arXiv Machine Learning

Predictive variational inference: Learn the predictively optimal posterior distribution

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.

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
arXiv AI
Jul 29

Rethinking Likelihood distributions: Student's t Likelihood Boosts Bayesian Neural Network Performance

arXiv:2607. 25376v1 Announce Type: cross Abstract: In Bayesian neural networks (BNNs), variational inference is a widely adopted framework for modeling uncertainty in a distributional way, with the evidence lower bound (ELBO) serving as the standard objective function.

By Pei-Hsuan Hsia, Lars H. Heyen, Arvid Weyrauch, Markus Goetz, Achim Streit, Sebastian Krumscheid, Charlotte Debus