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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
The split Gibbs sampler revisited: improvements to its al...
Marcelo Pereyra, Luis A. Vargas-Mieles, Konstantinos C. Zygalaki · 2022-06-28 · via stat.ML updates on arXiv.org

Developing efficient Bayesian computation algorithms for imaging inverse problems is challenging due to the dimensionality involved and because Bayesian imaging models are often not smooth. Current state-of-the-art methods often address these difficulties by replacing the posterior density with a smooth approximation that is amenable to efficient exploration by using Langevin Markov chain Monte Carlo (MCMC) methods. An alternative approach is based on data augmentation and relaxation, where auxiliary variables are introduced in order to construct an approximate augmented posterior distribution that is amenable to efficient exploration by Gibbs sampling. This paper proposes a new accelerated proximal MCMC method called latent space SK-ROCK (ls SK-ROCK), which tightly combines the benefits of the two aforementioned strategies. Additionally, instead of viewing the augmented posterior distribution as an approximation of the original model, we propose to consider it as a generalisation of this model. Following on from this, we empirically show that there is a range of values for the relaxation parameter for which the accuracy of the model improves, and propose a stochastic optimisation algorithm to automatically identify the optimal amount of relaxation for a given problem. In this regime, ls SK-ROCK converges faster than competing approaches from the state of the art, and also achieves better accuracy since the underlying augmented Bayesian model has a higher Bayesian evidence. The proposed methodology is demonstrated with a range of numerical experiments related to image deblurring and inpainting, as well as with comparisons with alternative approaches from the state of the art. An open-source implementation of the proposed MCMC methods is available from https://github.com/luisvargasmieles/ls-MCMC.