activity
20172021
most citedAn Easy to Interpret Diagnostic for Approximate Inference: Symmetric Divergence Over Simulations

5 citations · 9 across the 5 of their papers we have counts for

collaborators

17 papers

cs.LG20212 cited

Amortized Variational Inference for Simple Hierarchical Models

Abhinav Agrawal, Justin Domke

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 hierarch…

cs.LG20212 cited

MCMC Variational Inference via Uncorrected Hamiltonian Annealing

Tomas Geffner, Justin Domke

Given an unnormalized target distribution we want to obtain approximate samples from it and a tight lower bound on its (log) normalization constant log Z. Annealed Importance Sampl…

cs.LG2021

Empirical Evaluation of Biased Methods for Alpha Divergence Minimization

Tomas Geffner, Justin Domke

In this paper we empirically evaluate biased methods for alpha-divergence minimization. In particular, we focus on how the bias affects the final solutions found, and how this depe…

cs.LG20215 cited

An Easy to Interpret Diagnostic for Approximate Inference: Symmetric Divergence Over Simulations

Justin Domke

It is important to estimate the errors of probabilistic inference algorithms. Existing diagnostics for Markov chain Monte Carlo methods assume inference is asymptotically exact, an…

stat.ML2020

On the Difficulty of Unbiased Alpha Divergence Minimization

Tomas Geffner, Justin Domke

Several approximate inference algorithms have been proposed to minimize an alpha-divergence between an approximating distribution and a target distribution. Many of these algorithm…

cs.LG2020

Approximation Based Variance Reduction for Reparameterization Gradients

Tomas Geffner, Justin Domke

Flexible variational distributions improve variational inference but are harder to optimize. In this work we present a control variate that is applicable for any reparameterizable…