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stat.ML2023
Affine Invariant Ensemble Transform Methods to Improve Predictive Uncertainty in Neural Networks
Diksha Bhandari, Jakiw Pidstrigach, Sebastian Reich
We consider the problem of performing Bayesian inference for logistic regression using appropriate extensions of the ensemble Kalman filter. Two interacting particle systems are pr…
stat.ML2023★ 1 cited
Infinite-Dimensional Diffusion Models
Jakiw Pidstrigach, Youssef Marzouk, Sebastian Reich +1
Diffusion models have had a profound impact on many application areas, including those where data are intrinsically infinite-dimensional, such as images or time series. The standar…