English
Related papers

Related papers: Filtering Variational Objectives

200 papers

Variational inference (VI) has become a widely used approach for scalable Bayesian inference, but its performance strongly depends on the flexibility of the chosen variational family. In this work, we propose a novel variational family that…

Methodology · Statistics 2026-04-03 Giovanni Piccirilli , Aluísio Pinheiro

We propose an analytical solution for approximating the gradient of the Evidence Lower Bound (ELBO) in variational inference problems where the statistical model is a Bayesian network consisting of observations drawn from a mixture of a…

Machine Learning · Computer Science 2025-04-14 Roumen Nikolaev Popov

This paper proposes a novel global optimization algorithm, Particle Filter-Based Optimization (PFO), designed for a class of stochastic optimization problems in which the objective function lacks an analytical form and is subject to noisy…

Optimization and Control · Mathematics 2025-06-23 Mostafa Eslami , Maryam Babazadeh

Powerful generative models, particularly in Natural Language Modelling, are commonly trained by maximizing a variational lower bound on the data log likelihood. These models often suffer from poor use of their latent variable, with ad-hoc…

Machine Learning · Statistics 2018-06-13 Alex Mansbridge , Roberto Fierimonte , Ilya Feige , David Barber

Differentiable particle filters combine the flexibility of neural networks with the probabilistic nature of sequential Monte Carlo methods. However, traditional approaches rely on the availability of labelled data, i.e., the ground truth…

Machine Learning · Computer Science 2024-05-03 Jiaxi Li , John-Joseph Brady , Xiongjie Chen , Yunpeng Li

Margin maximization in the hard-margin sense, proposed as feature elimination criterion by the MFE-LO method, is combined here with data radius utilization to further aim to lower generalization error, as several published bounds and…

Machine Learning · Statistics 2014-05-13 Yaman Aksu

Semi-implicit variational inference (SIVI) extends traditional variational families with semi-implicit distributions defined in a hierarchical manner. Due to the intractable densities of semi-implicit distributions, classical SIVI often…

Machine Learning · Statistics 2024-05-30 Ziheng Cheng , Longlin Yu , Tianyu Xie , Shiyue Zhang , Cheng Zhang

We introduce Variational Joint Embedding (VJE), a reconstruction-free latent-variable framework for non-contrastive self-supervised learning in representation space. VJE maximizes a symmetric conditional evidence lower bound (ELBO) on…

Machine Learning · Computer Science 2026-04-27 Amin Oji , Paul Fieguth

Identifiability, or recovery of the true latent representations from which the observed data originates, is de facto a fundamental goal of representation learning. Yet, most deep generative models do not address the question of…

Machine Learning · Computer Science 2020-04-28 Shen Li , Bryan Hooi , Gim Hee Lee

The Variational AutoEncoder (VAE) learns simultaneously an inference and a generative model, but only one of these models can be learned at optimum, this behaviour is associated to the ELBO learning objective, that is optimised by a…

Machine Learning · Computer Science 2020-11-10 Vincenzo Crescimanna , Bruce Graham

Models with a large number of latent variables are often used to fully utilize the information in big or complex data. However, they can be difficult to estimate using standard approaches, and variational inference methods are a popular…

Methodology · Statistics 2021-04-20 Rubén Loaiza-Maya , Michael Stanley Smith , David J. Nott , Peter J. Danaher

We propose a new family of optimization criteria for variational auto-encoding models, generalizing the standard evidence lower bound. We provide conditions under which they recover the data distribution and learn latent features, and…

Machine Learning · Computer Science 2017-03-01 Shengjia Zhao , Jiaming Song , Stefano Ermon

We derive novel bounds for the performance of algorithms that estimate the downlink covariance matrix from the uplink covariance matrix in frequency division duplex (FDD) massive multiple-input multiple-output (MIMO) systems. The focus is…

Signal Processing · Electrical Eng. & Systems 2018-08-02 Renato Luis Garrido Cavalcante , Lorenzo Miretti , Slawomir Stanczak

Linear parameter-varying (LPV) models form a powerful model class to analyze and control a (nonlinear) system of interest. Identifying an LPV model of a nonlinear system can be challenging due to the difficulty of selecting the scheduling…

Systems and Control · Computer Science 2020-05-11 Maarten Schoukens , Roland Tóth

Reinforcement Learning (RL) has proven highly effective for autoregressive language models, but adapting these methods to diffusion large language models (dLLMs) presents fundamental challenges. The core difficulty lies in likelihood…

Computation and Language · Computer Science 2025-12-04 Jingyang Ou , Jiaqi Han , Minkai Xu , Shaoxuan Xu , Jianwen Xie , Stefano Ermon , Yi Wu , Chongxuan Li

In this paper we consider the problem of inference in statistical models characterized by moment restrictions by casting the problem within the Exponentially Tilted Empirical Likelihood (ETEL) framework. Because the ETEL function has a well…

Methodology · Statistics 2017-04-10 Siddhartha Chib , Minchul Shin , Anna Simoni

Worst-case bounds on the expected shortfall risk given only limited information on the distribution of the random variables has been studied extensively in the literature. In this paper, we develop a new worst-case bound on the expected…

Risk Management · Quantitative Finance 2017-02-12 Anulekha Dhara , Bikramjit Das , Karthik Natarajan

Diffusion models have gained traction as powerful algorithms for synthesizing high-quality images. Central to these algorithms is the diffusion process, a set of equations which maps data to noise in a way that can significantly affect…

Machine Learning · Computer Science 2024-11-12 Subham Sekhar Sahoo , Aaron Gokaslan , Chris De Sa , Volodymyr Kuleshov

Bilevel optimization has emerged as a technique for addressing a wide range of machine learning problems that involve an outer objective implicitly determined by the minimizer of an inner problem. While prior works have primarily focused on…

Machine Learning · Computer Science 2025-11-18 Fares El Khoury , Edouard Pauwels , Samuel Vaiter , Michael Arbel

This paper presents a novel ensemble learning approach called Residual Likelihood Forests (RLF). Our weak learners produce conditional likelihoods that are sequentially optimized using global loss in the context of previous learners within…

Machine Learning · Statistics 2020-11-05 Yan Zuo , Tom Drummond