Related papers: Variational Transdimensional Inference
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…
The Variationally Mimetic Operator Network (VarMiON) approach is a machine learning technique, originally developed to predict the solution of elliptic differential problems, that combines operator networks with a structure inherited from…
Future wireless networks are envisioned to provide ubiquitous sensing services, which also gives rise to a substantial demand for high-dimensional non-convex parameter estimation, i.e., the associated likelihood function is non-convex and…
Estimating a distribution given access to its unnormalized density is pivotal in Bayesian inference, where the posterior is generally known only up to an unknown normalizing constant. Variational inference and Markov chain Monte Carlo…
This paper is concerned with the approximation of probability distributions known up to normalization constants, with a focus on Bayesian inference for large-scale inverse problems in scientific computing. In this context, key challenges…
Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…
Current variational inference methods for hierarchical Bayesian nonparametric models can neither characterize the correlation structure among latent variables due to the mean-field setting, nor infer the true posterior dimension because of…
Variational inference has experienced a recent surge in popularity owing to stochastic approaches, which have yielded practical tools for a wide range of model classes. A key benefit is that stochastic variational inference obviates the…
Stochastic planning can be reduced to probabilistic inference in large discrete graphical models, but hardness of inference requires approximation schemes to be used. In this paper we argue that such applications can be disentangled along…
Simulation-based inference (SBI) methods tackle complex scientific models with challenging inverse problems. However, SBI models often face a significant hurdle due to their non-differentiable nature, which hampers the use of gradient-based…
We extend the existing framework of semi-implicit variational inference (SIVI) and introduce doubly semi-implicit variational inference (DSIVI), a way to perform variational inference and learning when both the approximate posterior and the…
The numerical simulation of interaction between free flow and porous media, governed by coupled Stokes/Navier--Stokes--Darcy flows, is critical for understanding fluid filtration and physiological transport, yet it is hindered by the high…
Seismic full-waveform inversion (FWI) provides high resolution images of the subsurface by exploiting information in the recorded seismic waveforms. This is achieved by solving a highly nonnlinear and nonunique inverse problem. Bayesian…
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 efficient resolution of Bayesian inverse problems remains challenging due to the high computational cost of traditional sampling methods. In this paper, we propose a novel framework that integrates Conditional Flow Matching (CFM) with a…
Semi-implicit variational inference (SIVI) enhances the expressiveness of variational families through hierarchical semi-implicit distributions, but the intractability of their densities makes standard ELBO-based optimization biased. Recent…
Forward modeling approaches in cosmology have made it possible to reconstruct the initial conditions at the beginning of the Universe from the observed survey data. However the high dimensionality of the parameter space still poses a…
Many machine learning problems involve Monte Carlo gradient estimators. As a prominent example, we focus on Monte Carlo variational inference (MCVI) in this paper. The performance of MCVI crucially depends on the variance of its stochastic…
We study the implementation of Automatic Differentiation Variational inference (ADVI) for Bayesian inference on regression models with bridge penalization. The bridge approach uses $\ell_{\alpha}$ norm, with $\alpha \in (0, +\infty)$ to…
Approximate Bayesian Computation (ABC) is a framework for performing likelihood-free posterior inference for simulation models. Stochastic Variational inference (SVI) is an appealing alternative to the inefficient sampling approaches…