Related papers: Variational Inference with Holder Bounds

Variational Inference (VI) is an attractive alternative to Markov Chain Monte Carlo (MCMC) due to its computational efficiency in the case of large datasets and/or complex models with high-dimensional parameters. However, evaluating the…

Visual-inertial odometry (VIO) is the pose estimation backbone for most AR/VR and autonomous robotic systems today, in both academia and industry. However, these systems are highly sensitive to the initialization of key parameters such as…

Variational Bayes (VB) is a popular and computationally efficient method to approximate the posterior distribution in Bayesian inference, especially when the exact posterior is analytically intractable and sampling-based approaches are…

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)…

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…

Effective utilization of flexible loads for grid services, while satisfying end-user preferences and constraints, requires an accurate estimation of the aggregated predictive flexibility offered by the electrical loads. Virtual battery (VB)…

Prediction models are traditionally optimized independently from their use in the asset allocation decision-making process. We address this shortcoming and present a framework for integrating regression prediction models in a mean-variance…

Estimating and optimizing Mutual Information (MI) is core to many problems in machine learning; however, bounding MI in high dimensions is challenging. To establish tractable and scalable objectives, recent work has turned to variational…

Time-Varying Bayesian Optimization (TVBO) is the go-to framework for optimizing a time-varying, expensive, noisy black-box function $f$. However, most of the asymptotic guarantees offered by TVBO algorithms rely on the assumption that…

Visual odometry (VO) plays a crucial role in autonomous driving, robotic navigation, and other related tasks by estimating the position and orientation of a camera based on visual input. Significant progress has been made in data-driven VO…

The estimation of the Extreme Value Index (EVI) is fundamental in extreme value analysis but suffers from high variance due to reliance on only a few extreme observations. We propose a control variates based transfer learning approach in a…

Bayesian inference provides an attractive online-learning framework to analyze sequential data, and offers generalization guarantees which hold even with model mismatch and adversaries. Unfortunately, exact Bayesian inference is rarely…

Interpreting black-box machine learning models is challenging due to their strong dependence on data and inherently non-parametric nature. This paper reintroduces the concept of importance through "Marginal Variable Importance Metric"…

Motivated by recent developments in Hamiltonian variational principles, Hamiltonian variational integrators, and their applications such as to optimization and control, we present a new Type II variational approach for Hamiltonian systems,…

Compared to the wide array of advanced Monte Carlo methods supported by modern probabilistic programming languages (PPLs), PPL support for variational inference (VI) is less developed: users are typically limited to a predefined selection…

We consider the problem of lossy image compression with deep latent variable models. State-of-the-art methods build on hierarchical variational autoencoders (VAEs) and learn inference networks to predict a compressible latent representation…

Learning interpretable and disentangled representations of data is a key topic in machine learning research. Variational Autoencoder (VAE) is a scalable method for learning directed latent variable models of complex data. It employs a clear…

We propose a novel deep visual odometry (VO) method that considers global information by selecting memory and refining poses. Existing learning-based methods take the VO task as a pure tracking problem via recovering camera poses from image…

Accurate thermal modeling of Terminal Test Masses (TTMs) is crucial for optimizing the sensitivity of gravitational wave interferometers like Virgo. In fact, in such gravitational wave detectors even minimal laser power absorption can…

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…