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:2607. 27023v1 Announce Type: new Abstract: Evaluating large generative models across benchmarks is time-consuming and computationally expensive.
By Paula Cordero Encinar, Taylan Cemgil, Arnaud Doucet, Virginia Aglietti, Silvia Chiappa
arXiv:2608. 09348v1 Announce Type: new Abstract: Density estimation underlies many unsupervised tasks on tabular data such as anomaly detection, out-of-distribution detection, and data augmentation.
By Patryk Marsza{\l}ek, Jacek Tabor, Marek \'Smieja
arXiv:2608.21729v1 Announce Type: new
Abstract: Simulation-Based Inference (SBI) serves as a vital framework for parameter inference in scientific fields where simulators involve intractable likeliho...
By Yichen Zang, Song Liu, Jiun-Yi Lin
The paper introduces prequential posteriors, a Bayesian approach that uses a predictive‑sequential loss function to update deep generative forecasting models (DGFMs) when new data arrive. By adopting a consistency notion suitable for model misspecification, the authors prove that both the loss minimizer and the posterior concentrate on parameters with optimal predictive performance. Scalable inference is achieved with parallelisable waste‑free sequential Monte Carlo samplers that employ preconditioned gradient kernels, and the method is validated on synthetic and real meteorological time‑series data.
By Shreya Sinha-Roy, Richard G. Everitt, Christian P. Robert, Ritabrata Dutta
Hierarchical data is ubiquitous in the empirical sciences and is most commonly analyzed with generalized linear mixed-effects models (GLMMs). Bayesian inference for GLMMs yields calibrated uncertainty...