An optimization-centric view on Bayes' rule: Reviewing and generalizing variational inference

J Knoblauch, J Jewson, T Damoulas - Journal of Machine Learning …, 2022 - jmlr.org
We advocate an optimization-centric view of Bayesian inference. Our inspiration is the
representation of Bayes' rule as infinite-dimensional optimization (Csisz´ r, 1975; Donsker …

Generalized variational inference: Three arguments for deriving new posteriors

J Knoblauch, J Jewson, T Damoulas - arXiv preprint arXiv:1904.02063, 2019 - arxiv.org
We advocate an optimization-centric view on and introduce a novel generalization of
Bayesian inference. Our inspiration is the representation of Bayes' rule as infinite …

Rényicl: Contrastive representation learning with skew rényi divergence

K Lee, J Shin - Advances in Neural Information Processing …, 2022 - proceedings.neurips.cc
Contrastive representation learning seeks to acquire useful representations by estimating
the shared information between multiple views of data. Here, the choice of data …

Advances in black-box VI: Normalizing flows, importance weighting, and optimization

A Agrawal, DR Sheldon… - Advances in Neural …, 2020 - proceedings.neurips.cc
Recent research has seen several advances relevant to black-box VI, but the current state of
automatic posterior inference is unclear. One such advance is the use of normalizing flows …

Decision-making with auto-encoding variational Bayes

R Lopez, P Boyeau, N Yosef… - Advances in Neural …, 2020 - proceedings.neurips.cc
To make decisions based on a model fit with auto-encoding variational Bayes (AEVB),
practitioners often let the variational distribution serve as a surrogate for the posterior …

Practical and consistent estimation of f-divergences

P Rubenstein, O Bousquet… - Advances in …, 2019 - proceedings.neurips.cc
The estimation of an f-divergence between two probability distributions based on samples is
a fundamental problem in statistics and machine learning. Most works study this problem …

Deep gaussian processes for calibration of computer models (with discussion)

S Marmin, M Filippone - Bayesian Analysis, 2022 - projecteuclid.org
Bayesian calibration of black-box computer models offers an established framework for
quantification of uncertainty of model parameters and predictions. Traditional Bayesian …

Apo-vae: Text generation in hyperbolic space

S Dai, Z Gan, Y Cheng, C Tao, L Carin, J Liu - arXiv preprint arXiv …, 2020 - arxiv.org
Natural language often exhibits inherent hierarchical structure ingrained with complex
syntax and semantics. However, most state-of-the-art deep generative models learn …

Tight mutual information estimation with contrastive fenchel-legendre optimization

Q Guo, J Chen, D Wang, Y Yang… - Advances in …, 2022 - proceedings.neurips.cc
Abstract Successful applications of InfoNCE (Information Noise-Contrastive Estimation) and
its variants have popularized the use of contrastive variational mutual information (MI) …

Variational Bayesian decision-making for continuous utilities

T Kuśmierczyk, J Sakaya… - Advances in Neural …, 2019 - proceedings.neurips.cc
Bayesian decision theory outlines a rigorous framework for making optimal decisions based
on maximizing expected utility over a model posterior. However, practitioners often do not …