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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

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

Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference…

Machine Learning · Statistics 2026-03-31 Jinlin Lai , Antonio Linero , Yuling Yao

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

Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…

Statistics Theory · Mathematics 2020-08-03 Badr-Eddine Chérief-Abdellatif , Pierre Alquier

Mixture variational distributions in black box variational inference (BBVI) have demonstrated impressive results in challenging density estimation tasks. However, currently scaling the number of mixture components can lead to a linear…

Machine Learning · Computer Science 2024-06-12 Alexandra Hotti , Oskar Kviman , Ricky Molén , Víctor Elvira , Jens Lagergren

Bayesian phylogenetics is vital for understanding evolutionary dynamics, and requires accurate and efficient approximation of posterior distributions over trees. In this work, we develop a variational Bayesian approach for ultrametric…

Machine Learning · Statistics 2026-02-16 Evan Sidrow , Alexandre Bouchard-Côté , Lloyd T. Elliott

Continual learning in neural networks aims to learn new tasks without forgetting old tasks. Sequential function-space variational inference (SFSVI) uses a Gaussian variational distribution to approximate the distribution of the outputs of…

Machine Learning · Computer Science 2025-05-28 Menghao Waiyan William Zhu , Pengcheng Hao , Ercan Engin Kuruoğlu

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

Significant advancements in the field of wood species identification are needed worldwide to support sustainable timber trade. In this work we contribute to automate the identification of wood species via high-resolution macroscopic images…

Given overlapping subsets of a set of taxa (e.g. species), and posterior distributions on phylogenetic tree topologies for each of these taxon sets, how can we infer a posterior distribution on phylogenetic tree topologies for the entire…

Populations and Evolution · Quantitative Biology 2021-04-23 Michael Karcher , Cheng Zhang , Frederick A Matsen

In this work, we develop a novel Bayesian estimation method for the Dirichlet process (DP) mixture of the inverted Dirichlet distributions, which has been shown to be very flexible for modeling vectors with positive elements. The recently…

Machine Learning · Computer Science 2020-02-04 Zhanyu Ma , Yuping Lai

A conventional Bayesian approach to prediction uses the posterior distribution to integrate out parameters in a density for unobserved data conditional on the observed data and parameters. When the true posterior is intractable, it is…

Methodology · Statistics 2026-02-27 Lucas Kock , Scott A. Sisson , G. S. Rodrigues , David J. Nott

Random feature latent variable models (RFLVMs) represent the state-of-the-art in latent variable models, capable of handling non-Gaussian likelihoods and effectively uncovering patterns in high-dimensional data. However, their heavy…

Machine Learning · Computer Science 2024-10-24 Ying Li , Zhidi Lin , Yuhao Liu , Michael Minyi Zhang , Pablo M. Olmos , Petar M. Djurić

Phylogenetic inference, grounded in molecular evolution models, is essential for understanding the evolutionary relationships in biological data. Accounting for the uncertainty of phylogenetic tree variables, which include tree topologies…

Machine Learning · Computer Science 2023-12-04 Takahiro Mimori , Michiaki Hamada

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…

Automatic Differentiation Variational Inference (ADVI) is a useful tool for efficiently learning probabilistic models in machine learning. Generally approximate posteriors learned by ADVI are forced to be unimodal in order to facilitate use…

Machine Learning · Computer Science 2020-06-25 Warren R. Morningstar , Sharad M. Vikram , Cusuh Ham , Andrew Gallagher , Joshua V. Dillon

Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…

Machine Learning · Statistics 2020-11-30 Junhao Hua , Chunguang Li

We present Sequential Neural Variational Inference (SNVI), an approach to perform Bayesian inference in models with intractable likelihoods. SNVI combines likelihood-estimation (or likelihood-ratio-estimation) with variational inference to…

Machine Learning · Statistics 2022-10-20 Manuel Glöckler , Michael Deistler , Jakob H. Macke

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