Related papers: Variational Inference with Holder Bounds

We introduce the thermodynamic variational objective (TVO) for learning in both continuous and discrete deep generative models. The TVO arises from a key connection between variational inference and thermodynamic integration that results in…

The recently proposed Thermodynamic Variational Objective (TVO) leverages thermodynamic integration to provide a family of variational inference objectives, which both tighten and generalize the ubiquitous Evidence Lower Bound (ELBO).…

Variational inference (VI) is a computationally efficient and scalable methodology for approximate Bayesian inference. It strikes a balance between accuracy of uncertainty quantification and practical tractability. It excels at generative…

We introduce the Variational Holder (VH) bound as an alternative to Variational Bayes (VB) for approximate Bayesian inference. Unlike VB which typically involves maximization of a non-convex lower bound with respect to the variational…

Approximating complex probability densities is a core problem in modern statistics. In this paper, we introduce the concept of Variational Inference (VI), a popular method in machine learning that uses optimization techniques to estimate…

Variational inference (VI) combined with data subsampling enables approximate posterior inference over large data sets, but suffers from poor local optima. We first formulate a deterministic annealing approach for the generic class of…

Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…

Variational Inference (VI) provides a scalable framework for Bayesian inference by optimizing the Evidence Lower Bound (ELBO), but convergence analysis remains challenging due to the objective's non-convexity and non-smoothness in Euclidean…

Data-driven visual odometry (VO) is a critical subroutine for autonomous edge robotics, and recent progress in the field has produced highly accurate point predictions in complex environments. However, emerging autonomous edge robotics…

Variational inference (VI) provides a principled framework for estimating posterior distributions over model parameters, enabling explicit modeling of weight uncertainty during optimization. By capturing this uncertainty, VI improves the…

Approximating a probability density in a tractable manner is a central task in Bayesian statistics. Variational Inference (VI) is a popular technique that achieves tractability by choosing a relatively simple variational family. Borrowing…

Thermodynamics with internal variables is a common approach in continuum mechanics to model inelastic (i.e., non-equilibrium) material behavior. While this approach is computationally and theoretically attractive, it currently lacks a…

The core principle of Variational Inference (VI) is to convert the statistical inference problem of computing complex posterior probability densities into a tractable optimization problem. This property enables VI to be faster than several…

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…

Variational inference (VI) has become the method of choice for fitting many modern probabilistic models. However, practitioners are faced with a fragmented literature that offers a bewildering array of algorithmic options. First, the…

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…

Hybrid pipelines that combine deep learning with classical optimization have established themselves as the dominant approach to visual odometry (VO). By integrating neural network predictions with bundle adjustment, these models estimate…

Hierarchical models represent a challenging setting for inference algorithms. MCMC methods struggle to scale to large models with many local variables and observations, and variational inference (VI) may fail to provide accurate…

Computer models play a crucial role in numerous scientific and engineering domains. To ensure the accuracy of simulations, it is essential to properly calibrate the input parameters of these models through statistical inference. While…

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)…