Functional variational inference based on stochastic process generators

C Ma, JM Hernández-Lobato - Advances in Neural …, 2021 - proceedings.neurips.cc
Bayesian inference in the space of functions has been an important topic for Bayesian
modeling in the past. In this paper, we propose a new solution to this problem called …

Alpha-divergence variational inference meets importance weighted auto-encoders: Methodology and asymptotics

K Daudel, J Benton, Y Shi, A Doucet - Journal of Machine Learning …, 2023 - jmlr.org
Several algorithms involving the Variational Rényi (VR) bound have been proposed to
minimize an alpha-divergence between a target posterior distribution and a variational …

[HTML][HTML] Long-term financial predictions based on feynman–dirac path integrals, deep bayesian networks and temporal generative adversarial networks

F Soleymani, E Paquet - Machine Learning with Applications, 2022 - Elsevier
This paper presents a new deep learning framework, QuantumPath, for long-term stock price
prediction, which is of great significance in portfolio management and risk mitigation …

Pseudo-likelihood inference

T Gruner, B Belousov, F Muratore… - Advances in …, 2024 - proceedings.neurips.cc
Abstract Simulation-Based Inference (SBI) is a common name for an emerging family of
approaches that infer the model parameters when the likelihood is intractable. Existing SBI …

Function-space inference with sparse implicit processes

SR Santana, B Zaldivar… - arXiv preprint arXiv …, 2021 - arxiv.org
Implicit Processes (IPs) represent a flexible framework that can be used to describe a wide
variety of models, from Bayesian neural networks, neural samplers and data generators to …

Variational linearized Laplace approximation for Bayesian deep learning

LA Ortega, SR Santana… - arXiv preprint arXiv …, 2023 - arxiv.org
The Linearized Laplace Approximation (LLA) has been recently used to perform uncertainty
estimation on the predictions of pre-trained deep neural networks (DNNs). However, its …

Asynchronous nonuniform distributed multitarget tracking filter based on asymmetric alpha-divergence consensus

Y Zhou, L Yan, H Li, Y Xia - IEEE Transactions on Aerospace …, 2022 - ieeexplore.ieee.org
With more and more extensive applications of target tracking, distributed multitarget tracking
(DMT) becomes an important research direction. However, the synchronization …

Deep variational implicit processes

LA Ortega, SR Santana… - arXiv preprint arXiv …, 2022 - arxiv.org
Implicit processes (IPs) are a generalization of Gaussian processes (GPs). IPs may lack a
closed-form expression but are easy to sample from. Examples include, among others …

Fixed-Mean Gaussian Processes for Post-hoc Bayesian Deep Learning

LA Ortega, S Rodríguez-Santana… - arXiv preprint arXiv …, 2024 - arxiv.org
Recently, there has been an increasing interest in performing post-hoc uncertainty
estimation about the predictions of pre-trained deep neural networks (DNNs). Given a pre …

Alpha Entropy Search for New Information-based Bayesian Optimization

D Fernández-Sánchez, EC Garrido-Merchán… - arXiv preprint arXiv …, 2024 - arxiv.org
Bayesian optimization (BO) methods based on information theory have obtained state-of-the-
art results in several tasks. These techniques heavily rely on the Kullback-Leibler (KL) …