arXiv Machine Learning

A variational Bayes approach to inference for low-dimensional parameters in high-dimensional linear regression

arXiv:2406. 12659v3 Announce Type: replace-cross Abstract: We propose a scalable variational Bayes method for statistical inference for a single or pre-specified low-dimensional subset of the coordinates of a high-dimensional parameter in sparse linear regression.

arXiv Machine Learning
Jun 15

Implicit Variational Rejection Sampling

arXiv:2606. 14235v1 Announce Type: new Abstract: Variational Inference (VI) is a fundamental inference technique in Bayesian machine learning for approximating complex posterior distributions.

By Jian Xu, Shigui Li, Wei Chen, Jiacheng Li, Zhiqi Lin, Delu Zeng, Xinghao Ding, John Paisley, Qibin Zhao