arXiv:2606. 15458v1 Announce Type: cross Abstract: Variational inference (VI) is a core engine of modern AI, enabling scalable approximate Bayesian learning and uncertainty-aware training of large probabilistic and generative models.
arXiv:2410. 14843v4 Announce Type: replace-cross Abstract: Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification.
arXiv:2603.20111v2 Announce Type: replace Abstract: The Joint-Embedding Predictive Architecture (JEPA) is often seen as a non-generative alternative to likelihood-based self-supervised learning, emph...
The paper introduces a new variational inference framework that uses tangent transformations to handle strongly super‑Gaussian likelihoods across a wide range of probability models. By constructing tangent minorants of the log‑likelihood through convex duality, the method achieves conjugacy with Gaussian priors, enabling tractable inference where traditional approaches struggle. The authors provide algorithmic convergence guarantees and near‑parametric risk bounds, and demonstrate superior scalability and accuracy on both simulated and real‑world datasets compared to existing variational algorithms.
arXiv:2606. 01954v1 Announce Type: new Abstract: Implicit-process priors define distributions over functions through flexible generative mechanisms, making them attractive for Bayesian function-space modelling.
arXiv:2606. 07400v1 Announce Type: new Abstract: Many scientific problems require inferring unobserved mechanistic latent states from indirect observations.
arXiv:2607. 18883v1 Announce Type: cross Abstract: A central aim of unsupervised learning is to uncover latent factors that explain dependencies among observations.
arXiv:2609.39525v1 Announce Type: new Abstract: Casting Bayesian inference as a neural network optimization problem targeting an amortized posterior is attractive, as it extends to otherwise intracta...
The paper introduces NeVI‑Cut, a modular variational inference method for cut‑Bayes that does not require access to upstream data or models. It approximates the cut‑posterior by minimizing the expected downstream conditional Kullback‑Leibler divergence, using conditional normalizing flows as the variational family. The authors provide fixed‑data convergence rates, establish uniform KL approximation results for flow classes, and demonstrate the algorithm’s speed and accuracy on several applications.
arXiv:2608.29335v1 Announce Type: new Abstract: Latent generative models typically follow a two-stage pipeline, training a variational autoencoder for reconstruction and then a generative model on th...
arXiv:2609.37381v1 Announce Type: new Abstract: Neural simulation-based inference (SBI) has been widely successful in inferring a relatively small number of interpretable parameters from potentially...
arXiv:2606. 21806v2 Announce Type: replace Abstract: Deep generative models reproduce the observational distribution of their training data, inheriting any spurious associations it contains.
arXiv:2607. 08254v1 Announce Type: new Abstract: Quantifying variability in a target population relative to a reference population is central to many scientific and clinical problems (e.