arXiv Machine Learning By Rocco Caprio, Adrien Corenflos, Sam Power

Wasserstein Contraction of Coordinate Ascent Variational Inference

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arXiv:2605. 30253v2 Announce Type: replace-cross Abstract: We study the contraction in Wasserstein distance of the coordinate ascent variational inference algorithm.

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arXiv Machine Learning
Jul 22

Linear convergence of proximal descent schemes on the Wasserstein space

arXiv:2411. 15067v2 Announce Type: replace-cross Abstract: We investigate proximal descent methods, inspired by the minimizing movement scheme introduced by Jordan, Kinderlehrer and Otto, for optimizing entropy-regularized functionals on the Wasserstein space.

By Razvan-Andrei Lascu, Mateusz B. Majka, David \v{S}i\v{s}ka, {\L}ukasz Szpruch
arXiv Machine Learning
Sep 14

A Generalized Tangent Approximation based Variational Inference Framework for Strongly Super-Gaussian Likelihoods

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.

By Somjit Roy, Pritam Dey, Debdeep Pati, Bani K. Mallick