Related papers: Globally Convergent Variational Inference
Variational mean field approximations tend to struggle with contemporary overparametrized deep neural networks. Where a Bayesian treatment is usually associated with high-quality predictions and uncertainties, the practical reality has been…
Simulation-based inference (SBI) with neural posterior estimation (NPE) provides rapid X-ray spectral fitting in both Gaussian and Poisson regimes by learning approximate parameter posteriors from simulations. We investigate auto-encoders…
In this paper, we develop the notion of evidence lower bound difference (ELBD), based on which an efficient score algorithm is presented to implement feature selection on latent variables of VAE and its variants. Further, we propose weak…
Semi-implicit variational inference (SIVI) extends traditional variational families with semi-implicit distributions defined in a hierarchical manner. Due to the intractable densities of semi-implicit distributions, classical SIVI often…
The central objective function of a variational autoencoder (VAE) is its variational lower bound (the ELBO). Here we show that for standard (i.e., Gaussian) VAEs the ELBO converges to a value given by the sum of three entropies: the…
Variational inference (VI) is a widely used framework in Bayesian estimation. For most of the non-Gaussian statistical models, it is infeasible to find an analytically tractable solution to estimate the posterior distributions of the…
We develop unbiased implicit variational inference (UIVI), a method that expands the applicability of variational inference by defining an expressive variational family. UIVI considers an implicit variational distribution obtained in a…
Simulation based inference (SBI) methods enable the estimation of posterior distributions when the likelihood function is intractable, but where model simulation is feasible. Popular neural approaches to SBI are the neural posterior…
Recently, some works have suggested methods to combine variational probabilistic inference with Monte Carlo sampling. One promising approach is via local optimal transport. In this approach, a gradient steepest descent method based on local…
Particle-based approximate Bayesian inference approaches such as Stein Variational Gradient Descent (SVGD) combine the flexibility and convergence guarantees of sampling methods with the computational benefits of variational inference. In…
We introduce a new variational inference (VI) framework, called energetic variational inference (EVI). It minimizes the VI objective function based on a prescribed energy-dissipation law. Using the EVI framework, we can derive many existing…
Variational inference transforms posterior inference into parametric optimization thereby enabling the use of latent variable models where otherwise impractical. However, variational inference can be finicky when different variational…
The Importance-Weighted Evidence Lower Bound (IW-ELBO) has emerged as an effective objective for variational inference (VI), tightening the standard ELBO and mitigating the mode-seeking behaviour. However, optimizing the IW-ELBO in…
Variational inference (VI) plays an essential role in approximate Bayesian inference due to its computational efficiency and broad applicability. Crucial to the performance of VI is the selection of the associated divergence measure, as VI…
An important feature of kernel mean embeddings (KME) is that the rate of convergence of the empirical KME to the true distribution KME can be bounded independently of the dimension of the space, properties of the distribution and smoothness…
In recent years, variational quantum algorithms have garnered significant attention as a candidate approach for near-term quantum advantage using noisy intermediate-scale quantum (NISQ) devices. In this article we introduce kernel descent,…
Variational autoencoders (VAEs) are a standard framework for inducing latent variable models that have been shown effective in learning text representations as well as in text generation. The key challenge with using VAEs is the {\it…
The Black Box Variational Inference (Ranganath et al. (2014)) algorithm provides a universal method for Variational Inference, but taking advantage of special properties of the approximation family or of the target can improve the…
We propose a novel approach to sequential Bayesian inference based on variational Bayes (VB). The key insight is that, in the online setting, we do not need to add the KL term to regularize to the prior (which comes from the posterior at…
Generative flow networks (GFNs) are a class of models for sequential sampling of composite objects, which approximate a target distribution that is defined in terms of an energy function or a reward. GFNs are typically trained using a flow…