Bayesian inversion, uncertainty analysis and interrogation using boosting variational inference

X Zhao, A Curtis - Journal of Geophysical Research: Solid …, 2024 - Wiley Online Library
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 …

Validated variational inference via practical posterior error bounds

J Huggins, M Kasprzak, T Campbell… - International …, 2020 - proceedings.mlr.press
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 …

Variational refinement for importance sampling using the forward kullback-leibler divergence

G Jerfel, S Wang, C Wong-Fannjiang… - Uncertainty in …, 2021 - proceedings.mlr.press
Variational Inference (VI) is a popular alternative to asymptotically exact sampling in
Bayesian inference. Its main workhorse is optimization over a reverse Kullback-Leibler …

Optimal design of stochastic DNA synthesis protocols based on generative sequence models

EN Weinstein, AN Amin… - International …, 2022 - proceedings.mlr.press
Generative probabilistic models of biological sequences have widespread existing and
potential applications in analyzing, predicting and designing proteins, RNA and genomes …

Provable smoothness guarantees for black-box variational inference

J Domke - International Conference on Machine Learning, 2020 - proceedings.mlr.press
Black-box variational inference tries to approximate a complex target distribution through a
gradient-based optimization of the parameters of a simpler distribution. Provable …

BooVAE: Boosting approach for continual learning of VAE

E Egorov, A Kuzina, E Burnaev - Advances in Neural …, 2021 - proceedings.neurips.cc
Variational autoencoder (VAE) is a deep generative model for unsupervised learning,
allowing to encode observations into the meaningful latent space. VAE is prone to …

Bayesian coresets: Revisiting the nonconvex optimization perspective

J Zhang, R Khanna, A Kyrillidis… - … Conference on Artificial …, 2021 - proceedings.mlr.press
Bayesian coresets have emerged as a promising approach for implementing scalable
Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of …

Boosting black box variational inference

F Locatello, G Dresdner, R Khanna… - Advances in Neural …, 2018 - proceedings.neurips.cc
Approximating a probability density in a tractable manner is a central task in Bayesian
statistics. Variational Inference (VI) is a popular technique that achieves tractability by …

Universal boosting variational inference

T Campbell, X Li - Advances in Neural Information …, 2019 - proceedings.neurips.cc
Boosting variational inference (BVI) approximates an intractable probability density by
iteratively building up a mixture of simple component distributions one at a time, using …

MixFlows: principled variational inference via mixed flows

Z Xu, N Chen, T Campbell - International Conference on …, 2023 - proceedings.mlr.press
This work presents mixed variational flows (MixFlows), a new variational family that consists
of a mixture of repeated applications of a map to an initial reference distribution. First, we …