Related papers: Particle Semi-Implicit Variational Inference
We exploit the observation that stochastic variational inference (SVI) is a form of annealing and present a modified SVI approach -- applicable to both large and small datasets -- that allows the amount of annealing done by SVI to be tuned.…
The expressiveness of flow-based models combined with stochastic variational inference (SVI) has expanded the application of optimization-based Bayesian inference to highly complex problems. However, despite the importance of multi-model…
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…
Particle-based variational inference offers a flexible way of approximating complex posterior distributions with a set of particles. In this paper we introduce a new particle-based variational inference method based on the theory of…
We develop EigenVI, an eigenvalue-based approach for black-box variational inference (BBVI). EigenVI constructs its variational approximations from orthogonal function expansions. For distributions over $\mathbb{R}^D$, the lowest order term…
Implicit probabilistic models are a flexible class of models defined by a simulation process for data. They form the basis for theories which encompass our understanding of the physical world. Despite this fundamental nature, the use of…
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)…
In many real-world planning tasks, agents must tackle uncertainty about the environment's state and variability in the outcomes induced by stochastic dynamics and rewards. Motivated by recent progress in world model approaches, where latent…
For complex simulation problems, inferring parameters often precludes the use of classical likelihood-based techniques due to intractable likelihoods. Simulation-based inference (SBI) methods offer a likelihood-free approach to directly…
In recent years, particle-based variational inference (ParVI) methods such as Stein variational gradient descent (SVGD) have grown in popularity as scalable methods for Bayesian inference. Unfortunately, the properties of such methods…
In variational inference (VI), the practitioner approximates a high-dimensional distribution $\pi$ with a simple surrogate one, often a (product) Gaussian distribution. However, in many cases of practical interest, Gaussian distributions…
Spatial statistics often rely on Gaussian processes (GPs) to capture dependencies across locations. However, their computational cost increases rapidly with the number of locations, potentially needing multiple hours even for moderate…
We present VBPI-Mixtures, an algorithm designed to enhance the accuracy of phylogenetic posterior distributions, particularly for tree-topology and branch-length approximations. Despite the Variational Bayesian Phylogenetic Inference…
Variational inference (VI) can be cast as an optimization problem in which the variational parameters are tuned to closely align a variational distribution with the true posterior. The optimization task can be approached through vanilla…
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…
In this paper we study a class of split variational inclusion (SVI) and regularized split variational inclusion (RSVI) problems in real Hilbert spaces. We discuss various analytical properties of the net generated by the RSVI and establish…
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…
Stochastic variational inference (SVI) employs stochastic optimization to scale up Bayesian computation to massive data. Since SVI is at its core a stochastic gradient-based algorithm, horizontal parallelism can be harnessed to allow larger…
As a computational alternative to Markov chain Monte Carlo approaches, variational inference (VI) is becoming more and more popular for approximating intractable posterior distributions in large-scale Bayesian models due to its comparable…
Envelope models provide a sufficient dimension reduction framework for multivariate regression analysis. Bayesian inference for these models has been developed primarily using Markov chain Monte Carlo (MCMC) methods. Specifically, Gibbs…