5 papers · 1 filter
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…
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…
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…
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…
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…