A variational framework for modal estimation
Abstract
We approach multivariate mode estimation through Gibbs distributions and introduce GERVE (Gibbs-measure Entropy-Regularised Variational Estimation), a likelihood-free framework that approximates Gibbs measures directly from samples by maximizing an entropy-regularised variational objective with natural-gradient updates. GERVE brings together kernel density estimation, mean-shift, variational inference, and annealing in a single platform for mode estimation. It fits Gaussian mixtures that concentrate on high-density regions and yields cluster assignments from responsibilities, with reduced sensitivity to the chosen number of components. We provide theory in two regimes: as the Gibbs temperature approaches zero, mixture components converge to population modes; at fixed temperature, maximisers of the empirical objective exist, are consistent, and are asymptotically normal. We also propose a bootstrap procedure for per-mode confidence ellipses and stability scores. Simulation and real-data studies show accurate mode recovery and emergent clustering, robust to mixture overspecification. GERVE is a practical likelihood-free approach when the number of modes or groups is unknown and full density estimation is impractical.
Cite
@article{arxiv.2602.17956,
title = {A variational framework for modal estimation},
author = {Tâm LeMinh and Julyan Arbel and Florence Forbes and Hien Duy Nguyen},
journal= {arXiv preprint arXiv:2602.17956},
year = {2026}
}