Related papers: Variational Transdimensional Inference
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…
Variational inference (VI) is a technique to approximate difficult to compute posteriors by optimization. In contrast to MCMC, VI scales to many observations. In the case of complex posteriors, however, state-of-the-art VI approaches often…
Variational inference (VI) has become the method of choice for fitting many modern probabilistic models. However, practitioners are faced with a fragmented literature that offers a bewildering array of algorithmic options. First, the…
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…
The choice of approximate posterior distribution is one of the core problems in variational inference. Most applications of variational inference employ simple families of posterior approximations in order to allow for efficient inference,…
Geoscientists use observed data to estimate properties of the Earth's interior. This often requires non-linear inverse problems to be solved and uncertainties to be estimated. Bayesian inference solves inverse problems under a probabilistic…
We introduce \textit{OneFlowSBI}, a unified framework for simulation-based inference that learns a single flow-matching generative model over the joint distribution of parameters and observations. Leveraging a query-aware masking…
Stochastic variational inference (SVI), the state-of-the-art algorithm for scaling variational inference to large-datasets, is inherently serial. Moreover, it requires the parameters to fit in the memory of a single processor; this is…
Diffusion tensor imaging (DTI) is a popular magnetic resonance imaging technique used to characterize microstructural changes in the brain. DTI studies quantify the diffusion of water molecules in a voxel using an estimated 3x3 symmetric…
Fueled by the expressive power of deep neural networks, normalizing flows have achieved spectacular success in generative modeling, or learning to draw new samples from a distribution given a finite dataset of training samples. Normalizing…
In Bayesian inference prior hyperparameters are chosen subjectively or estimated using empirical Bayes methods. Generalised Bayesian Inference (GBI) also has a learning rate hyperparameter. This is compounded in Semi-Modular Inference…
Semi-implicit variational inference (SIVI) has been introduced to expand the analytical variational families by defining expressive semi-implicit distributions in a hierarchical manner. However, the single-layer architecture commonly used…
Solving high-dimensional PDE-governed inverse problems is often challenging due to complex non-Gaussian posterior distributions, expensive forward model evaluations, and misspecified prior information. To address these issues, we propose a…
Forecasting conditional stochastic nonlinear dynamical systems is a fundamental challenge repeatedly encountered across the biological and physical sciences. While flow-based models can impressively predict the temporal evolution of…
Large spatial datasets with non-Gaussian responses are increasingly common in environmental monitoring, ecology, and remote sensing, yet scalable Bayesian inference for such data remains challenging. Markov chain Monte Carlo (MCMC) methods…
One of the core problems of modern statistics is to approximate difficult-to-compute probability densities. This problem is especially important in Bayesian statistics, which frames all inference about unknown quantities as a calculation…
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…
Building on the recent trend of new deep generative models known as Normalizing Flows (NF), simulation-based inference (SBI) algorithms can now efficiently accommodate arbitrary complex and high-dimensional data distributions. The…
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…
Simulation-based inference (SBI) enables cosmological parameter estimation when closed-form likelihoods or models are unavailable. However, SBI relies on machine learning for neural compression and density estimation. This requires large…