Related papers: Variationally Inferred Sampling Through a Refined …
Variational inference has become one of the most widely used methods in latent variable modeling. In its basic form, variational inference employs a fully factorized variational distribution and minimizes its KL divergence to the posterior.…
Bayesian (deep) neural networks (BNN) are often more attractive than the vanilla point-estimate deep learning in various aspects including uncertainty quantification, robustness to noise, resistance to overfitting, and more. The variational…
We propose a black-box variational inference method to approximate intractable distributions with an increasingly rich approximating class. Our method, termed variational boosting, iteratively refines an existing variational approximation…
Matrix factorization (MF) has been widely applied to collaborative filtering in recommendation systems. Its Bayesian variants can derive posterior distributions of user and item embeddings, and are more robust to sparse ratings. However,…
We provide theoretical and empirical evidence that using tighter evidence lower bounds (ELBOs) can be detrimental to the process of learning an inference network by reducing the signal-to-noise ratio of the gradient estimator. Our results…
Inference methods are often formulated as variational approximations: these approximations allow easy evaluation of statistics by marginalization or linear response, but these estimates can be inconsistent. We show that by introducing…
Variational autoencoders (VAEs) rely on amortized variational inference to enable efficient posterior approximation, but this efficiency comes at the cost of a shared parametrization, giving rise to the amortization gap. We propose the…
The Evidence Lower Bound (ELBO) is a quantity that plays a key role in variational inference. It can also be used as a criterion in model selection. However, though extremely popular in practice in the variational Bayes community, there has…
Inference models are a key component in scaling variational inference to deep latent variable models, most notably as encoder networks in variational auto-encoders (VAEs). By replacing conventional optimization-based inference with a…
We propose a fast and theoretically grounded method for Bayesian variable selection and model averaging in latent variable regression models. Our framework addresses three interrelated challenges: (i) intractable marginal likelihoods, (ii)…
Variational inference is becoming more and more popular for approximating intractable posterior distributions in Bayesian statistics and machine learning. Meanwhile, a few recent works have provided theoretical justification and new…
Variational autoencoders (VAEs) are one class of generative probabilistic latent-variable models designed for inference based on known data. We develop three variations on VAEs by introducing a second parameterized encoder/decoder pair and,…
This work introduces a new method for selecting the number of components in finite mixture models (FMMs) using variational Bayes, inspired by the large-sample properties of the Evidence Lower Bound (ELBO) derived from mean-field (MF)…
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…
Binary Neural Networks (BiNNs), which employ single-bit precision weights, have emerged as a promising solution to reduce memory usage and power consumption while maintaining competitive performance in large-scale systems. However, training…
Variational autoencoders (VAEs) are a popular framework for modeling complex data distributions; they can be efficiently trained via variational inference by maximizing the evidence lower bound (ELBO), at the expense of a gap to the exact…
Variational Autoencoders (VAEs) have been shown to be remarkably effective in recovering model latent spaces for several computer vision tasks. However, currently trained VAEs, for a number of reasons, seem to fall short in learning…
Variational autoencoders (VAEs) are powerful generative modelling methods, however they suffer from blurry generated samples and reconstructions compared to the images they have been trained on. Significant research effort has been spent to…
Recent work in unsupervised learning has focused on efficient inference and learning in latent variables models. Training these models by maximizing the evidence (marginal likelihood) is typically intractable. Thus, a common approximation…
Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…