相关论文: EigenVI: score-based variational inference with or…

Variational inference is a scalable technique for approximate Bayesian inference. Deriving variational inference algorithms requires tedious model-specific calculations; this makes it difficult to automate. We propose an automatic…

In this paper, we propose CI-VI an efficient and scalable solver for semi-implicit variational inference (SIVI). Our method, first, maps SIVI's evidence lower bound (ELBO) to a form involving a nonlinear functional nesting of expected…

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…

We propose an approach based on function evaluations and Bayesian inference to extract higher-order differential information of objective functions {from a given ensemble of particles}. Pointwise evaluation $\{V(x^i)\}_i$ of some potential…

Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference…

Bayesian methods are particularly effective for addressing inverse problems due to their ability to manage uncertainties inherent in the inference process. However, employing these methods with costly forward models poses significant…

While stochastic variational inference is relatively well known for scaling inference in Bayesian probabilistic models, related methods also offer ways to circumnavigate the approximation of analytically intractable expectations. The key…

Stochastic natural gradient variational inference (NGVI) is a popular and efficient algorithm for Bayesian inference. Despite empirical success, the convergence of this method is still not fully understood. In this work, we define and study…

The recognition network in deep latent variable models such as variational autoencoders (VAEs) relies on amortized inference for efficient posterior approximation that can scale up to large datasets. However, this technique has also been…

Boosting variational inference (BVI) approximates an intractable probability density by iteratively building up a mixture of simple component distributions one at a time, using techniques from sparse convex optimization to provide both…

Approximate inference in high-dimensional, discrete probabilistic models is a central problem in computational statistics and machine learning. This paper describes discrete particle variational inference (DPVI), a new approach that…

The Black Box Variational Inference (Ranganath et al. (2014)) algorithm provides a universal method for Variational Inference, but taking advantage of special properties of the approximation family or of the target can improve the…

Semi-implicit variational inference (SIVI) extends traditional variational families with semi-implicit distributions defined in a hierarchical manner. Due to the intractable densities of semi-implicit distributions, classical SIVI often…

Developing efficient solutions for inference problems in intelligent sensor networks is crucial for the next generation of location, tracking, and mapping services. This paper develops a scalable distributed probabilistic inference…

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…

Variational inference has become a widely used method to approximate posteriors in complex latent variables models. However, deriving a variational inference algorithm generally requires significant model-specific analysis, and these…

Variational inference is an umbrella term for algorithms which cast Bayesian inference as optimization. Classically, variational inference uses the Kullback-Leibler divergence to define the optimization. Though this divergence has been…

In variational inference (VI), the practitioner approximates a high-dimensional distribution $\pi$ with a simple surrogate one, often a (product) Gaussian distribution. However, in many cases of practical interest, Gaussian distributions…

Envelope models provide a sufficient dimension reduction framework for multivariate regression analysis. Bayesian inference for these models has been developed primarily using Markov chain Monte Carlo (MCMC) methods. Specifically, Gibbs…

Recently, Stochastic Variational Inference (SVI) has been increasingly attractive thanks to its ability to find good posterior approximations of probabilistic models. It optimizes the variational objective with stochastic optimization,…