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 …

EigenVI: score-based variational inference with orthogonal function expansions

D Cai, C Modi, C Margossian… - Advances in Neural …, 2025 - proceedings.neurips.cc
We develop EigenVI, an eigenvalue-based approach for black-box variational inference
(BBVI). EigenVI constructs its variational approximations from orthogonal function …

Variational prior replacement in Bayesian inference and inversion

X Zhao, A Curtis - Geophysical Journal International, 2024 - academic.oup.com
Many scientific investigations require that the values of a set of model parameters are
estimated using recorded data. In Bayesian inference, information from both observed data …

Batch and match: black-box variational inference with a score-based divergence

D Cai, C Modi, L Pillaud-Vivien, CC Margossian… - arxiv preprint arxiv …, 2024 - arxiv.org
Most leading implementations of black-box variational inference (BBVI) are based on
optimizing a stochastic evidence lower bound (ELBO). But such approaches to BBVI often …

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 …

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 …

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 …

Competitive training of mixtures of independent deep generative models

F Locatello, D Vincent, I Tolstikhin, G Rätsch… - arxiv preprint arxiv …, 2018 - arxiv.org
A common assumption in causal modeling posits that the data is generated by a set of
independent mechanisms, and algorithms should aim to recover this structure. Standard …