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The variational autoencoder (VAE; Kingma, Welling (2014)) is a recently proposed generative model pairing a top-down generative network with a bottom-up recognition network which approximates posterior inference. It typically makes strong…

Machine Learning · Computer Science 2016-11-08 Yuri Burda , Roger Grosse , Ruslan Salakhutdinov

We present a generative modeling approach based on the variational inference framework for likelihood-free simulation-based inference. The method leverages latent variables within variational autoencoders to efficiently estimate complex…

Machine Learning · Computer Science 2025-10-20 Mayank Nautiyal , Andrey Shternshis , Andreas Hellander , Prashant Singh

A probability distribution allows practitioners to uncover hidden structure in the data and build models to solve supervised learning problems using limited data. The focus of this report is on Variational autoencoders, a method to learn…

Machine Learning · Computer Science 2022-06-22 Vasanth Kalingeri

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami

Inverse probability weighted estimators are the oldest and potentially most commonly used class of procedures for the estimation of causal effects. By adjusting for selection biases via a weighting mechanism, these procedures estimate an…

Methodology · Statistics 2021-07-06 Ashkan Ertefaie , Nima S. Hejazi , Mark J. van der Laan

A learned generative model often produces biased statistics relative to the underlying data distribution. A standard technique to correct this bias is importance sampling, where samples from the model are weighted by the likelihood ratio…

Machine Learning · Statistics 2019-11-05 Aditya Grover , Jiaming Song , Alekh Agarwal , Kenneth Tran , Ashish Kapoor , Eric Horvitz , Stefano Ermon

Adaptive importance sampling is a class of techniques for finding good proposal distributions for importance sampling. Often the proposal distributions are standard probability distributions whose parameters are adapted based on the…

Computation · Statistics 2021-03-10 Topi Paananen , Juho Piironen , Paul-Christian Bürkner , Aki Vehtari

We develop a scalable deep non-parametric generative model by augmenting deep Gaussian processes with a recognition model. Inference is performed in a novel scalable variational framework where the variational posterior distributions are…

Machine Learning · Computer Science 2016-03-02 Zhenwen Dai , Andreas Damianou , Javier González , Neil Lawrence

For complex latent variable models, the likelihood function is not available in closed form. In this context, a popular method to perform parameter estimation is Importance Weighted Variational Inference. It essentially maximizes the…

Statistics Theory · Mathematics 2025-01-16 Badr-Eddine Cherief-Abdellatif , Randal Douc , Arnaud Doucet , Hugo Marival

We consider a generalization of the discrete-time Self Healing Umbrella Sampling method, which is an adaptive importance technique useful to sample multimodal target distributions. The importance function is based on the weights (namely the…

Probability · Mathematics 2017-09-04 Gersende Fort , Benjamin Jourdain , Tony Lelièvre , Gabriel Stoltz

We propose a method for the accurate estimation of rare event or failure probabilities for expensive-to-evaluate numerical models in high dimensions. The proposed approach combines ideas from large deviation theory and adaptive importance…

Computation · Statistics 2023-03-28 Shanyin Tong , Georg Stadler

Amortized inference allows latent-variable models trained via variational learning to scale to large datasets. The quality of approximate inference is determined by two factors: a) the capacity of the variational distribution to match the…

Machine Learning · Computer Science 2018-05-29 Chris Cremer , Xuechen Li , David Duvenaud

Variational Autoencoders are powerful models for unsupervised learning. However deep models with several layers of dependent stochastic variables are difficult to train which limits the improvements obtained using these highly expressive…

Machine Learning · Statistics 2016-05-30 Casper Kaae Sønderby , Tapani Raiko , Lars Maaløe , Søren Kaae Sønderby , Ole Winther

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

Imitation learning has gained immense popularity because of its high sample-efficiency. However, in real-world scenarios, where the trajectory distribution of most of the tasks dynamically shifts, model fitting on continuously aggregated…

Machine Learning · Computer Science 2023-07-04 Kiran Lekkala , Sami Abu-El-Haija , Laurent Itti

Variational inference for latent variable models is prevalent in various machine learning problems, typically solved by maximizing the Evidence Lower Bound (ELBO) of the true data likelihood with respect to a variational distribution.…

Machine Learning · Computer Science 2018-07-11 Guoqing Zheng , Yiming Yang , Jaime Carbonell

We consider the closely related problems of sampling from a distribution known up to a normalizing constant, and estimating said normalizing constant. We show how variational autoencoders (VAEs) can be applied to this task. In their…

Machine Learning · Computer Science 2022-09-22 George T. Cantwell

We address speech enhancement based on variational autoencoders, which involves learning a speech prior distribution in the time-frequency (TF) domain. A zero-mean complex-valued Gaussian distribution is usually assumed for the generative…

Sound · Computer Science 2023-10-27 Ali Golmakani , Mostafa Sadeghi , Xavier Alameda-Pineda , Romain Serizel

A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…

Computation · Statistics 2013-10-15 Alexis Roche

In the past few years, deep generative models, such as generative adversarial networks \autocite{GAN}, variational autoencoders \autocite{vaepaper}, and their variants, have seen wide adoption for the task of modelling complex data…

Machine Learning · Statistics 2020-09-02 Guilherme G. P. Freitas Pires , Mário A. T. Figueiredo
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