相关论文: Variational Inference via Transformations on Distr…

Hierarchical models represent a challenging setting for inference algorithms. MCMC methods struggle to scale to large models with many local variables and observations, and variational inference (VI) may fail to provide accurate…

Recent progress in variational inference has paid much attention to the flexibility of variational posteriors. One promising direction is to use implicit distributions, i.e., distributions without tractable densities as the variational…

Current black-box variational inference (BBVI) methods require the user to make numerous design choices -- such as the selection of variational objective and approximating family -- yet there is little principled guidance on how to do so.…

It is difficult to use subsampling with variational inference in hierarchical models since the number of local latent variables scales with the dataset. Thus, inference in hierarchical models remains a challenge at large scale. It is…

Variational auto-encoders (VAE) are scalable and powerful generative models. However, the choice of the variational posterior determines tractability and flexibility of the VAE. Commonly, latent variables are modeled using the normal…

Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of…

Variational Bayes is a popular method for approximate inference but its derivation can be cumbersome. To simplify the process, we give a 3-step recipe to identify the posterior form by explicitly looking for linearity with respect to…

Inference is the task of drawing conclusions about unobserved variables given observations of related variables. Applications range from identifying diseases from symptoms to classifying economic regimes from price movements. Unfortunately,…

Variational inference with normalizing flows (NFs) is an increasingly popular alternative to MCMC methods. In particular, NFs based on coupling layers (Real NVPs) are frequently used due to their good empirical performance. In theory,…

Efficient inference is a critical challenge in deep generative modeling, particularly as diffusion models grow in capacity and complexity. While increased complexity often improves accuracy, it raises compute costs, latency, and memory…

Variational inference (VI) provides a principled framework for estimating posterior distributions over model parameters, enabling explicit modeling of weight uncertainty during optimization. By capturing this uncertainty, VI improves the…

Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…

Variational inference provides a powerful tool for approximate probabilistic in- ference on complex, structured models. Typical variational inference methods, however, require to use inference networks with computationally tractable proba-…

We develop an approach to training generative models based on unrolling a variational auto-encoder into a Markov chain, and shaping the chain's trajectories using a technique inspired by recent work in Approximate Bayesian computation. We…

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…

A conventional Bayesian approach to prediction uses the posterior distribution to integrate out parameters in a density for unobserved data conditional on the observed data and parameters. When the true posterior is intractable, it is…

In this paper, we study two aspects of the variational autoencoder (VAE): the prior distribution over the latent variables and its corresponding posterior. First, we decompose the learning of VAEs into layerwise density estimation, and…

Variational inference methods have been shown to lead to significant improvements in the computational efficiency of approximate Bayesian inference in mixed multinomial logit models when compared to standard Markov-chain Monte Carlo (MCMC)…

Simulation-based inference has been popular for amortized Bayesian computation. It is typical to have more than one posterior approximation, from different inference algorithms, different architectures, or simply the randomness of…

We present a new algorithm for approximate inference in probabilistic programs, based on a stochastic gradient for variational programs. This method is efficient without restrictions on the probabilistic program; it is particularly…