12 citations · 14 across the 5 of their papers we have counts for
3 papers · 1 filter
Variational Inference with Mixtures of Isotropic Gaussians
Marguerite Petit-Talamon, Marc Lambert, Anna Korba
Variational inference (VI) is a popular approach in Bayesian inference, that looks for the best approximation of the posterior distribution within a parametric family, minimizing a…
Variational Gaussian approximation of the Kushner optimal filter
Marc Lambert, Silvère Bonnabel, Francis Bach
In estimation theory, the Kushner equation provides the evolution of the probability density of the state of a dynamical system given continuous-time observations. Building upon ou…
Variational inference via Wasserstein gradient flows
Marc Lambert, Sinho Chewi, Francis Bach +2
Along with Markov chain Monte Carlo (MCMC) methods, variational inference (VI) has emerged as a central computational approach to large-scale Bayesian inference. Rather than sampli…