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We propose a family of variational approximations to Bayesian posterior distributions, called $\alpha$-VB, with provable statistical guarantees. The standard variational approximation is a special case of $\alpha$-VB with $\alpha=1$. When…

Statistics Theory · Mathematics 2018-02-09 Yun Yang , Debdeep Pati , Anirban Bhattacharya

Bayesian methods estimate a measure of uncertainty by using the posterior distribution. One source of difficulty in these methods is the computation of the normalizing constant. Calculating exact posterior is generally intractable and we…

Machine Learning · Computer Science 2021-11-17 Farzaneh Mahdisoltani

This paper introduces the $f$-divergence variational inference ($f$-VI) that generalizes variational inference to all $f$-divergences. Initiated from minimizing a crafty surrogate $f$-divergence that shares the statistical consistency with…

Machine Learning · Computer Science 2021-04-06 Neng Wan , Dapeng Li , Naira Hovakimyan

Bayesian approach, as a useful tool for quantifying uncertainties, has been widely used for solving inverse problems of partial differential equations (PDEs). One of the key difficulties for employing Bayesian approach for the issue is how…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Qian Zhao , Zongben Xu , Deyu Meng , Yee Leung

Background: Continuous traits evolution of a group of taxa that are correlated through a phylogenetic tree is commonly modelled using parametric stochastic differential equations to represent deterministic change of trait through time,…

Populations and Evolution · Quantitative Biology 2026-04-03 Bayu Brahmantio , Krzysztof Bartoszek , Etka Yapar

Phylogenetic trees describe the relationships between species in the evolutionary process, and provide information about the rates of diversification. To understand the mechanisms behind macroevolution, we consider a class of multitype…

Populations and Evolution · Quantitative Biology 2024-10-07 Mingqi He , Sophie Hautphenne , Yao-ban Chan

We propose denoising diffusion variational inference (DDVI), a black-box variational inference algorithm for latent variable models which relies on diffusion models as flexible approximate posteriors. Specifically, our method introduces an…

Machine Learning · Computer Science 2026-03-16 Wasu Top Piriyakulkij , Yingheng Wang , Volodymyr Kuleshov

Variational Bayes (VB) has been used to facilitate the calculation of the posterior distribution in the context of Bayesian inference of the parameters of nonlinear models from data. Previously an analytical formulation of VB has been…

Signal Processing · Electrical Eng. & Systems 2020-07-06 Michael A. Chappell , Martin S. Craig , Mark W. Woolrich

Particle-based variational inference methods (ParVIs) have gained attention in the Bayesian inference literature, for their capacity to yield flexible and accurate approximations. We explore ParVIs from the perspective of Wasserstein…

Machine Learning · Statistics 2019-07-17 Chang Liu , Jingwei Zhuo , Pengyu Cheng , Ruiyi Zhang , Jun Zhu , Lawrence Carin

Phylogenetic inference, the task of reconstructing how related sequences evolved from common ancestors, is a central objective in evolutionary genomics. The current state-of-the-art methods exploit probabilistic models of sequence evolution…

Populations and Evolution · Quantitative Biology 2026-02-19 Luc Blassel , Noémie Sauvage , Pierre Barrat-Charlaix , Bastien Boussau , Nicolas Lartillot , Laurent Jacob

Variational inference (VI) is a popular approach in Bayesian inference, that looks for the best approximation of the posterior distribution within a parametric family, minimizing a loss that is typically the (reverse) Kullback-Leibler (KL)…

Machine Learning · Statistics 2025-11-18 Marguerite Petit-Talamon , Marc Lambert , Anna Korba

Variational inference is a popular technique to approximate a possibly intractable Bayesian posterior with a more tractable one. Recently, boosting variational inference has been proposed as a new paradigm to approximate the posterior by a…

Machine Learning · Computer Science 2018-03-08 Francesco Locatello , Rajiv Khanna , Joydeep Ghosh , Gunnar Rätsch

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

Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…

In this paper, we address the fundamental problem of line spectral estimation in a Bayesian framework. We target model order and parameter estimation via variational inference in a probabilistic model in which the frequencies are…

Information Theory · Computer Science 2017-04-05 Mihai-Alin Badiu , Thomas Lundgaard Hansen , Bernard Henri Fleury

Variable selection and classification are common objectives in the analysis of high-dimensional data. Most such methods make distributional assumptions that may not be compatible with the diverse families of distributions data can take. A…

Methodology · Statistics 2019-08-28 Weichang Yu , Lamiae Azizi , John T. Ormerod

We develop an optimization algorithm suitable for Bayesian learning in complex models. Our approach relies on natural gradient updates within a general black-box framework for efficient training with limited model-specific derivations. It…

Machine Learning · Statistics 2022-12-13 Martin Magris , Mostafa Shabani , Alexandros Iosifidis

Many computationally-efficient methods for Bayesian deep learning rely on continuous optimization algorithms, but the implementation of these methods requires significant changes to existing code-bases. In this paper, we propose Vprop, a…

Machine Learning · Statistics 2017-12-05 Mohammad Emtiyaz Khan , Zuozhu Liu , Voot Tangkaratt , Yarin Gal

Variational Bayes (VB) is rapidly becoming a popular tool for Bayesian inference in statistical modeling. However, the existing VB algorithms are restricted to cases where the likelihood is tractable, which precludes the use of VB in many…

Methodology · Statistics 2016-08-05 Minh-Ngoc Tran , David J. Nott , Robert Kohn

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
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