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Variational inference with Gaussian mixture models (GMMs) enables learning of highly tractable yet multi-modal approximations of intractable target distributions with up to a few hundred dimensions. The two currently most effective methods…

Machine Learning · Computer Science 2023-07-19 Oleg Arenz , Philipp Dahlinger , Zihan Ye , Michael Volpp , Gerhard Neumann

The mean field methods, which entail approximating intractable probability distributions variationally with distributions from a tractable family, enjoy high efficiency, guaranteed convergence, and provide lower bounds on the true…

Machine Learning · Computer Science 2012-12-12 Eric P. Xing , Michael I. Jordan , Stuart Russell

While Bayesian inference provides a principled framework for reasoning under uncertainty, its widespread adoption is limited by the intractability of exact posterior computation, necessitating the use of approximate inference. However,…

Machine Learning · Statistics 2026-05-19 George Whittle , Juliusz Ziomek , Jacob Rawling , Maike A. Osborne

Variational inference methods for latent variable statistical models have gained popularity because they are relatively fast, can handle large data sets, and have deterministic convergence guarantees. However, in practice it is unclear…

Methodology · Statistics 2017-03-22 Hachem Saddiki , Andrew C. Trapp , Patrick Flaherty

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

We describe a variational approximation method for efficient inference in large-scale probabilistic models. Variational methods are deterministic procedures that provide approximations to marginal and conditional probabilities of interest.…

Artificial Intelligence · Computer Science 2011-05-30 T. S. Jaakkola , M. I. Jordan

Mixtures of linear mixed models (MLMMs) are useful for clustering grouped data and can be estimated by likelihood maximization through the EM algorithm. The conventional approach to determining a suitable number of components is to compare…

Applications · Statistics 2014-05-26 Siew Li Tan , David J. Nott

This paper focuses on variational inference with intractable likelihood functions that can be unbiasedly estimated. A flexible variational approximation based on Gaussian mixtures is developed, by adopting the mixture population Monte Carlo…

Numerical Analysis · Mathematics 2021-12-02 Zhijian He , Shifeng Huo , Tianhui Yang

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

Machine learning systems operate under the assumption that training and test data are sampled from a fixed probability distribution. However, this assumptions is rarely verified in practice, as the conditions upon which data was acquired…

Machine Learning · Computer Science 2025-07-09 Eduardo Fernandes Montesuma , Fred Maurice Ngolè Mboula , Antoine Souloumiac

For predictive modeling relying on Bayesian inversion, fully independent, or ``mean-field'', Gaussian distributions are often used as approximate probability density functions in variational inference since the number of variational…

Methodology · Statistics 2023-07-14 Wyatt Bridgman , Reese Jones , Mohammad Khalil

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

In learning theory, a standard assumption is that the data is generated from a finite mixture model. But what happens when the number of components is not known in advance? The problem of estimating the number of components, also called…

Data Structures and Algorithms · Computer Science 2023-04-25 Jerry Li , Allen Liu , Ankur Moitra

The learning of Gaussian Mixture Models (also referred to simply as GMMs) plays an important role in machine learning. Known for their expressiveness and interpretability, Gaussian mixture models have a wide range of applications, from…

Machine Learning · Computer Science 2023-07-14 Ruichong Zhang

Gaussian Mixture Models are a powerful tool in Data Science and Statistics that are mainly used for clustering and density approximation. The task of estimating the model parameters is in practice often solved by the Expectation…

Machine Learning · Statistics 2022-08-25 Lena Sembach , Jan Pablo Burgard , Volker H. Schulz

We develop and analyze a method for stochastic simulation optimization based on Gaussian process models within a trust-region framework. We focus on settings where the variance of the objective function is large, making accurate estimation…

Optimization and Control · Mathematics 2026-03-10 Mickael Binois , Jeffrey Larson

Stochastic variational inference allows for fast posterior inference in complex Bayesian models. However, the algorithm is prone to local optima which can make the quality of the posterior approximation sensitive to the choice of…

Machine Learning · Statistics 2015-05-29 Lucas Theis , Matthew D. Hoffman

We introduce a Gaussian Prototype Layer for gradient-based prototype learning and demonstrate two novel network architectures for explainable segmentation one of which relies on region proposals. Both models are evaluated on agricultural…

Computer Vision and Pattern Recognition · Computer Science 2023-06-27 Michael Gerstenberger , Steffen Maaß , Peter Eisert , Sebastian Bosse

We propose a method to approximate the distribution of robot configurations satisfying multiple objectives. Our approach uses variational inference, a popular method in Bayesian computation, which has several advantages over sampling-based…

Robotics · Computer Science 2019-11-25 Emmanuel Pignat , Teguh Lembono , Sylvain Calinon

A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…

Computation · Statistics 2013-10-15 Alexis Roche
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