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Related papers: Particle-based Energetic Variational Inference

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We discuss a variational calculation for nuclear shell-model calculations and propose a new procedure for the energy-variance extrapolation (EVE) method using a sequence of the approximated wave functions obtained by the variational…

Amortized variational inference (AVI) replaces instance-specific local inference with a global inference network. While AVI has enabled efficient training of deep generative models such as variational autoencoders (VAE), recent empirical…

Machine Learning · Statistics 2018-07-25 Yoon Kim , Sam Wiseman , Andrew C. Miller , David Sontag , Alexander M. Rush

Particle based optimization algorithms have recently been developed as sampling methods that iteratively update a set of particles to approximate a target distribution. In particular Stein variational gradient descent has gained attention…

Machine Learning · Computer Science 2021-03-19 Francesco D'Angelo , Vincent Fortuin

This paper considers parameter estimation for nonlinear state-space models, which is an important but challenging problem. We address this challenge by employing a variational inference (VI) approach, which is a principled method that has…

Machine Learning · Statistics 2022-09-15 Jarrad Courts , Adrian Wills , Thomas Schön , Brett Ninness

We exploit the observation that stochastic variational inference (SVI) is a form of annealing and present a modified SVI approach -- applicable to both large and small datasets -- that allows the amount of annealing done by SVI to be tuned.…

Machine Learning · Computer Science 2025-11-17 John Paisley , Ghazal Fazelnia , Brian Barr

Bayesian inference provides principled uncertainty quantification, but accurate posterior sampling with MCMC can be computationally prohibitive for modern applications. Variational inference (VI) offers a scalable alternative and often…

Methodology · Statistics 2026-05-14 Laura Battaglia , Stefano Cortinovis , Chris Holmes , David T. Frazier , Jack Jewson

As a computational alternative to Markov chain Monte Carlo approaches, variational inference (VI) is becoming more and more popular for approximating intractable posterior distributions in large-scale Bayesian models due to its comparable…

Machine Learning · Statistics 2023-06-05 Anirban Bhattacharya , Debdeep Pati , Yun Yang

The extreme value index (EVI) characterizes the tail behavior of a distribution and is crucial for extreme value theory. Inference on the EVI is challenging due to data scarcity in the tail region. We propose a novel method for constructing…

Methodology · Statistics 2025-12-15 Yiwei Tang , Judy Huixia Wang , Deyuan Li

Envelope models provide a sufficient dimension reduction framework for multivariate regression analysis. Bayesian inference for these models has been developed primarily using Markov chain Monte Carlo (MCMC) methods. Specifically, Gibbs…

Methodology · Statistics 2026-03-03 Seunghyeon Kim , Kwangmin Lee , Yeonhee Park

We present a comparative study of two implementations of a variational quantum algorithm aimed at minimizing the energy of a complex quantum system. In one implementation, we extract the information of the energy gradient by projective…

Quantum Physics · Physics 2025-04-01 Dario Melegari , Rabia Abdul Razaq , Giovanni Minuto , Paolo Solinas

Probabilistic state estimation is essential for robots navigating uncertain environments. Accurately and efficiently managing uncertainty in estimated states is key to robust robotic operation. However, nonlinearities in robotic platforms…

Robotics · Computer Science 2024-11-19 Min-Won Seo , Solmaz S. Kia

Sampling and Variational Inference (VI) are two large families of methods for approximate inference that have complementary strengths. Sampling methods excel at approximating arbitrary probability distributions, but can be inefficient. VI…

Machine Learning · Statistics 2022-03-07 Richard D. Lange , Ari Benjamin , Ralf M. Haefner , Xaq Pitkow

The paper presents a versatile framework for solids which undergo nonisothermal processes with irreversibly changing microstructure at large strains. It outlines rate-type and incremental variational principles for the full thermomechanical…

Numerical Analysis · Mathematics 2022-04-12 Stephan Teichtmeister , Marc-Andre Keip

We introduce a flexible empirical Bayes approach for fitting Bayesian generalized linear models. Specifically, we adopt a novel mean-field variational inference (VI) method and the prior is estimated within the VI algorithm, making the…

Machine Learning · Statistics 2026-01-30 Dongyue Xie , Wanrong Zhu , Matthew Stephens

Stochastic planning can be reduced to probabilistic inference in large discrete graphical models, but hardness of inference requires approximation schemes to be used. In this paper we argue that such applications can be disentangled along…

Artificial Intelligence · Computer Science 2022-09-05 Zhennan Wu , Roni Khardon

This paper introduces the variational R\'enyi bound (VR) that extends traditional variational inference to R\'enyi's alpha-divergences. This new family of variational methods unifies a number of existing approaches, and enables a smooth…

Machine Learning · Statistics 2016-10-31 Yingzhen Li , Richard E. Turner

This paper tackles the challenge of multi-sensor multi-object tracking by proposing various decentralised Variational Inference (VI) schemes that match the tracking performance of centralised sensor fusion with only local message exchanges…

Machine Learning · Computer Science 2024-11-26 Qing Li , Runze Gan , Simon Godsill

Variational Inference (VI) offers a method for approximating intractable likelihoods. In neural VI, inference of approximate posteriors is commonly done using an encoder. Alternatively, encoderless VI offers a framework for learning…

Machine Learning · Computer Science 2023-01-18 Amir Zadeh , Santiago Benoit , Louis-Philippe Morency

In practical regression applications, multiple covariates are often measured, but not all may be associated with the response variable. Identifying and including only the relevant covariates in the model is crucial for improving prediction…

Methodology · Statistics 2026-03-10 Ana Carolina da Cruz , Camila P. E. de Souza , Pedro H. T. O. Sousa

We propose a fast and scalable variational method for Bayesian inference in high-dimensional parameter space, which we call projected Stein variational Newton (pSVN) method. We exploit the intrinsic low-dimensional geometric structure of…

Optimization and Control · Mathematics 2020-02-11 Peng Chen , Keyi Wu , Joshua Chen , Thomas O'Leary-Roseberry , Omar Ghattas