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We present a generative modeling approach based on the variational inference framework for likelihood-free simulation-based inference. The method leverages latent variables within variational autoencoders to efficiently estimate complex…

Machine Learning · Computer Science 2025-10-20 Mayank Nautiyal , Andrey Shternshis , Andreas Hellander , Prashant Singh

The choice of approximate posterior distribution is one of the core problems in variational inference. Most applications of variational inference employ simple families of posterior approximations in order to allow for efficient inference,…

Machine Learning · Statistics 2016-06-15 Danilo Jimenez Rezende , Shakir Mohamed

One of the core problems in variational inference is a choice of approximate posterior distribution. It is crucial to trade-off between efficient inference with simple families as mean-field models and accuracy of inference. We propose a…

Machine Learning · Computer Science 2019-05-21 Evgenii Egorov , Kirill Neklydov , Ruslan Kostoev , Evgeny Burnaev

Amortized inference allows latent-variable models trained via variational learning to scale to large datasets. The quality of approximate inference is determined by two factors: a) the capacity of the variational distribution to match the…

Machine Learning · Computer Science 2018-05-29 Chris Cremer , Xuechen Li , David Duvenaud

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

Variational inference (VI) provides fast approximations of a Bayesian posterior in part because it formulates posterior approximation as an optimization problem: to find the closest distribution to the exact posterior over some family of…

Machine Learning · Statistics 2017-03-03 Fangjian Guo , Xiangyu Wang , Kai Fan , Tamara Broderick , David B. Dunson

Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…

Machine Learning · Computer Science 2018-10-24 Cheng Zhang , Judith Butepage , Hedvig Kjellstrom , Stephan Mandt

One of the core problems of modern statistics is to approximate difficult-to-compute probability densities. This problem is especially important in Bayesian statistics, which frames all inference about unknown quantities as a calculation…

Computation · Statistics 2018-05-11 David M. Blei , Alp Kucukelbir , Jon D. McAuliffe

Approximating complex probability densities is a core problem in modern statistics. In this paper, we introduce the concept of Variational Inference (VI), a popular method in machine learning that uses optimization techniques to estimate…

Machine Learning · Computer Science 2021-11-23 Ankush Ganguly , Samuel W. F. Earp

Bayesian inference offers benefits over maximum likelihood, but it also comes with computational costs. Computing the posterior is typically intractable, as is marginalizing that posterior to form the posterior predictive distribution. In…

Machine Learning · Computer Science 2023-07-18 Alexander A. Alemi , Ben Poole

Variational autoencoder is a powerful deep generative model with variational inference. The practice of modeling latent variables in the VAE's original formulation as normal distributions with a diagonal covariance matrix limits the…

Machine Learning · Computer Science 2019-03-11 Sarin Chandy , Amin Rasekh

The main challenge in Bayesian models is to determine the posterior for the model parameters. Already, in models with only one or few parameters, the analytical posterior can only be determined in special settings. In Bayesian neural…

Machine Learning · Statistics 2021-06-02 Sefan Hörtling , Daniel Dold , Oliver Dürr , Beate Sick

A probability distribution allows practitioners to uncover hidden structure in the data and build models to solve supervised learning problems using limited data. The focus of this report is on Variational autoencoders, a method to learn…

Machine Learning · Computer Science 2022-06-22 Vasanth Kalingeri

Stochastic variational inference makes it possible to approximate posterior distributions induced by large datasets quickly using stochastic optimization. The algorithm relies on the use of fully factorized variational distributions.…

Machine Learning · Computer Science 2014-11-27 Matthew D. Hoffman , David M. Blei

Solving high-dimensional Bayesian inverse problems (BIPs) with the variational inference (VI) method is promising but still challenging. The main difficulties arise from two aspects. First, VI methods approximate the posterior distribution…

Numerical Analysis · Mathematics 2023-02-23 Yingzhi Xia , Qifeng Liao , Jinglai Li

Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…

Statistics Theory · Mathematics 2020-08-03 Badr-Eddine Chérief-Abdellatif , Pierre Alquier

Variational inference is a popular method for estimating model parameters and conditional distributions in hierarchical and mixed models, which arise frequently in many settings in the health, social, and biological sciences. Variational…

Methodology · Statistics 2019-01-10 Ted Westling , Tyler H. McCormick

Variational inference is a powerful tool for approximate inference. However, it mainly focuses on the evidence lower bound as variational objective and the development of other measures for variational inference is a promising area of…

Machine Learning · Computer Science 2016-12-06 Michael Figurnov , Kirill Struminsky , Dmitry Vetrov

The core principle of Variational Inference (VI) is to convert the statistical inference problem of computing complex posterior probability densities into a tractable optimization problem. This property enables VI to be faster than several…

Machine Learning · Computer Science 2023-10-25 Ankush Ganguly , Sanjana Jain , Ukrit Watchareeruetai

Each training step for a variational autoencoder (VAE) requires us to sample from the approximate posterior, so we usually choose simple (e.g. factorised) approximate posteriors in which sampling is an efficient computation that fully…

Machine Learning · Statistics 2018-05-29 Laurence Aitchison , Vincent Adam , Srinivas C. Turaga
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