arXiv:2601. 07944v2 Announce Type: replace-cross Abstract: Since the turn of the century, approximate Bayesian inference has steadily evolved as new computational techniques have been incorporated to handle increasingly complex, large-scale predictive problems.
By Roy Shivam Ram Shreshtth, Arnab Hazra, Gourab Mukherjee
arXiv:2512. 22999v2 Announce Type: replace-cross Abstract: We consider problems of parameter estimation where design variables can be actively optimized to maximize information gain.
By Niels Bracher, Lars K\"uhmichel, Desi R. Ivanova, Xavier Intes, Paul-Christian B\"urkner, Stefan T. Radev
The paper investigates training diffusion models to sample from distributions defined by unnormalized densities or energy functions. It benchmarks various diffusion-structured inference techniques, including simulation-based variational methods and off-policy approaches such as continuous generative flow networks, highlighting their relative strengths and challenging some prior claims. Additionally, the authors introduce a new exploration strategy for off-policy methods that employs local search in the target space with a replay buffer, demonstrating improved sample quality across multiple target distributions.
By Marcin Sendera, Minsu Kim, Sarthak Mittal, Pablo Lemos, Luca Scimeca, Jarrid Rector-Brooks, Alexandre Adam, Yoshua Bengio, Esmeralda S. Whitammer
arXiv:2608. 08644v1 Announce Type: new Abstract: We consider the problem of sampling compositional and discrete objects from a given unnormalized posterior distribution.
By Tiago da Silva, Esmeralda S. Whitammer, Salem Lahlou
arXiv:2504. 01894v2 Announce Type: replace Abstract: We present a bifidelity method for uncertainty quantification of parameter estimates in complex systems, leveraging generative models trained to sample the target conditional distribution.
By Caroline Tatsuoka, Minglei Yang, Dongbin Xiu, Guannan Zhang
arXiv:2609.39525v1 Announce Type: new
Abstract: Casting Bayesian inference as a neural network optimization problem targeting an amortized posterior is attractive, as it extends to otherwise intracta...
By Hans Olischl\"ager, Svenja Jedhoff, \v{S}imon Kucharsk\'y, Aayush Mishra, Stefan T. Radev, Paul B\"urkner
We consider the problem of sampling compositional and discrete objects from a given unnormalized posterior distribution. Notably, recent studies have shown that this problem can be efficiently solved by learning a deterministic Markov Decision Process (MDP) that progressively builds each object in proportion to the posterior.
One of the primary challenges in Bayesian inference on the parameters of a diffusion model from discrete observations is the unavailability of an analytical expression for the transition density function between consecutive observation times, which is needed to derive the likelihood function. Extending previous studies that solve Fokker-Planck (FP) type partial differential equations with Normalizing Flows, we propose a new Normalizing Flow architecture to learn the transition density function of the diffusion process between two observation times.
arXiv:2609.40024v1 Announce Type: new
Abstract: We develop a general method for amortized Bayesian inference on multilevel models of arbitrary structure. Given a generative model specified as a direc...
By Daniel Habermann, Andreas Bulling, Stefan T. Radev, Paul-Christian B\"urkner
We develop a general method for amortized Bayesian inference on multilevel models of arbitrary structure. Given a generative model specified as a directed acyclic graph, our method automatically deriv...
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
arXiv:2606. 04324v1 Announce Type: new Abstract: One of the primary challenges in Bayesian inference on the parameters of a diffusion model from discrete observations is the unavailability of an analytical expression for the transition density function between consecutive observation times, which is needed to derive the likelihood function.
By Riccardo Saporiti, Fabio Nobile