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stat.ML2023
A Heavy-Tailed Algebra for Probabilistic Programming
Feynman Liang, Liam Hodgkinson, Michael W. Mahoney
Despite the successes of probabilistic models based on passing noise through neural networks, recent work has identified that such methods often fail to capture tail behavior accur…
stat.ML2022★ 2 cited
Fat-Tailed Variational Inference with Anisotropic Tail Adaptive Flows
Feynman Liang, Liam Hodgkinson, Michael W. Mahoney
While fat-tailed densities commonly arise as posterior and marginal distributions in robust models and scale mixtures, they present challenges when Gaussian-based variational infer…