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We introduce Pawsterior, a variational flow-matching framework for improved and extended simulation-based inference (SBI). Many SBI problems involve posteriors constrained by structured domains, such as bounded physical parameters or hybrid…

Machine Learning · Computer Science 2026-03-10 Jorge Carrasco-Pollo , Floor Eijkelboom , Jan-Willem van de Meent

The automation of probabilistic reasoning is one of the primary aims of machine learning. Recently, the confluence of variational inference and deep learning has led to powerful and flexible automatic inference methods that can be trained…

Machine Learning · Statistics 2021-02-10 Luca Ambrogioni , Gianluigi Silvestri , Marcel van Gerven

The stochastic variational inference (SVI) paradigm, which combines variational inference, natural gradients, and stochastic updates, was recently proposed for large-scale data analysis in conjugate Bayesian models and demonstrated to be…

Machine Learning · Statistics 2018-02-05 Rishit Sheth , Roni Khardon

In order to predict future performance of subsurface fluid reservoirs under possible operating scenarios, a dynamic, porous-medium flow simulation model must be tuned to include representative properties of the reservoir. Estimating…

Geophysics · Physics 2026-02-04 Zhen Zhang , Xuebin Zhao , Andrew Curtis

Stein variational inference (SVI) is a sample-based approximate Bayesian inference technique that generates a sample set by jointly optimizing the samples' locations to minimize an information-theoretic measure of discrepancy with the…

Machine Learning · Computer Science 2024-10-22 Liam Pavlovic , David M. Rosen

Inverse problems of partial differential equations are ubiquitous across various scientific disciplines and can be formulated as statistical inference problems using Bayes' theorem. To address large-scale problems, it is crucial to develop…

Numerical Analysis · Mathematics 2025-12-23 Yang Zhao , Haoyu Lu , Junxiong Jia , Tao Zhou

The recognition network in deep latent variable models such as variational autoencoders (VAEs) relies on amortized inference for efficient posterior approximation that can scale up to large datasets. However, this technique has also been…

Machine Learning · Statistics 2019-02-28 Rui Shu , Hung H. Bui , Jay Whang , Stefano Ermon

Variational inference is computationally challenging in models that contain both conjugate and non-conjugate terms. Methods specifically designed for conjugate models, even though computationally efficient, find it difficult to deal with…

Machine Learning · Computer Science 2017-04-14 Mohammad Emtiyaz Khan , Wu Lin

Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…

Machine Learning · Computer Science 2018-10-24 Cheng Zhang , Judith Butepage , Hedvig Kjellstrom , Stephan Mandt

The mean field variational inference (MFVI) formulation restricts the general Bayesian inference problem to the subspace of product measures. We present a framework to analyze MFVI algorithms, which is inspired by a similar development for…

Machine Learning · Statistics 2022-10-21 Soumyadip Ghosh , Yingdong Lu , Tomasz Nowicki , Edith Zhang

The choice of approximate posterior distributions plays a central role in stochastic variational inference (SVI). One effective solution is the use of normalizing flows \cut{defined on Euclidean spaces} to construct flexible posterior…

Machine Learning · Computer Science 2020-08-14 Avishek Joey Bose , Ariella Smofsky , Renjie Liao , Prakash Panangaden , William L. Hamilton

Owing to the recent advances in "Big Data" modeling and prediction tasks, variational Bayesian estimation has gained popularity due to their ability to provide exact solutions to approximate posteriors. One key technique for approximate…

Machine Learning · Computer Science 2018-03-01 Hamza Anwar , Quanyan Zhu

Seismic surface wave tomography uses surface wave information to obtain velocity structures in the subsurface. Due to data noise and nonlinearity of the problem, surface wave tomography often has non-unique solutions. It is therefore…

Geophysics · Physics 2025-11-06 Wenda Yang , Xin Zhang

Recently, Stochastic Variational Inference (SVI) has been increasingly attractive thanks to its ability to find good posterior approximations of probabilistic models. It optimizes the variational objective with stochastic optimization,…

Machine Learning · Computer Science 2022-03-16 Minta Liu , Suliang Bu

Solving Bayesian inference problems approximately with variational approaches can provide fast and accurate results. Capturing correlation within the approximation requires an explicit parametrization. This intrinsically limits this…

Machine Learning · Statistics 2020-01-31 Jakob Knollmüller , Torsten A. Enßlin

Many modern applications of Bayesian inference, such as in cosmology, are based on complicated forward models with high-dimensional parameter spaces. This considerably limits the sampling of posterior distributions conditioned on observed…

Instrumentation and Methods for Astrophysics · Physics 2024-09-17 Marco Raveri , Cyrille Doux , Shivam Pandey

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…

Machine Learning · Statistics 2018-01-16 Saad Mohamad , Abdelhamid Bouchachia , Moamar Sayed-Mouchaweh

The abundance of modern health data provides many opportunities for the use of machine learning techniques to build better statistical models to improve clinical decision making. Predicting time-to-event distributions, also known as…

Machine Learning · Statistics 2020-12-15 Zidi Xiu , Chenyang Tao , Benjamin A. Goldstein , Ricardo Henao

Amortized variational inference (AVI) replaces instance-specific local inference with a global inference network. While AVI has enabled efficient training of deep generative models such as variational autoencoders (VAE), recent empirical…

Machine Learning · Statistics 2018-07-25 Yoon Kim , Sam Wiseman , Andrew C. Miller , David Sontag , Alexander M. Rush

Stochastic variational inference offers an attractive option as a default method for differentiable probabilistic programming. However, the performance of the variational approach depends on the choice of an appropriate variational family.…

Machine Learning · Statistics 2021-02-11 Luca Ambrogioni , Kate Lin , Emily Fertig , Sharad Vikram , Max Hinne , Dave Moore , Marcel van Gerven
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