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Deep kernel learning combines the non-parametric flexibility of kernel methods with the inductive biases of deep learning architectures. We propose a novel deep kernel learning model and stochastic variational inference procedure which…

Machine Learning · Statistics 2016-11-03 Andrew Gordon Wilson , Zhiting Hu , Ruslan Salakhutdinov , Eric P. Xing

Generalized variational inference (GVI) provides an optimization-theoretic framework for statistical estimation that encapsulates many traditional estimation procedures. The typical GVI problem is to compute a distribution of parameters…

Optimization and Control · Mathematics 2023-10-27 Aurya S. Javeed , Drew P. Kouri , Thomas M. Surowiec

Variational inference is a scalable technique for approximate Bayesian inference. Deriving variational inference algorithms requires tedious model-specific calculations; this makes it difficult to automate. We propose an automatic…

Machine Learning · Statistics 2015-06-15 Alp Kucukelbir , Rajesh Ranganath , Andrew Gelman , David M. Blei

Variational inference (VI) plays an essential role in approximate Bayesian inference due to its computational efficiency and broad applicability. Crucial to the performance of VI is the selection of the associated divergence measure, as VI…

Machine Learning · Computer Science 2021-06-24 Ruqi Zhang , Yingzhen Li , Christopher De Sa , Sam Devlin , Cheng Zhang

Simulation-based inference (SBI) methods tackle complex scientific models with challenging inverse problems. However, SBI models often face a significant hurdle due to their non-differentiable nature, which hampers the use of gradient-based…

Machine Learning · Computer Science 2023-06-29 Vincent D. Zaballa , Elliot E. Hui

Variational inference (VI) is a method to approximate the computationally intractable posterior distributions that arise in Bayesian statistics. Typically, VI fits a simple parametric distribution to the target posterior by minimizing an…

Machine Learning · Statistics 2023-07-18 Chirag Modi , Charles Margossian , Yuling Yao , Robert Gower , David Blei , Lawrence Saul

While unsupervised variational autoencoders (VAE) have become a powerful tool in neuroimage analysis, their application to supervised learning is under-explored. We aim to close this gap by proposing a unified probabilistic model for…

Machine Learning · Computer Science 2019-07-15 Qingyu Zhao , Ehsan Adeli , Nicolas Honnorat , Tuo Leng , Kilian M. Pohl

We develop a Coordinate Ascent Variational Inference (CAVI) algorithm for Bayesian Mixed Data Sampling (MIDAS) regression with linear weight parameterizations. The model separates impact coeffcients from weighting function parameters…

Machine Learning · Computer Science 2026-02-24 Luigi Simeone

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

We propose a new class of physics-informed neural networks, called physics-informed Variational Autoencoder (PI-VAE), to solve stochastic differential equations (SDEs) or inverse problems involving SDEs. In these problems the governing…

Machine Learning · Statistics 2022-11-09 Weiheng Zhong , Hadi Meidani

We develop nested variational inference (NVI), a family of methods that learn proposals for nested importance samplers by minimizing an forward or reverse KL divergence at each level of nesting. NVI is applicable to many commonly-used…

Machine Learning · Statistics 2021-06-22 Heiko Zimmermann , Hao Wu , Babak Esmaeili , Jan-Willem van de Meent

The Importance Weighted Auto Encoder (IWAE) objective has been shown to improve the training of generative models over the standard Variational Auto Encoder (VAE) objective. Here, we derive importance weighted extensions to AVB and AAE.…

Machine Learning · Computer Science 2019-10-24 Daniel Jiwoong Im , Sridhama Prakhya , Jinyao Yan , Srinivas Turaga , Kristin Branson

Although semi-supervised variational autoencoder (SemiVAE) works in image classification task, it fails in text classification task if using vanilla LSTM as its decoder. From a perspective of reinforcement learning, it is verified that the…

Computation and Language · Computer Science 2016-11-28 Weidi Xu , Haoze Sun , Chao Deng , Ying Tan

Accurate calibration of stochastic agent-based models (ABMs) in epidemiology is crucial to make them useful in public health policy decisions and interventions. Traditional calibration methods, e.g., Markov Chain Monte Carlo (MCMC), that…

Machine Learning · Statistics 2025-02-28 Connor Robertson , Cosmin Safta , Nicholson Collier , Jonathan Ozik , Jaideep Ray

The automation of probabilistic reasoning is one of the primary aims of machine learning. Recently, the confluence of variational inference and deep learning has led to powerful and flexible automatic inference methods that can be trained…

Machine Learning · Statistics 2021-02-10 Luca Ambrogioni , Gianluigi Silvestri , Marcel van Gerven

We develop unbiased implicit variational inference (UIVI), a method that expands the applicability of variational inference by defining an expressive variational family. UIVI considers an implicit variational distribution obtained in a…

Machine Learning · Statistics 2019-02-07 Michalis K. Titsias , Francisco J. R. Ruiz

Deep hierarchical variational autoencoders (VAEs) are powerful latent variable generative models. In this paper, we introduce Hierarchical VAE with Diffusion-based Variational Mixture of the Posterior Prior (VampPrior). We apply…

Machine Learning · Computer Science 2024-12-03 Anna Kuzina , Jakub M. Tomczak

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…

We extend the existing framework of semi-implicit variational inference (SIVI) and introduce doubly semi-implicit variational inference (DSIVI), a way to perform variational inference and learning when both the approximate posterior and the…

Machine Learning · Statistics 2019-03-19 Dmitry Molchanov , Valery Kharitonov , Artem Sobolev , Dmitry Vetrov

Semi-implicit variational inference (SIVI) is introduced to expand the commonly used analytic variational distribution family, by mixing the variational parameter with a flexible distribution. This mixing distribution can assume any density…

Machine Learning · Statistics 2018-05-30 Mingzhang Yin , Mingyuan Zhou