arXiv:2512. 04954v3 Announce Type: replace Abstract: We present a novel technique for amortized posterior estimation using Normalizing Flows trained with likelihood-weighted importance sampling.
By Rajneil Baruah
arXiv:2606. 13818v1 Announce Type: new Abstract: This thesis investigates how Bayesian principles can deepen our understanding of modern deep learning systems.
By Luis A. Ortega
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
The paper introduces a new variational inference framework that uses tangent transformations to handle strongly super‑Gaussian likelihoods across a wide range of probability models. By constructing tangent minorants of the log‑likelihood through convex duality, the method achieves conjugacy with Gaussian priors, enabling tractable inference where traditional approaches struggle. The authors provide algorithmic convergence guarantees and near‑parametric risk bounds, and demonstrate superior scalability and accuracy on both simulated and real‑world datasets compared to existing variational algorithms.
By Somjit Roy, Pritam Dey, Debdeep Pati, Bani K. Mallick
arXiv:2606. 25882v1 Announce Type: new Abstract: DGPs are probabilistic models with remarkable prediction performance that concatenate GPs across several layers.
By Francisco Javier S\'aez-Maldonado, Juan Maro\~nas, Daniel Hern\'andez-Lobato
arXiv:2502. 07580v4 Announce Type: replace Abstract: We present a novel view of diffusion-like generative modeling from the perspective of iterative Gaussian posterior inference.
By Marten Lienen, Marcel Kollovieh, Stephan G\"unnemann
The paper introduces NeVI‑Cut, a modular variational inference method for cut‑Bayes that does not require access to upstream data or models. It approximates the cut‑posterior by minimizing the expected downstream conditional Kullback‑Leibler divergence, using conditional normalizing flows as the variational family. The authors provide fixed‑data convergence rates, establish uniform KL approximation results for flow classes, and demonstrate the algorithm’s speed and accuracy on several applications.
By Jiafang Song, Sandipan Pramanik, Abhirup Datta
arXiv:2605. 15407v3 Announce Type: replace-cross Abstract: We consider amortized Bayesian inference for nonlinear inverse problems using only samples from the joint distribution of parameters and observations, including problems with unknown functions in a Banach space.
By Ricardo Baptista, Hojjat Kaveh, Andrew M. Stuart
arXiv:2210.00580v4 Announce Type: replace
Abstract: This paper builds bridges between two families of probabilistic algorithms: (hierarchical) variational inference (VI), which is typically used to m...
By Esmeralda S. Whitammer, Salem Lahlou, Tristan Deleu, Xu Ji, Edward Hu, Katie Everett, Dinghuai Zhang, Yoshua Bengio
arXiv:2410. 14843v4 Announce Type: replace-cross Abstract: Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification.
By Jinlin Lai, Antonio Linero, Yuling Yao
arXiv:2603. 14798v2 Announce Type: replace-cross Abstract: We propose a machine-learning algorithm for Bayesian inverse problems in the function-space regime.
By Zilan Cheng, Li-Lian Wang, Zhongjian Wang
arXiv:2610.01034v1 Announce Type: cross
Abstract: Bayesian inference increasingly uses informative but implicit priors represented only by samples, such as historical ensembles, simulator outputs, an...
By Hoang Phuc Hau Luu, Marcelo Hartmann, Zhongjian Wang