Multi-site MRI studies often suffer from site-specific variations arising from differences in methodology, hardware, and acquisition protocols, thereby compromising accuracy and reliability in clinical AI/ML tasks. We present PRISM (Privacy-preserving Inter-Site MRI Harmonization), a novel Deep Learning framework for harmonizing structural brain MRI across multiple sites while preserving data privacy. PRISM employs a dual-branch autoencoder with contrastive learning and variational inference to disentangle anatomical features from style and site-specific variations, enabling unpaired image translation without traveling subjects or multiple MRI modalities. Our modular design allows harmonization to any target site and seamless integration of new sites without the need for retraining or fine-tuning. Using multi-site structural MRI data, we demonstrate PRISM's effectiveness in downstream tasks such as brain tissue segmentation and validate its harmonization performance through multiple experiments. Our framework addresses key challenges in medical AI/ML, including data privacy, distribution shifts, model generalizability and interpretability. Code is available at https://github.com/saranggalada/PRISM
In this paper, we derive a new Kalman filter with probabilistic data association between measurements and states. We formulate a variational inference problem to approximate the posterior density of the state conditioned on the measurement data. We view the unknown data association as a latent variable and apply Expectation Maximization (EM) to obtain a filter with update step in the same form as the Kalman filter but with expanded measurement vector of all potential associations. We show that the association probabilities can be computed as permanents of matrices with measurement likelihood entries. We also propose an ambiguity check that associates only a subset of ambiguous measurements and states probabilistically, thus reducing the association time and preventing low-probability measurements from harming the estimation accuracy. Experiments in simulation show that our filter achieves lower tracking errors than the well-established joint probabilistic data association filter (JPDAF), while running at comparable rate. We also demonstrate the effectiveness of our filter in multi-object tracking (MOT) on multiple real-world datasets, including MOT17, MOT20, and DanceTrack. We achieve better higher order tracking accuracy (HOTA) than previous Kalman-filter methods and remain real-time. Associating only bounding boxes without deep features or velocities, our method ranks top-10 on both MOT17 and MOT20 in terms of HOTA. Given offline detections, our algorithm tracks at 250+ fps on a single laptop CPU. Code is available at https://github.com/hwcao17/pkf.
Many important phenomena in scientific fields such as climate, neuroscience, and epidemiology are naturally represented as spatiotemporal gridded data with complex interactions. For example, in climate science, researchers aim to uncover how large-scale events, such as the North Atlantic Oscillation (NAO) and the Antarctic Oscillation (AAO), influence other global processes. Inferring causal relationships from these data is a challenging problem compounded by the high dimensionality of such data and the correlations between spatially proximate points. We present SPACY (SPAtiotemporal Causal discoverY), a novel framework based on variational inference, designed to explicitly model latent time-series and their causal relationships from spatially confined modes in the data. Our method uses an end-to-end training process that maximizes an evidence-lower bound (ELBO) for the data likelihood. Theoretically, we show that, under some conditions, the latent variables are identifiable up to transformation by an invertible matrix. Empirically, we show that SPACY outperforms state-of-the-art baselines on synthetic data, remains scalable for large grids, and identifies key known phenomena from real-world climate data.
In this paper, we derive variational inference upper-bounds on the log-partition function of pairwise Markov random fields on the Boolean hypercube, based on quantum relaxations of the Kullback-Leibler divergence. We then propose an efficient algorithm to compute these bounds based on primal-dual optimization. An improvement of these bounds through the use of ''hierarchies,'' similar to sum-of-squares (SoS) hierarchies is proposed, and we present a greedy algorithm to select among these relaxations. We carry extensive numerical experiments and compare with state-of-the-art methods for this inference problem.
This paper introduces the risk-sensitive control as inference (RCaI) that extends CaI by using R\'{e}nyi divergence variational inference. RCaI is shown to be equivalent to log-probability regularized risk-sensitive control, which is an extension of the maximum entropy (MaxEnt) control. We also prove that the risk-sensitive optimal policy can be obtained by solving a soft Bellman equation, which reveals several equivalences between RCaI, MaxEnt control, the optimal posterior for CaI, and linearly-solvable control. Moreover, based on RCaI, we derive the risk-sensitive reinforcement learning (RL) methods: the policy gradient and the soft actor-critic. As the risk-sensitivity parameter vanishes, we recover the risk-neutral CaI and RL, which means that RCaI is a unifying framework. Furthermore, we give another risk-sensitive generalization of the MaxEnt control using R\'{e}nyi entropy regularization. We show that in both of our extensions, the optimal policies have the same structure even though the derivations are very different.
General state-space models (SSMs) are widely used in statistical machine learning and are among the most classical generative models for sequential time-series data. SSMs, comprising latent Markovian states, can be subjected to variational inference (VI), but standard VI methods like the importance-weighted autoencoder (IWAE) lack functionality for streaming data. To enable online VI in SSMs when the observations are received in real time, we propose maximising an IWAE-type variational lower bound on the asymptotic contrast function, rather than the standard IWAE ELBO, using stochastic approximation. Unlike the recursive maximum likelihood method, which directly maximises the asymptotic contrast, our approach, called online sequential IWAE (OSIWAE), allows for online learning of both model parameters and a Markovian recognition model for inferring latent states. By approximating filter state posteriors and their derivatives using sequential Monte Carlo (SMC) methods, we create a particle-based framework for online VI in SSMs. This approach is more theoretically well-founded than recently proposed online variational SMC methods. We provide rigorous theoretical results on the learning objective and a numerical study demonstrating the method's efficiency in learning model parameters and particle proposal kernels.
We develop EigenVI, an eigenvalue-based approach for black-box variational inference (BBVI). EigenVI constructs its variational approximations from orthogonal function expansions. For distributions over $\mathbb{R}^D$, the lowest order term in these expansions provides a Gaussian variational approximation, while higher-order terms provide a systematic way to model non-Gaussianity. These approximations are flexible enough to model complex distributions (multimodal, asymmetric), but they are simple enough that one can calculate their low-order moments and draw samples from them. EigenVI can also model other types of random variables (e.g., nonnegative, bounded) by constructing variational approximations from different families of orthogonal functions. Within these families, EigenVI computes the variational approximation that best matches the score function of the target distribution by minimizing a stochastic estimate of the Fisher divergence. Notably, this optimization reduces to solving a minimum eigenvalue problem, so that EigenVI effectively sidesteps the iterative gradient-based optimizations that are required for many other BBVI algorithms. (Gradient-based methods can be sensitive to learning rates, termination criteria, and other tunable hyperparameters.) We use EigenVI to approximate a variety of target distributions, including a benchmark suite of Bayesian models from posteriordb. On these distributions, we find that EigenVI is more accurate than existing methods for Gaussian BBVI.
Recently, through a unified gradient flow perspective of Markov chain Monte Carlo (MCMC) and variational inference (VI), particle-based variational inference methods (ParVIs) have been proposed that tend to combine the best of both worlds. While typical ParVIs such as Stein Variational Gradient Descent (SVGD) approximate the gradient flow within a reproducing kernel Hilbert space (RKHS), many attempts have been made recently to replace RKHS with more expressive function spaces, such as neural networks. While successful, these methods are mainly designed for sampling from unconstrained domains. In this paper, we offer a general solution to constrained sampling by introducing a boundary condition for the gradient flow which would confine the particles within the specific domain. This allows us to propose a new functional gradient ParVI method for constrained sampling, called constrained functional gradient flow (CFG), with provable continuous-time convergence in total variation (TV). We also present novel numerical strategies to handle the boundary integral term arising from the domain constraints. Our theory and experiments demonstrate the effectiveness of the proposed framework.
In this paper, we present a novel method for pile-up removal of pp interactions using variational inference with diffusion models, called Vipr. Instead of using classification methods to identify which particles are from the primary collision, a generative model is trained to predict the constituents of the hard-scatter particle jets with pile-up removed. This results in an estimate of the full posterior over hard-scatter jet constituents, which has not yet been explored in the context of pile-up removal. We evaluate the performance of Vipr in a sample of jets from simulated $t\bar{t}$ events overlain with pile-up contamination. Vipr outperforms SoftDrop in predicting the substructure of the hard-scatter jets over a wide range of pile-up scenarios.
This paper presents a variant of the Multinomial mixture model tailored to the unsupervised classification of short text data. While the Multinomial probability vector is traditionally assigned a Dirichlet prior distribution, this work explores an alternative formulation based on the Beta-Liouville distribution, which offers a more flexible correlation structure than the Dirichlet. We examine the theoretical properties of the Beta-Liouville distribution, with particular focus on its conjugacy with the Multinomial likelihood. This property enables the derivation of update equations for a CAVI (Coordinate Ascent Variational Inference) algorithm, facilitating approximate posterior inference of the model parameters. In addition, we introduce a stochastic variant of the CAVI algorithm to enhance scalability. The paper concludes with empirical examples demonstrating effective strategies for selecting the Beta-Liouville hyperparameters.
Emergent communication, driven by generative models, enables agents to develop a shared language for describing their individual views of the same objects through interactions. Meanwhile, self-supervised learning (SSL), particularly SimSiam, uses discriminative representation learning to make representations of augmented views of the same data point closer in the representation space. Building on the prior work of VI-SimSiam, which incorporates a generative and Bayesian perspective into the SimSiam framework via variational inference (VI) interpretation, we propose SimSiam+VAE, a unified approach for both representation learning and emergent communication. SimSiam+VAE integrates a variational autoencoder (VAE) into the predictor of the SimSiam network to enhance representation learning and capture uncertainty. Experimental results show that SimSiam+VAE outperforms both SimSiam and VI-SimSiam. We further extend this model into a communication framework called the SimSiam Naming Game (SSNG), which applies the generative and Bayesian approach based on VI to develop internal representations and emergent language, while utilizing the discriminative process of SimSiam to facilitate mutual understanding between agents. In experiments with established models, despite the dynamic alternation of agent roles during interactions, SSNG demonstrates comparable performance to the referential game and slightly outperforms the Metropolis-Hastings naming game.
Black-box variational inference (BBVI) scales poorly to high-dimensional problems when it is used to estimate a multivariate Gaussian approximation with a full covariance matrix. In this paper, we extend the batch-and-match (BaM) framework for score-based BBVI to problems where it is prohibitively expensive to store such covariance matrices, let alone to estimate them. Unlike classical algorithms for BBVI, which use stochastic gradient descent to minimize the reverse Kullback-Leibler divergence, BaM uses more specialized updates to match the scores of the target density and its Gaussian approximation. We extend the updates for BaM by integrating them with a more compact parameterization of full covariance matrices. In particular, borrowing ideas from factor analysis, we add an extra step to each iteration of BaM--a patch--that projects each newly updated covariance matrix into a more efficiently parameterized family of diagonal plus low rank matrices. We evaluate this approach on a variety of synthetic target distributions and real-world problems in high-dimensional inference.
Non-Gaussian likelihoods are essential for modelling complex real-world observations but pose significant computational challenges in learning and inference. Even with Gaussian priors, non-Gaussian likelihoods often lead to analytically intractable posteriors, necessitating approximation methods. To this end, we propose efficient schemes to approximate the effects of non-Gaussian likelihoods by Gaussian densities based on variational inference and moment matching in transformed bases. These enable efficient inference strategies originally designed for models with a Gaussian likelihood to be deployed. Our empirical results demonstrate that the proposed matching strategies attain good approximation quality for binary and multiclass classification in large-scale point-estimate and distributional inferential settings. In challenging streaming problems, the proposed methods outperform all existing likelihood approximations and approximate inference methods in the exact models. As a by-product, we show that the proposed approximate log-likelihoods are a superior alternative to least-squares on raw labels for neural network classification.
The Fokker-Planck equation can be reformulated as a continuity equation, which naturally suggests using the associated velocity field in particle flow methods. While the resulting probability flow ODE offers appealing properties - such as defining a gradient flow of the Kullback-Leibler divergence between the current and target densities with respect to the 2-Wasserstein distance - it relies on evaluating the current probability density, which is intractable in most practical applications. By closely examining the drawbacks of approximating this density via kernel density estimation, we uncover opportunities to turn these limitations into advantages in contexts such as variational inference, kernel mean embeddings, and sequential Monte Carlo.
Differential privacy (DP) provides robust privacy guarantees for statistical inference, but this can lead to unreliable results and biases in downstream applications. While several noise-aware approaches have been proposed which integrate DP perturbation into the inference, they are limited to specific types of simple probabilistic models. In this work, we propose a novel method for noise-aware approximate Bayesian inference based on stochastic gradient variational inference which can also be applied to high-dimensional and non-conjugate models. We also propose a more accurate evaluation method for noise-aware posteriors. Empirically, our inference method has similar performance to existing methods in the domain where they are applicable. Outside this domain, we obtain accurate coverages on high-dimensional Bayesian linear regression and well-calibrated predictive probabilities on Bayesian logistic regression with the UCI Adult dataset.
Inference in both brains and machines can be formalized by optimizing a shared objective: maximizing the evidence lower bound (ELBO) in machine learning, or minimizing variational free energy (F) in neuroscience (ELBO = -F). While this equivalence suggests a unifying framework, it leaves open how inference is implemented in neural systems. Here, we show that online natural gradient descent on F, under Poisson assumptions, leads to a recurrent spiking neural network that performs variational inference via membrane potential dynamics. The resulting model -- the iterative Poisson variational autoencoder (iP-VAE) -- replaces the encoder network with local updates derived from natural gradient descent on F. Theoretically, iP-VAE yields a number of desirable features such as emergent normalization via lateral competition, and hardware-efficient integer spike count representations. Empirically, iP-VAE outperforms both standard VAEs and Gaussian-based predictive coding models in sparsity, reconstruction, and biological plausibility. iP-VAE also exhibits strong generalization to out-of-distribution inputs, exceeding hybrid iterative-amortized VAEs. These results demonstrate how deriving inference algorithms from first principles can yield concrete architectures that are simultaneously biologically plausible and empirically effective.
The world is evolving and so is the vocabulary used to discuss topics in speech. Analysing political speech data from more than 30 years requires the use of flexible topic models to uncover the latent topics and their change in prevalence over time as well as the change in the vocabulary of the topics. We propose the temporal Poisson factorisation (TPF) model as an extension to the Poisson factorisation model to model sparse count data matrices obtained based on the bag-of-words assumption from text documents with time stamps. We discuss and empirically compare different model specifications for the time-varying latent variables consisting either of a flexible auto-regressive structure of order one or a random walk. Estimation is based on variational inference where we consider a combination of coordinate ascent updates with automatic differentiation using batching of documents. Suitable variational families are proposed to ease inference. We compare results obtained using independent univariate variational distributions for the time-varying latent variables to those obtained with a multivariate variant. We discuss in detail the results of the TPF model when analysing speeches from 18 sessions in the U.S. Senate (1981-2016).
Particle-based variational inference methods (ParVIs) use nonparametric variational families represented by particles to approximate the target distribution according to the kernelized Wasserstein gradient flow for the Kullback-Leibler (KL) divergence. Although functional gradient flows have been introduced to expand the kernel space for better flexibility, the deterministic updating mechanism may limit exploration and require expensive repetitive runs for new samples. In this paper, we propose Semi-Implicit Functional Gradient flow (SIFG), a functional gradient ParVI method that uses perturbed particles with Gaussian noise as the approximation family. We show that the corresponding functional gradient flow, which can be estimated via denoising score matching with neural networks, exhibits strong theoretical convergence guarantees due to a higher-order smoothness brought to the approximation family via Gaussian perturbation. In addition, we present an adaptive version of our method that automatically selects the appropriate noise magnitude during sampling, striking a good balance between exploration efficiency and approximation accuracy. Extensive experiments on both simulated and real-world datasets demonstrate the effectiveness and efficiency of the proposed framework.
Random feature latent variable models (RFLVMs) represent the state-of-the-art in latent variable models, capable of handling non-Gaussian likelihoods and effectively uncovering patterns in high-dimensional data. However, their heavy reliance on Monte Carlo sampling results in scalability issues which makes it difficult to use these models for datasets with a massive number of observations. To scale up RFLVMs, we turn to the optimization-based variational Bayesian inference (VBI) algorithm which is known for its scalability compared to sampling-based methods. However, implementing VBI for RFLVMs poses challenges, such as the lack of explicit probability distribution functions (PDFs) for the Dirichlet process (DP) in the kernel learning component, and the incompatibility of existing VBI algorithms with RFLVMs. To address these issues, we introduce a stick-breaking construction for DP to obtain an explicit PDF and a novel VBI algorithm called ``block coordinate descent variational inference" (BCD-VI). This enables the development of a scalable version of RFLVMs, or in short, SRFLVM. Our proposed method shows scalability, computational efficiency, superior performance in generating informative latent representations and the ability of imputing missing data across various real-world datasets, outperforming state-of-the-art competitors.
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. We propose predictive variational inference (PVI): a general inference framework that seeks and samples from an optimal posterior density such that the resulting posterior predictive distribution is as close to the true data generating process as possible, while this closeness is measured by multiple scoring rules. By optimizing the objective, the predictive variational inference is generally not the same as, or even attempting to approximate, the Bayesian posterior, even asymptotically. Rather, we interpret it as implicit hierarchical expansion. Further, the learned posterior uncertainty detects heterogeneity of parameters among the population, enabling automatic model diagnosis. This framework applies to both likelihood-exact and likelihood-free models. We demonstrate its application in real data examples.