samples to estimate t…

2016-10-26abs ↗pdf ↗

Improved phylogenetic inference with normalizing flows.

problem Limitations of current diagonal Lognormal branch length approximation in VBPI.
method Proposes VBPI-NF using normalizing flows to handle non-Euclidean branch length space.
result Significantly improves phylogenetic posterior estimation on real data.

Improved phylogenetic inference using VBPI-Mixtures for tree topology and branch length.

problem Multimodality of tree-topology posterior distributions in phylogenetic inference.
method VBPI-Mixtures algorithm that uses mixture learning within the BBVI framework.
result VBPI-Mixtures captures tree-topology distributions better than VBPI.

Complex network reconstruction is a hot topic in many fields. Currently, the most popular data-driven reconstruction framework is based on lasso. However, it is found that, in the presence of noise, lasso loses efficiency for weighted networks. This paper builds a new framework to cope with this problem. The key idea i…

2018-12-11abs ↗pdf ↗

Unified theory linking Bayesian and ensemble methods in deep learning.

problem Uncertainty quantification in deep learning.
method Reformulating optimisation as convex optimisation in probability measures, studying Wasserstein gradient flows.
result Unified theory explaining success of deep ensembles over variational inference.

Variational Bayesian inference and (collapsed) Gibbs sampling are the two important classes of inference algorithms for Bayesian networks. Both have their advantages and disadvantages: collapsed Gibbs sampling is unbiased but is also inefficient for large count values and requires averaging over many samples to reduce …

2012-06-13abs ↗pdf ↗

VCoTTA uses variational Bayesian methods to adapt models under continuous domain shifts.

problem Error accumulation in continual test-time adaptation.
method VCoTTA employs variational Bayesian techniques to update a Bayesian Neural Network (BNN) during testing, combining priors from source and teacher models.
result VCoTTA effectively mitigates error accumulation in CTTA, as shown by experimental results on three datasets.

Clarifies EM algorithm and variational Bayesian inference concepts.

problem Gaps in AI literature understanding of EM and variational concepts.
method Tutorial presentation of EM algorithm, variational Bayesian inference, and autoencoded variational Bayes.
result Establishes clear links between EM and variational methods.

Two novel distributed VB algorithms improve Bayesian inference in sensor networks.

problem Efficient inference in Bayesian frameworks for sensor networks.
method Two novel distributed VB algorithms for general Bayesian inference, using stochastic natural gradient and ADMM.
result Distributed algorithms perform nearly as well as centralized ones, demonstrating excellent performance.

Bayes-CATSI uses variational Bayesian deep learning for medical time series data imputation.

problem Missing values in medical time series data.
method Bayes-CATSI integrates variational inference for uncertainty quantification and context-aware imputation.
result Bayes-CATSI outperforms CATSI by 9.57% in imputation performance.

Improved phylogenetic tree reconstruction using flexible branch length distributions.

problem Inefficient Markov chain Monte Carlo methods for large sequence datasets.
method Variational Bayesian phylogenetic inference with semi-implicit branch length distributions.
result Proposed method improves marginal likelihood estimation and branch length posterior approximation.

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.

Bayesian method improves online NARMAX model identification.

problem Online identification of nonlinear systems with small sample sizes and low noise.
method Variational Bayesian inference using message passing algorithm for polynomial NARMAX models.
result Variational Bayesian estimator outperforms recursive and offline least-squares methods.

This note is concerned with an accurate and computationally efficient variational bayesian treatment of mixed-effects modelling. We focus on group studies, i.e. empirical studies that report multiple measurements acquired in multiple subjects. When approached from a bayesian perspective, such mixed-effects models typic…

2019-03-21abs ↗pdf ↗

Stochastic LWTA networks resist adversarial attacks while maintaining accuracy.

problem Adversarial robustness of neural networks.
method Replaced ReLU with stochastic LWTA activations, trained with Variational Bayesian and PGD.
result Stochastic LWTA networks achieve state-of-the-art robustness against adversarial attacks.

A new memory-efficient sign language translation model reduces weight usage.

problem Memory constraints in real-time sign language translation.
method Variational Bayesian sequence-to-sequence network with Gaussian posterior and Indian Buffet Process prior.
result The proposed model achieves substantial weight compression without compromising performance.

VALC provides concept-level interpretations of FLMs, overcoming word-level limitations.

problem Lack of higher-level structure interpretation in FLMs' attention weights.
method Formal definition of conceptual interpretation, variational Bayesian framework (VALC).
result VALC finds optimal language concepts for FLM predictions, providing concept-level interpretations.

Advances variational Bayesian neural networks using singular learning theory.

problem Discrepancies between predictive performance and variational objective in BNNs.
method Corrected asymptotic form of singular posterior distributions to inform variational family design.
result Improvements in variational free energy and generalization error with proposed normalizing flow.

A new method clusters data from multiple sources using a mixture of multilayer SBMs.

problem Aggregating multiple clustering results from different data sources.
method Uses a mixture of multilayer Stochastic Block Models (SBM) to group co-membership matrices.
result Identifies and clusters observations based on their specificities within components.

GeoPhy uses geometric gradients to efficiently infer phylogenetic trees from molecular data.

problem Challenges in accurately inferring species relationships from molecular data due to combinatorially vast tree topologies.
method Introduces a novel, fully differentiable formulation of phylogenetic inference using geometric spaces and variational Bayesian methods.
result Significantly outperforms other approximate Bayesian methods in inferring phylogenetic trees.

Stochastic VB improves nonlinear model inference speed and accuracy.

problem Bayesian inference of nonlinear models from noisy data.
method Stochastic Variational Bayesian (VB) inference for nonlinear models.
result Stochastic VB achieves comparable parameter recovery to analytical solution but is faster.

Many probabilistic models of interest in scientific computing and machine learning have expensive, black-box likelihoods that prevent the application of standard techniques for Bayesian inference, such as MCMC, which would require access to the gradient or a large number of likelihood evaluations. We introduce here a n…

2018-10-12abs ↗pdf ↗

Novel framework predicts cell responses to perturbations using GRNs.

problem Predicting cellular responses to perturbations for drug discovery and personalized therapeutics.
method Graph variational Bayesian causal inference framework with refined GRNs and robust estimator.
result Enhanced model performance and robust estimation of perturbation effects.