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Approximate inference methods in probabilistic machine learning and Bayesian statistics

Hirt, Marcel Andre; (2021) Approximate inference methods in probabilistic machine learning and Bayesian statistics. Doctoral thesis (Ph.D), UCL (University College London). Green open access

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Abstract

This thesis develops new methods for efficient approximate inference in probabilistic models. Such models are routinely used in different fields, yet they remain computationally challenging as they involve high-dimensional integrals. We propose different approximate inference approaches addressing some challenges in probabilistic machine learning and Bayesian statistics. First, we present a Bayesian framework for genome-wide inference of DNA methylation levels and devise an efficient particle filtering and smoothing algorithm that can be used to identify differentially methylated regions between case and control groups. Second, we present a scalable inference approach for state space models by combining variational methods with sequential Monte Carlo sampling. The method is applied to self-exciting point process models that allow for flexible dynamics in the latent intensity function. Third, a new variational density motivated by copulas is developed. This new variational family can be beneficial compared with Gaussian approximations, as illustrated on examples with Bayesian neural networks. Lastly, we make some progress in a gradient-based adaptation of Hamiltonian Monte Carlo samplers by maximizing an approximation of the proposal entropy.

Type: Thesis (Doctoral)
Qualification: Ph.D
Title: Approximate inference methods in probabilistic machine learning and Bayesian statistics
Event: UCL
Open access status: An open access version is available from UCL Discovery
Language: English
Additional information: Copyright © The Author 2021. Original content in this thesis is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International (CC BY-NC 4.0) Licence (https://creativecommons.org/licenses/by-nc/4.0/). Any third-party copyright material present remains the property of its respective owner(s) and is licensed under its existing terms. Access may initially be restricted at the author’s request.
UCL classification: UCL
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science
URI: https://discovery.ucl.ac.uk/id/eprint/10130978
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