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Due to their uncertainty quantification, Bayesian solutions to inverse problems are the framework of choice in applications that are risk averse. These benefits come at the cost of computations that are in general, intractable. New advances…

Machine Learning · Computer Science 2024-05-10 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

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…

Machine Learning · Computer Science 2018-10-24 Cheng Zhang , Judith Butepage , Hedvig Kjellstrom , Stephan Mandt

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…

Machine Learning · Computer Science 2021-11-23 Ankush Ganguly , Samuel W. F. Earp

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…

Computation · Statistics 2018-05-11 David M. Blei , Alp Kucukelbir , Jon D. McAuliffe

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

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…

Machine Learning · Computer Science 2018-07-26 Joseph Marino , Yisong Yue , Stephan Mandt

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…

Machine Learning · Statistics 2025-04-15 Alex Glyn-Davies , Arnaud Vadeboncoeur , O. Deniz Akyildiz , Ieva Kazlauskaite , Mark Girolami

Variational inference (VI) provides fast approximations of a Bayesian posterior in part because it formulates posterior approximation as an optimization problem: to find the closest distribution to the exact posterior over some family of…

Machine Learning · Statistics 2017-03-03 Fangjian Guo , Xiangyu Wang , Kai Fan , Tamara Broderick , David B. Dunson

Amortized variational inference is an often employed framework in simulation-based inference that produces a posterior approximation that can be rapidly computed given any new observation. Unfortunately, there are few guarantees about the…

Methodology · Statistics 2024-07-26 Yash Patel , Declan McNamara , Jackson Loper , Jeffrey Regier , Ambuj Tewari

Variational inference (VI) is a method to approximate the computationally intractable posterior distributions that arise in Bayesian statistics. Typically, VI fits a simple parametric distribution to the target posterior by minimizing an…

Machine Learning · Statistics 2023-07-18 Chirag Modi , Charles Margossian , Yuling Yao , Robert Gower , David Blei , Lawrence Saul

Recent studies on inverse problems have proposed posterior samplers that leverage the pre-trained diffusion models as powerful priors. These attempts have paved the way for using diffusion models in a wide range of inverse problems.…

Computer Vision and Pattern Recognition · Computer Science 2024-07-24 Sojin Lee , Dogyun Park , Inho Kong , Hyunwoo J. Kim

The variational autoencoder (VAE) is a popular model for density estimation and representation learning. Canonically, the variational principle suggests to prefer an expressive inference model so that the variational approximation is…

Machine Learning · Statistics 2019-01-10 Rui Shu , Hung H. Bui , Shengjia Zhao , Mykel J. Kochenderfer , Stefano Ermon

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

Given observed data and a probabilistic generative model, Bayesian inference searches for the distribution of the model's parameters that could have yielded the data. Inference is challenging for large population studies where millions of…

Machine Learning · Statistics 2023-08-31 Louis Rouillard , Alexandre Le Bris , Thomas Moreau , Demian Wassermann

We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…

Machine Learning · Computer Science 2023-05-16 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

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…

Machine Learning · Statistics 2018-11-29 Thang D. Bui , Cuong V. Nguyen , Siddharth Swaroop , Richard E. Turner

In a probabilistic latent variable model, factorized (or mean-field) variational inference (F-VI) fits a separate parametric distribution for each latent variable. Amortized variational inference (A-VI) instead learns a common inference…

Machine Learning · Statistics 2024-05-27 Charles C. Margossian , David M. Blei

Zero-shot diffusion posterior sampling offers a flexible framework for inverse problems by accommodating arbitrary degradation operators at test time, but incurs high computational cost due to repeated likelihood-guided updates. In…

Machine Learning · Statistics 2026-02-10 Léon Zheng , Thomas Hirtz , Yazid Janati , Eric Moulines

Ill-posed imaging inverse problems remain challenging due to the ambiguity in mapping degraded observations to clean images. Diffusion-based generative priors have recently shown promise, but typically rely on computationally intensive…

Image and Video Processing · Electrical Eng. & Systems 2026-02-13 Ayush Varshney , Katherine L. Bouman , Berthy T. Feng

Variational inference (VI) is a specific type of approximate Bayesian inference that approximates an intractable posterior distribution with a tractable one. VI casts the inference problem as an optimization problem, more specifically, the…

Machine Learning · Computer Science 2022-12-20 Felix Leibfried
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