相关论文: Alpha-Beta Divergence For Variational Inference

This paper introduces the variational R\'enyi bound (VR) that extends traditional variational inference to R\'enyi's alpha-divergences. This new family of variational methods unifies a number of existing approaches, and enables a smooth…

Modern methods for Bayesian regression beyond the Gaussian response setting are often computationally impractical or inaccurate in high dimensions. In fact, as discussed in recent literature, bypassing such a trade-off is still an open…

A new form of the variational autoencoder (VAE) is proposed, based on the symmetric Kullback-Leibler divergence. It is demonstrated that learning of the resulting symmetric VAE (sVAE) has close connections to previously developed…

When a statistical model $\{P_{\theta} : \theta \in \Theta\}$ lacks analytically tractable likelihoods, parametric statistical inference based on data generated from an unknown underlying distribution $P$ can still be performed as long as…

We propose a robust and scalable variational Bayes (VB) framework designed to effectively handle contamination and outliers in dataset. Our approach partitions the data into $m$ disjoint subsets and formulates a joint optimization problem…

We consider the problem of approximate Bayesian inference in log-supermodular models. These models encompass regular pairwise MRFs with binary variables, but allow to capture high-order interactions, which are intractable for existing…

Variational inference consists in finding the best approximation of a target distribution within a certain family, where `best' means (typically) smallest Kullback-Leiber divergence. We show that, when the approximation family is…

We construct optimal low-rank approximations for the Gaussian posterior distribution in linear Gaussian inverse problems with possibly infinite-dimensional separable Hilbert parameter spaces and finite-dimensional data spaces. We first…

Information divergence that measures the difference between two nonnegative matrices or tensors has found its use in a variety of machine learning problems. Examples are Nonnegative Matrix/Tensor Factorization, Stochastic Neighbor…

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…

Sparse optimization problems are ubiquitous in many fields such as statistics, signal/image processing and machine learning. This has led to the birth of many iterative algorithms to solve them. A powerful strategy to boost the performance…

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…

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

The non-parametric version of Amari's dually affine Information Geometry provides a practical calculus to perform computations of interest in statistical machine learning. The method uses the notion of a statistical bundle, a mathematical…

Variational inference is a popular technique to approximate a possibly intractable Bayesian posterior with a more tractable one. Recently, boosting variational inference has been proposed as a new paradigm to approximate the posterior by a…

Variational inference (VI) plays an essential role in approximate Bayesian inference due to its computational efficiency and broad applicability. Crucial to the performance of VI is the selection of the associated divergence measure, as VI…

Recent progress in deep latent variable models has largely been driven by the development of flexible and scalable variational inference methods. Variational training of this type involves maximizing a lower bound on the log-likelihood,…

One of the challenges in training generative models such as the variational auto encoder (VAE) is avoiding posterior collapse. When the generator has too much capacity, it is prone to ignoring latent code. This problem is exacerbated when…

Complex statistical models are often built by combining multiple submodels, called modules. Here we consider modular inference where the modules contain both parametric and nonparametric components. In such cases, standard Bayesian…

The Laplace approximation has been one of the workhorses of Bayesian inference. It often delivers good approximations in practice despite the fact that it does not strictly take into account where the volume of posterior density lies.…