430 citations · 985 across the 29 of their papers we have counts for
6 papers · 1 filter
On Convergence of Federated Averaging Langevin Dynamics
Wei Deng, Qian Zhang, Yi-An Ma +2
We propose a federated averaging Langevin algorithm (FA-LD) for uncertainty quantification and mean predictions with distributed clients. In particular, we generalize beyond normal…
When is the Convergence Time of Langevin Algorithms Dimension Independent? A Composite Optimization Viewpoint
Yoav Freund, Yi-An Ma, Tong Zhang
There has been a surge of works bridging MCMC sampling and optimization, with a specific focus on translating non-asymptotic convergence guarantees for optimization problems into t…
Variational Refinement for Importance Sampling Using the Forward Kullback-Leibler Divergence
Ghassen Jerfel, Serena Wang, Clara Fannjiang +3
Variational Inference (VI) is a popular alternative to asymptotically exact sampling in Bayesian inference. Its main workhorse is optimization over a reverse Kullback-Leibler diver…
Quantifying Uncertainty in Deep Spatiotemporal Forecasting
Dongxia Wu, Liyao Gao, Xinyue Xiong +4
Deep learning is gaining increasing popularity for spatiotemporal forecasting. However, prior works have mostly focused on point estimates without quantifying the uncertainty of th…
Deep Bayesian Active Learning for Accelerating Stochastic Simulation
Dongxia Wu, Ruijia Niu, Matteo Chinazzi +3
Stochastic simulations such as large-scale, spatiotemporal, age-structured epidemic models are computationally expensive at fine-grained resolution. While deep surrogate models can…
DeepGLEAM: A hybrid mechanistic and deep learning model for COVID-19 forecasting
Dongxia Wu, Liyao Gao, Xinyue Xiong +4
We introduce DeepGLEAM, a hybrid model for COVID-19 forecasting. DeepGLEAM combines a mechanistic stochastic simulation model GLEAM with deep learning. It uses deep learning to lea…