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Related papers: Advances in Variational Inference

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The proliferation of computing devices has brought about an opportunity to deploy machine learning models on new problem domains using previously inaccessible data. Traditional algorithms for training such models often require data to be…

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

Statistical models are central to machine learning with broad applicability across a range of downstream tasks. The models are controlled by free parameters that are typically estimated from data by maximum-likelihood estimation or…

Machine Learning · Computer Science 2023-08-16 Vaidotas Simkus , Benjamin Rhodes , Michael U. Gutmann

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami

Bayesian neural network models (BNN) have re-surged in recent years due to the advancement of scalable computations and its utility in solving complex prediction problems in a wide variety of applications. Despite the popularity and…

Machine Learning · Statistics 2020-11-20 Shrijita Bhattacharya , Zihuan Liu , Tapabrata Maiti

Bayesian methods have shown success in deep learning applications. For example, in predictive tasks, Bayesian neural networks leverage Bayesian reasoning of model uncertainty to improve the reliability and uncertainty awareness of deep…

Machine Learning · Computer Science 2025-10-21 Wenlong Chen , Bolian Li , Ruqi Zhang , Yingzhen Li

Variational Bayes (VB) is a recent approximate method for Bayesian inference. It has the merit of being a fast and scalable alternative to Markov Chain Monte Carlo (MCMC) but its approximation error is often unknown. In this paper, we…

Machine Learning · Statistics 2019-03-05 Reza Hajargasht

Variational methods are employed in situations where exact Bayesian inference becomes intractable due to the difficulty in performing certain integrals. Typically, variational methods postulate a tractable posterior and formulate a lower…

Machine Learning · Statistics 2019-06-12 Nikolaos Gianniotis , Christoph Schnörr , Christian Molkenthin , Sanjay Singh Bora

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 provides approximations to the computationally intractable posterior distribution in Bayesian networks. A prominent medical application of noisy-or Bayesian network is to infer potential diseases given observed…

Machine Learning · Computer Science 2016-05-23 Yusheng Xie , Nan Du , Wei Fan , Jing Zhai , Weicheng Zhu

While Variational Inference (VI) is central to modern generative models like Variational Autoencoders (VAEs) and Denoising Diffusion Models (DDMs), its pedagogical treatment is split across disciplines. In statistics, VI is typically framed…

Machine Learning · Statistics 2025-10-22 Yen-Chi Chen

Variational inference (VI) is a central tool in modern machine learning, used to approximate an intractable target density by optimising over a tractable family of distributions. As the variational family cannot typically represent the…

Machine Learning · Statistics 2026-04-21 Daniel Marks , Dario Paccagnan , Mark van der Wilk

Variational inference is a powerful approach for approximate posterior inference. However, it is sensitive to initialization and can be subject to poor local optima. In this paper, we develop proximity variational inference (PVI). PVI is a…

Machine Learning · Statistics 2017-05-26 Jaan Altosaar , Rajesh Ranganath , David M. Blei

To obtain uncertainty estimates with real-world Bayesian deep learning models, practical inference approximations are needed. Dropout variational inference (VI) for example has been used for machine vision and medical applications, but VI…

Machine Learning · Computer Science 2017-03-09 Yingzhen Li , Yarin Gal

Inference networks of traditional Variational Autoencoders (VAEs) are typically amortized, resulting in relatively inaccurate posterior approximation compared to instance-wise variational optimization. Recent semi-amortized approaches were…

Machine Learning · Computer Science 2020-11-18 Minyoung Kim , Vladimir Pavlovic

Variational inference (VI) provides a principled framework for estimating posterior distributions over model parameters, enabling explicit modeling of weight uncertainty during optimization. By capturing this uncertainty, VI improves the…

Audio and Speech Processing · Electrical Eng. & Systems 2026-01-21 Haolin Chen

Variational Bayesian (VB) methods produce posterior inference in a time frame considerably smaller than traditional Markov Chain Monte Carlo approaches. Although the VB posterior is an approximation, it has been shown to produce good…

Computation · Statistics 2019-08-02 Nathaniel Tomasetti , Catherine S. Forbes , Anastasios Panagiotelis

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

Variational mean field approximations tend to struggle with contemporary overparametrized deep neural networks. Where a Bayesian treatment is usually associated with high-quality predictions and uncertainties, the practical reality has been…

Bayesian predictive inference propagates parameter uncertainty to quantities of interest through the posterior-predictive distribution. In practice, this is typically performed using a two-stage procedure: first approximating the posterior…

Machine Learning · Statistics 2026-05-06 Nan Feng , Xun Huan