arXiv Statistics ML

Federated Martingale Posterior Samping

The paper introduces Federated Martingale Posterior (FMP) sampling, a one‑shot, embarrassingly parallel method for federated Bayesian neural networks. FMP replaces the traditional prior–likelihood framework with a predictive distribution, allowing each client to upload only a small set of trainable data embeddings while the server performs predictive sampling centrally. Experiments demonstrate that FMP closely matches the performance of a centralized approach and achieves the lowest mean expected calibration error among evaluated one‑shot federated methods.

arXiv AI
Oct 9

When Has a Bayesian Neural Network Sampled Enough? Adaptive Inference Time with Statistical Guarantees

The paper introduces a method that uses confidence sequences to adaptively determine the number of Monte Carlo samples needed for Bayesian neural network predictions, ensuring statistical guarantees. It applies to tasks such as class identification, full predictive distribution approximation, and probability-threshold decisions, stopping sampling once the desired confidence is achieved. Experiments demonstrate efficient computational budgeting, allocating more samples to ambiguous inputs, preserving decision reliability, and reducing overall latency compared to a fixed sample budget.

By Fabian Denoodt, Sibylle Hess
arXiv Machine Learning
Sep 7

PACE: Propagation-Aware Collaborative Correction for One-Shot Personalized Federated Graph Learning

PACE introduces a propagation‑aware collaborative correction for one‑shot personalized federated graph learning. Each client sends a rank‑r update and a diagonal sketch of message moments, allowing the server to construct a correction that anchors to the receiver’s local model. A convex negative‑log‑likelihood calibration selects a single coefficient to blend local and external logits, improving accuracy and weighted‑F1 on most datasets while preserving local predictions when the correction is unhelpful.

By Ruizhe Huang, Chengran Li, Xiaochuan Shi
arXiv Machine Learning
Oct 12

How Well Do Prior-Data Fitted Networks Amortize Bayesian Inference?

The paper investigates how well Prior-Data Fitted Networks (PFNs) approximate Bayesian posterior predictive distributions (PPDs). By decomposing deployment error into prior, context, and amortization components, the authors find that PFNs generally recover the target PPD accurately, but residual amortization errors remain in rare settings, leading to disagreement among independently pretrained models. They demonstrate that Bayesian model averaging can consistently reduce this uncertainty and improve predictions, even matching full-size TabICLv2 models.

By Manuel H\"ulskamp, Julius Kobialka, Emanuel Sommer, Thomas Nagler, David R\"ugamer
arXiv AI
Jun 2

Efficient Weighted Sampling via Score-based Generative Models

arXiv:2502. 04646v2 Announce Type: replace-cross Abstract: Weighted sampling -- sampling from a probability density function (PDF) proportional to the product of a base PDF and a weight function -- is a fundamental technique with wide-ranging applications in variance reduction, biased sampling, data augmentation, and more.

By Heasung Kim, Taekyun Lee, Hyeji Kim, Gustavo de Veciana
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