Amortized variational inference for simple hierarchical models

A Agrawal, J Domke - Advances in Neural Information …, 2021 - proceedings.neurips.cc
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 …

Nested variational inference

H Zimmermann, H Wu, B Esmaeili… - Advances in Neural …, 2021 - proceedings.neurips.cc
We develop nested variational inference (NVI), a family of methods that learn proposals for
nested importance samplers by minimizing an forward or reverse KL divergence at each …

Amortized Variational Inference: When and Why?

CC Margossian, DM Blei - arXiv preprint arXiv:2307.11018, 2023 - arxiv.org
Amortized variational inference (A-VI) is a method for approximating the intractable posterior
distributions that arise in probabilistic models. The defining feature of A-VI is that it learns a …

Structured stochastic gradient MCMC

A Alexos, AJ Boyd, S Mandt - International Conference on …, 2022 - proceedings.mlr.press
Abstract Stochastic gradient Markov Chain Monte Carlo (SGMCMC) is a scalable algorithm
for asymptotically exact Bayesian inference in parameter-rich models, such as Bayesian …

Rethinking variational inference for probabilistic programs with stochastic support

T Reichelt, L Ong, T Rainforth - Advances in Neural …, 2022 - proceedings.neurips.cc
Abstract We introduce Support Decomposition Variational Inference (SDVI), a new
variational inference (VI) approach for probabilistic programs with stochastic support …

Learning directed graphical models with optimal transport

V Vo, T Le, LT Vuong, H Zhao, E Bonilla… - arXiv preprint arXiv …, 2023 - arxiv.org
Estimating the parameters of a probabilistic directed graphical model from incomplete data
remains a long-standing challenge. This is because, in the presence of latent variables, both …

Federated Variational Inference Methods for Structured Latent Variable Models

C Hassan, R Salomone, K Mengersen - arXiv preprint arXiv:2302.03314, 2023 - arxiv.org
Federated learning methods enable model training across distributed data sources without
data leaving their original locations and have gained increasing interest in various fields …

Automatic variational inference with cascading flows

L Ambrogioni, G Silvestri… - … on Machine Learning, 2021 - proceedings.mlr.press
The automation of probabilistic reasoning is one of the primary aims of machine learning.
Recently, the confluence of variational inference and deep learning has led to powerful and …

Disentangling impact of capacity, objective, batchsize, estimators, and step-size on flow VI

A Agrawal, J Domke - arXiv preprint arXiv:2412.08824, 2024 - arxiv.org
Normalizing flow-based variational inference (flow VI) is a promising approximate inference
approach, but its performance remains inconsistent across studies. Numerous algorithmic …

TreeFlow: probabilistic programming and automatic differentiation for phylogenetics

C Swanepoel, M Fourment, X Ji, H Nasif… - arXiv preprint arXiv …, 2022 - arxiv.org
Probabilistic programming frameworks are powerful tools for statistical modelling and
inference. They are not immediately generalisable to phylogenetic problems due to the …