Related papers: Mode Collapse of Mean-Field Variational Inference
In Bayesian analysis, the posterior follows from the data and a choice of a prior and a likelihood. One hopes that the posterior is robust to reasonable variation in the choice of prior and likelihood, since this choice is made by the…
Variational inference (VI) has emerged as a popular method for approximate inference for high-dimensional Bayesian models. In this paper, we propose a novel VI method that extends the naive mean field via entropic regularization, referred…
Stochastic Natural Gradient Variational Inference (NGVI) is a widely used method for approximating posterior distribution in probabilistic models. Despite its empirical success and foundational role in variational inference, its theoretical…
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.…
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…
Mean field variational Bayes (MFVB) is a popular posterior approximation method due to its fast runtime on large-scale data sets. However, it is well known that a major failing of MFVB is that it underestimates the uncertainty of model…
Amortized variational inference is an often employed framework in simulation-based inference that produces a posterior approximation that can be rapidly computed given any new observation. Unfortunately, there are few guarantees about the…
We present a general method for deriving collapsed variational inference algo- rithms for probabilistic models in the conjugate exponential family. Our method unifies many existing approaches to collapsed variational inference. Our…
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…
Mean-field Langevin dynamics (MFLD) is an optimization method derived by taking the mean-field limit of noisy gradient descent for two-layer neural networks in the mean-field regime. Recently, the propagation of chaos (PoC) for MFLD has…
Motion planning for autonomous robots in dynamic environments poses numerous challenges due to uncertainties in the robot's dynamics and interaction with other agents. Sampling-based MPC approaches, such as Model Predictive Path Integral…
This paper presents a new approach to detecting road boundaries based on sparse radar signals. We model the roadway using a homogeneous model and derive its conditional predictive model under known radar motion. Using the conditional…
We provide the first convergence guarantee for full black-box variational inference (BBVI), also known as Monte Carlo variational inference. While preliminary investigations worked on simplified versions of BBVI (e.g., bounded domain,…
Random feature latent variable models (RFLVMs) represent the state-of-the-art in latent variable models, capable of handling non-Gaussian likelihoods and effectively uncovering patterns in high-dimensional data. However, their heavy…
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…
Attacks on sensing and perception threaten the safe deployment of autonomous vehicles (AVs). Security-aware sensor fusion helps mitigate threats but requires accurate field of view (FOV) estimation which has not been evaluated autonomy. To…
Score-based methods are powerful across machine learning, but they face a paradox: theoretically path-independent, yet practically path-dependent. We resolve this by proving that practical training objectives differ from the ideal,…
GUI grounding, which translates natural language instructions into precise pixel coordinates, is essential for developing practical GUI agents. However, we observe that existing grounding models exhibit significant coordinate prediction…
Multilevel Splitting is a Sequential Monte Carlo method to simulate realisations of a rare event as well as to estimate its probability. This article is concerned with the convergence and the fluctuation analysis of Adaptive Multilevel…
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…