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A framework to boost the efficiency of Bayesian inference in probabilistic programs is introduced by embedding a sampler inside a variational posterior approximation. We call it the refined variational approximation. Its strength lies both…

Machine Learning · Computer Science 2020-02-25 Victor Gallego , David Rios Insua

This tutorial gives a quick introduction to Variational Bayes (VB), also called Variational Inference or Variational Approximation, from a practical point of view. The paper covers a range of commonly used VB methods and an attempt is made…

Computation · Statistics 2021-03-03 Minh-Ngoc Tran , Trong-Nghia Nguyen , Viet-Hung Dao

The design of a reward function often poses a major practical challenge to real-world applications of reinforcement learning. Approaches such as inverse reinforcement learning attempt to overcome this challenge, but require expert…

Machine Learning · Computer Science 2018-11-14 Justin Fu , Avi Singh , Dibya Ghosh , Larry Yang , Sergey Levine

Variational inference (VI) is a central tool in modern machine learning, used to approximate an intractable target density by optimising over a tractable family of distributions. As the variational family cannot typically represent the…

Machine Learning · Statistics 2026-04-21 Daniel Marks , Dario Paccagnan , Mark van der Wilk

Probabilistic state estimation is essential for robots navigating uncertain environments. Accurately and efficiently managing uncertainty in estimated states is key to robust robotic operation. However, nonlinearities in robotic platforms…

Robotics · Computer Science 2024-11-19 Min-Won Seo , Solmaz S. Kia

Many recent advances in large scale probabilistic inference rely on variational methods. The success of variational approaches depends on (i) formulating a flexible parametric family of distributions, and (ii) optimizing the parameters to…

Machine Learning · Statistics 2018-02-22 Christian A. Naesseth , Scott W. Linderman , Rajesh Ranganath , David M. Blei

The goal of imitation learning (IL) is to learn a good policy from high-quality demonstrations. However, the quality of demonstrations in reality can be diverse, since it is easier and cheaper to collect demonstrations from a mix of experts…

Machine Learning · Computer Science 2019-09-17 Voot Tangkaratt , Bo Han , Mohammad Emtiyaz Khan , Masashi Sugiyama

Learning causal structures from observational data remains a fundamental yet computationally intensive task, particularly in high-dimensional settings where existing methods face challenges such as the super-exponential growth of the search…

Machine Learning · Statistics 2026-02-12 Haixiang Sun , Pengchao Tian , Zihan Zhou , Jielei Zhang , Peiyi Li , Andrew L. Liu

This paper studies the control-oriented identification problem of set-valued moving average systems with uniform persistent excitations and observation noises. A stochastic approximation-based (SA-based) algorithm without projections or…

Systems and Control · Electrical Eng. & Systems 2025-03-25 Jieming Ke , Ying Wang , Yanlong Zhao , Ji-Feng Zhang

In recent years, data selection has emerged as a core issue for large-scale visual-language model pretraining, especially on noisy web-curated datasets. One widely adopted strategy assigns quality scores such as CLIP similarity for each…

Machine Learning · Computer Science 2024-02-06 Yiping Wang , Yifang Chen , Wendan Yan , Kevin Jamieson , Simon Shaolei Du

Motivation: The mapping of RNA-seq reads to their transcripts of origin is a fundamental task in transcript expression estimation and differential expression scoring. Where ambiguities in mapping exist due to transcripts sharing sequence,…

Genomics · Quantitative Biology 2015-01-28 James Hensman , Peter Glaus , Antti Honkela , Magnus Rattray

We introduce a novel Bayesian approach for variable selection using Gaussian process regression, which is crucial for enhancing interpretability and model regularization. Our method employs nearest neighbor Gaussian processes, serving as…

We introduce Support Decomposition Variational Inference (SDVI), a new variational inference (VI) approach for probabilistic programs with stochastic support. Existing approaches to this problem rely on designing a single global variational…

Machine Learning · Computer Science 2023-11-02 Tim Reichelt , Luke Ong , Tom Rainforth

Variational inference (VI) has become a widely used approach for scalable Bayesian inference, but its performance strongly depends on the flexibility of the chosen variational family. In this work, we propose a novel variational family that…

Methodology · Statistics 2026-04-03 Giovanni Piccirilli , Aluísio Pinheiro

Variational Bayes (VB) has shown itself to be a powerful approximation method in many application areas. This paper describes some diagnostics methods which can assess how well the VB approximates the true posterior, particularly with…

Computation · Statistics 2013-09-23 Hui Zhao , Paul Marriott

Variational inference (VI) has emerged as a popular method for approximate inference for high-dimensional Bayesian models. In this paper, we propose a novel VI method that extends the naive mean field via entropic regularization, referred…

Machine Learning · Statistics 2026-02-02 Bohan Wu , David Blei

This work considers variational Bayesian inference as an inexpensive and scalable alternative to a fully Bayesian approach in the context of sparsity-promoting priors. In particular, the priors considered arise from scale mixtures of Normal…

Computation · Statistics 2022-11-01 Kody J. H. Law , Vitaly Zankin

This paper proposes a variational self-attention model (VSAM) that employs variational inference to derive self-attention. We model the self-attention vector as random variables by imposing a probabilistic distribution. The self-attention…

Computation and Language · Computer Science 2020-03-11 Qiang Zhang , Shangsong Liang , Emine Yilmaz

We introduce incremental variational inference and apply it to latent Dirichlet allocation (LDA). Incremental variational inference is inspired by incremental EM and provides an alternative to stochastic variational inference. Incremental…

Machine Learning · Statistics 2015-07-23 Cedric Archambeau , Beyza Ermis

Each training step for a variational autoencoder (VAE) requires us to sample from the approximate posterior, so we usually choose simple (e.g. factorised) approximate posteriors in which sampling is an efficient computation that fully…

Machine Learning · Statistics 2018-05-29 Laurence Aitchison , Vincent Adam , Srinivas C. Turaga