相关论文: Tightening Bounds for Variational Inference by Rev…

Recent work in unsupervised representation learning has focused on learning deep directed latent-variable models. Fitting these models by maximizing the marginal likelihood or evidence is typically intractable, thus a common approximation…

Variational inference for latent variable models is prevalent in various machine learning problems, typically solved by maximizing the Evidence Lower Bound (ELBO) of the true data likelihood with respect to a variational distribution.…

A framework to boost the efficiency of Bayesian inference in probabilistic programs is introduced by embedding a sampler inside a variational posterior approximation. We call it the refined variational approximation. Its strength lies both…

Models with a large number of latent variables are often used to fully utilize the information in big or complex data. However, they can be difficult to estimate using standard approaches, and variational inference methods are a popular…

Variational methods are employed in situations where exact Bayesian inference becomes intractable due to the difficulty in performing certain integrals. Typically, variational methods postulate a tractable posterior and formulate a lower…

Black box variational inference (BBVI) with reparameterization gradients triggered the exploration of divergence measures other than the Kullback-Leibler (KL) divergence, such as alpha divergences. In this paper, we view BBVI with…

The Poisson model is frequently employed to describe count data, but in a Bayesian context it leads to an analytically intractable posterior probability distribution. In this work, we analyze a variational Gaussian approximation to the…

Amortised inference enables scalable learning of sequential latent-variable models (LVMs) with the evidence lower bound (ELBO). In this setting, variational posteriors are often only partially conditioned. While the true posteriors depend,…

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.…

Variational inference has become an increasingly attractive fast alternative to Markov chain Monte Carlo methods for approximate Bayesian inference. However, a major obstacle to the widespread use of variational methods is the lack of…

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…

In this paper we introduce a family of stochastic gradient estimation techniques based of the perturbative expansion around the mean of the sampling distribution. We characterize the bias and variance of the resulting Taylor-corrected…

Expectation Propagation (EP) provides a framework for approximate inference. When the model under consideration is over a latent Gaussian field, with the approximation being Gaussian, we show how these approximations can systematically be…

We introduce a variational reasoning framework for language models that treats thinking traces as latent variables and optimizes them through variational inference. Starting from the evidence lower bound (ELBO), we extend it to a…

Variational mean field approximations tend to struggle with contemporary overparametrized deep neural networks. Where a Bayesian treatment is usually associated with high-quality predictions and uncertainties, the practical reality has been…

In large-scale Bayesian inverse problems, it is often necessary to apply approximate forward models to reduce the cost of forward model evaluations, while controlling approximation quality. In the context of Bayesian inverse problems with…

Variational Inference is a powerful tool in the Bayesian modeling toolkit, however, its effectiveness is determined by the expressivity of the utilized variational distributions in terms of their ability to match the true posterior…

In this article we use rate-distortion theory, a branch of information theory devoted to the problem of lossy compression, to shed light on an important problem in latent variable modeling of data: is there room to improve the model? One…

We propose an analytical solution for approximating the gradient of the Evidence Lower Bound (ELBO) in variational inference problems where the statistical model is a Bayesian network consisting of observations drawn from a mixture of a…

Variational inference methods for latent variable statistical models have gained popularity because they are relatively fast, can handle large data sets, and have deterministic convergence guarantees. However, in practice it is unclear…