1 citations · 2 across the 10 of their papers we have counts for
11 papers
Stochastic Gradient Variational Inference with Price's Gradient Estimator from Bures-Wasserstein to Parameter Space
Kyurae Kim, Qiang Fu, Yi-An Ma +2
For approximating a target distribution given only its unnormalized log-density, stochastic gradient-based variational inference (VI) algorithms are a popular approach. For example…
Knowledge Gradient for Preference Learning
Kaiwen Wu, Jacob R. Gardner
The knowledge gradient is a popular acquisition function in Bayesian optimization (BO) for optimizing black-box objectives with noisy function evaluations. Many practical settings,…
Nearly Dimension-Independent Convergence of Mean-Field Black-Box Variational Inference
Kyurae Kim, Yi-An Ma, Trevor Campbell +1
We prove that, given a mean-field location-scale variational family, black-box variational inference (BBVI) with the reparametrization gradient converges at a rate that is nearly i…
Tuning Sequential Monte Carlo Samplers via Greedy Incremental Divergence Minimization
Kyurae Kim, Zuheng Xu, Jacob R. Gardner +1
The performance of sequential Monte Carlo (SMC) samplers heavily depends on the tuning of the Markov kernels used in the path proposal. For SMC samplers with unadjusted Markov kern…
Computation-Aware Gaussian Processes: Model Selection And Linear-Time Inference
Jonathan Wenger, Kaiwen Wu, Philipp Hennig +3
Model selection in Gaussian processes scales prohibitively with the size of the training dataset, both in time and memory. While many approximations exist, all incur inevitable app…
A Fast, Robust Elliptical Slice Sampling Implementation for Linearly Truncated Multivariate Normal Distributions
Kaiwen Wu, Jacob R. Gardner
Elliptical slice sampling, when adapted to linearly truncated multivariate normal distributions, is a rejection-free Markov chain Monte Carlo method. At its core, it requires analy…
Understanding Stochastic Natural Gradient Variational Inference
Kaiwen Wu, Jacob R. Gardner
Stochastic natural gradient variational inference (NGVI) is a popular posterior inference method with applications in various probabilistic models. Despite its wide usage, little i…
Demystifying SGD with Doubly Stochastic Gradients
Kyurae Kim, Joohwan Ko, Yi-An Ma +1
Optimization objectives in the form of a sum of intractable expectations are rising in importance (e.g., diffusion models, variational autoencoders, and many more), a setting also…
Stochastic Approximation with Biased MCMC for Expectation Maximization
Samuel Gruffaz, Kyurae Kim, Alain Oliviero Durmus +1
The expectation maximization (EM) algorithm is a widespread method for empirical Bayesian inference, but its expectation step (E-step) is often intractable. Employing a stochastic…
Provably Scalable Black-Box Variational Inference with Structured Variational Families
Joohwan Ko, Kyurae Kim, Woo Chang Kim +1
Variational families with full-rank covariance approximations are known not to work well in black-box variational inference (BBVI), both empirically and theoretically. In fact, rec…
Large-Scale Gaussian Processes via Alternating Projection
Kaiwen Wu, Jonathan Wenger, Haydn Jones +2
Training and inference in Gaussian processes (GPs) require solving linear systems with kernel matrices. To address the prohibitive time complexity, r…