Approximate Bayesian Inference with Implicit Stochastic Processes
S. Rodríguez Santana, B. Zaldívar, D. Hernández Lobato
Implicit Processes (IPs) can be used as a flexible framework to describe a wide variety of models, ranging from Bayesian neural networks to neural samplers, normalizing flows and many others. IPs also allow for approximate inference in function-space, and this formulation solves intrinsic degenerate problems of regular parameter-space approximate Bayesian inference. These issues concern the high number of parameters and their strong dependencies in large models. Because of this, previous works in the literature have attempted to employ IPs both to set up the prior and to approximate the resulting posterior. However, this has proven to be a challenging task, being unable to both (i) tune the prior IP parameters according to data, and (ii) produce flexible predictive distributions (mostly restricted to be Gaussian). We will study previous contributions and showcase some new ideas included in our recently proposed method, which can accomplish both goals simultaneously for the first time.
Keywords: Function-space inference, approximate Bayesian inference, implicit stochastic processes
Scheduled
Bayesian methods
June 7, 2022 4:50 PM
Audiovisual room
Other papers in the same session
H. Sun, S. Cabras
C. Ausin, M. Kalli
M. Martínez Pizarro, J. Martín Jiménez, E. López Sanjuán, M. I. Parra Arévalo
Á. Berihuete, M. Sánchez Sánchez, A. Suárez Llorens
Latest news
-
6/8/22
Visit Alhambra
Tomorrow, Thursday, we will visit the Alhambra. 1. At 7:00 p.m., buses will start leaving from the door of the Hotel Granada Center (in front of the door of the Faculty of Sciences) 2. Upon arrival, groups with guides will be organized. 3. There will be groups in English language. These groups will wait at the destination until the arrival of all buses. 4. After the visit to the Alhambra we will walk to the Carmen de los Mártires to have a cocktail. 5. On the way back, we can go back by bus, which will leave from the same place where they left us at the Alhambra. 6. Although the way to the Alhambra by bus seems long, it really is close to the city. We invite you, whoever wishes, to go down for a pleasant walk. 7. Do not forget to take your Alhambra ticket and your identity card or passport. The document must be the same whose number matches the ticket number you have.
-
5/31/22
YouTube Channel
The menu label is already on the web from where you can see the live broadcasts: inauguration, plenary sessions, round tables,... Don't forget to enter the YouTube channel and subscribe!!!!
-
5/27/22
Gala Dinner
It opens the possibility that anyone who is registered for the conference, and wants non-registered companions to attend the gala dinner, can do so by paying the price of this dinner (80 euros VAT included). This payment must be made before June 1 (inclusive). To do this, contact with [email protected]
-
5/23/22
IMPORTANT WARNING
To access the Alhambra on the visit on Thursday 9, it is obligatory to present the identification document whose reference was sent to the organization (eurocongress)
-
5/16/22
Social Events
All social events are included with the payment of the corresponding registration.
