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A new variational inference method, SPH-ParVI, based on smoothed particle hydrodynamics (SPH), is proposed for sampling partially known densities (e.g. up to a constant) or sampling using gradients. SPH-ParVI simulates the flow of a fluid…

Artificial Intelligence · Computer Science 2024-07-29 Yongchao Huang

A new gradient-based particle sampling method, MPM-ParVI, based on material point method (MPM), is proposed for variational inference. MPM-ParVI simulates the deformation of a deformable body (e.g. a solid or fluid) under external effects…

Artificial Intelligence · Computer Science 2024-07-31 Yongchao Huang

In this work, we propose a new particle-based variational inference (ParVI) method for accelerating the Energetic Variational Inference with Implicit scheme (EVI-Im) introduced in Ref. \cite{wang2021particle}. Inspired by energy…

Machine Learning · Statistics 2026-05-14 Xuelian Bao , Lulu Kang , Chun Liu , Yiwei Wang

Recently, particle-based variational inference (ParVI) methods have gained interest because they can avoid arbitrary parametric assumptions that are common in variational inference. However, many ParVI approaches do not allow arbitrary…

Machine Learning · Computer Science 2021-08-12 Neale Ratzlaff , Qinxun Bai , Li Fuxin , Wei Xu

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…

Machine Learning · Statistics 2023-06-02 Louis Sharrock , Christopher Nemeth

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…

Machine Learning · Statistics 2026-05-12 Yiwei Wang , Jiuhai Chen , Chun Liu , Lulu Kang

Particle-based variational inference methods (ParVIs) have gained attention in the Bayesian inference literature, for their capacity to yield flexible and accurate approximations. We explore ParVIs from the perspective of Wasserstein…

Machine Learning · Statistics 2019-07-17 Chang Liu , Jingwei Zhuo , Pengyu Cheng , Ruiyi Zhang , Jun Zhu , Lawrence Carin

The recently developed Particle-based Variational Inference (ParVI) methods drive the empirical distribution of a set of \emph{fixed-weight} particles towards a given target distribution $\pi$ by iteratively updating particles' positions.…

Machine Learning · Computer Science 2021-12-03 Chao Zhang , Zhijian Li , Hui Qian , Xin Du

Semi-implicit variational inference (SIVI) enriches the expressiveness of variational families by utilizing a kernel and a mixing distribution to hierarchically define the variational distribution. Existing SIVI methods parameterize the…

Machine Learning · Statistics 2025-01-16 Jen Ning Lim , Adam M. Johansen

Particle-based variational inference methods (ParVIs) use nonparametric variational families represented by particles to approximate the target distribution according to the kernelized Wasserstein gradient flow for the Kullback-Leibler (KL)…

Machine Learning · Statistics 2025-03-24 Shiyue Zhang , Ziheng Cheng , Cheng Zhang

Diffusion models have demonstrated strong generative capabilities across scientific domains, but often produce outputs that violate physical laws. We propose a new perspective by framing physics-informed generation as a sparse reward…

Machine Learning · Computer Science 2025-09-26 Mingze Yuan , Pengfei Jin , Na Li , Quanzheng Li

Variational inference is a fast and scalable alternative to Markov chain Monte Carlo and has been widely applied to posterior inference tasks in statistics and machine learning. A traditional approach for implementing mean-field variational…

Statistics Theory · Mathematics 2026-01-01 Qiang Du , Kaizheng Wang , Edith Zhang , Chenyang Zhong

Particle-based Variational Inference (ParVI) methods approximate the target distribution by iteratively evolving finite weighted particle systems. Recent advances of ParVI methods reveal the benefits of accelerated position update…

Machine Learning · Computer Science 2023-12-29 Fangyikang Wang , Huminhao Zhu , Chao Zhang , Hanbin Zhao , Hui Qian

Recently, through a unified gradient flow perspective of Markov chain Monte Carlo (MCMC) and variational inference (VI), particle-based variational inference methods (ParVIs) have been proposed that tend to combine the best of both worlds.…

Machine Learning · Statistics 2024-10-31 Shiyue Zhang , Longlin Yu , Ziheng Cheng , Cheng Zhang

Approximate inference in high-dimensional, discrete probabilistic models is a central problem in computational statistics and machine learning. This paper describes discrete particle variational inference (DPVI), a new approach that…

Machine Learning · Statistics 2015-12-08 Ardavan Saeedi , Tejas D Kulkarni , Vikash Mansinghka , Samuel Gershman

Probabilistic modeling is iterative. A scientist posits a simple model, fits it to her data, refines it according to her analysis, and repeats. However, fitting complex models to large data is a bottleneck in this process. Deriving…

Machine Learning · Statistics 2016-03-03 Alp Kucukelbir , Dustin Tran , Rajesh Ranganath , Andrew Gelman , David M. Blei

The proliferation of computing devices has brought about an opportunity to deploy machine learning models on new problem domains using previously inaccessible data. Traditional algorithms for training such models often require data to be…

We propose Diffusion Model Variational Inference (DMVI), a novel method for automated approximate inference in probabilistic programming languages (PPLs). DMVI utilizes diffusion models as variational approximations to the true posterior…

Machine Learning · Computer Science 2023-11-23 Simon Dirmeier , Fernando Perez-Cruz

Multi-object state estimation is a fundamental problem for robotic applications where a robot must interact with other moving objects. Typically, other objects' relevant state features are not directly observable, and must instead be…

Robotics · Computer Science 2022-12-15 Angad Singh , Omar Makhlouf , Maximilian Igl , Joao Messias , Arnaud Doucet , Shimon Whiteson

Variational inference (VI) is a computationally efficient and scalable methodology for approximate Bayesian inference. It strikes a balance between accuracy of uncertainty quantification and practical tractability. It excels at generative…

Machine Learning · Statistics 2025-04-15 Alex Glyn-Davies , Arnaud Vadeboncoeur , O. Deniz Akyildiz , Ieva Kazlauskaite , Mark Girolami
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