Both resources in the natural environment and concepts in a semantic space are distributed patchily, with large gaps in between the patches. To describe people's internal and external foraging behavior, various random walk models have been proposed. In particular, internal foraging has been modeled as sampling: in order to gather relevant information for making a decision, people draw samples from a mental representation using random-walk algorithms such as Markov chain Monte Carlo (MCMC). However, two common empirical observations argue against people using simple sampling algorithms such as MCMC for internal foraging. First, the distance between samples is often best described by a Levy flight distribution: the probability of the distance between two successive locations follows a power-law on the distances.

We present a framework using variational inference with normalizing flows (VI-NFs) to generate proposals of reversible jump Markov chain Monte Carlo (RJMCMC) for efficient trans-dimensional Bayesian inference. Unlike transport reversible jump methods relying on forward KL minimization with pilot MCMC samples, our approach minimizes the reverse KL divergence which requires only samples from a base distribution, eliminating costly target sampling. The method employs RealNVP-based flows to learn model-specific transport maps, enabling construction of both between-model and within-model proposals. Our framework provides accurate marginal likelihood estimates from the variational approximation. This facilitates efficient model comparison and proposal adaptation in RJMCMC. Experiments on illustrative example, factor analysis and variable selection tasks in linear regression show that TRJ designed by VI-NFs achieves faster mixing and more efficient model space exploration compared to existing baselines. The proposed algorithm can be extended to conditional flows for amortized vairiational inference across models. Code is available at https://github.com/YinPingping111/TRJ_VINFs.

Both resources in the natural environment and concepts in a semantic space are distributed patchily, with large gaps in between the patches. To describe people's internal and external foraging behavior, various random walk models have been proposed. In particular, internal foraging has been modeled as sampling: in order to gather relevant information for making a decision, people draw samples from a mental representation using random-walk algorithms such as Markov chain Monte Carlo (MCMC). However, two common empirical observations argue against people using simple sampling algorithms such as MCMC for internal foraging. First, the distance between samples is often best described by a Levy flight distribution: the probability of the distance between two successive locations follows a power-law on the distances.

To do so, we revise the'cloning' of Gaussians

Neural Information Processing Systems http://nips.cc/

Neural Information Processing Systems http://nips.cc/

This is a course project report with complete methodology, experiments, references and mathematical derivations. Matrix factorization [1] is a widely used technique in recommendation systems. Probabilistic Matrix Factorization (PMF) [2] extends traditional matrix factorization by incorporating probability distributions over latent factors, allowing for uncertainty quantification. However, computing the posterior distribution is intractable due to the high-dimensional integral. To address this, we employ two Bayesian inference methods: Markov Chain Monte Carlo (MCMC) [3, 4] and Variational Inference (VI) [5, 6] to approximate the posterior. We evaluate their performance on MovieLens dataset [7] and compare their convergence speed, predictive accuracy, and computational efficiency. Experimental results demonstrate that VI offers faster convergence, while MCMC provides more accurate posterior estimates.

While 3D Gaussian Splatting has recently become popular for neural rendering, current methods rely on carefully engineered cloning and splitting strategies for placing Gaussians, which does not always generalize and may lead to poor-quality renderings. For many real-world scenes this leads to their heavy dependence on good initializations. In this work, we rethink the set of 3D Gaussians as a random sample drawn from an underlying probability distribution describing the physical representation of the scene--in other words, Markov Chain Monte Carlo (MCMC) samples. Under this view, we show that the 3D Gaussian updates can be converted as Stochastic Gradient Langevin Dynamics (SGLD) update by simply introducing noise. We then rewrite the densification and pruning strategies in 3D Gaussian Splatting as simply a deterministic state transition of MCMC samples, removing these heuristics from the framework.

Normalizing flows (NFs) provide uncorrelated samples from complex distributions, making them an appealing tool for parameter estimation. However, the practical utility of NFs remains limited by their tendency to collapse to a single mode of a multimodal distribution. In this study, we show that annealing with an adaptive schedule based on the effective sample size (ESS) can mitigate mode collapse. We demonstrate that our approach can converge the marginal likelihood for a biochemical oscillator model fit to time-series data in ten-fold less computation time than a widely used ensemble Markov chain Monte Carlo (MCMC) method. We show that the ESS can also be used to reduce variance by pruning the samples. We expect these developments to be of general use for sampling with NFs and discuss potential opportunities for further improvements.

Bayesian Federated Learning (BFL) enables uncertainty quantification and robust adaptation in distributed learning. In contrast to the frequentist approach, it estimates the posterior distribution of a global model, offering insights into model reliability. However, current BFL methods neglect continual learning challenges in dynamic environments where data distributions shift over time. We propose a continual BFL framework applied to human sensing with radar data collected over several days. Using Stochastic Gradient Langevin Dynamics (SGLD), our approach sequentially updates the model, leveraging past posteriors to construct the prior for the new tasks. We assess the accuracy, the expected calibration error (ECE) and the convergence speed of our approach against several baselines. Results highlight the effectiveness of continual Bayesian updates in preserving knowledge and adapting to evolving data.