Papers › Mixed Variational Inference
Mixed Variational Inference
Nikolaos Gianniotis
The Laplace approximation has been one of the workhorses of Bayesian inference. It often delivers good approximations in practice despite the fact that it does not strictly take into account where the volume of posterior density lies. Variational approaches avoid this issue by explicitly minimising the Kullback-Leibler divergence DKL between a postulated posterior and the true (unnormalised) logarithmic posterior. However, they rely on a closed form DKL in order to update the variational parameters. To address this, stochastic versions of variational inference have been devised that approximate the intractable DKL with a Monte Carlo average. This approximation allows calculating gradients with respect to the variational parameters. However, variational methods often postulate a factorised Gaussian approximating posterior. In doing so, they sacrifice a-posteriori correlations. In this work, we propose a method that combines the Laplace approximation with the variational approach. The advantages are that we maintain: applicability on non-conjugate models, posterior correlations and a reduced number of free variational parameters. Numerical experiments demonstrate improvement over the Laplace approximation and variational inference with factorised Gaussian posteriors.
Code
Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.
Code Syntology ran Syntology
Not run by Syntology. Nothing on this page verifies that the listed code works.
Tasks
Results from the paper archive 2025-07-28
No leaderboard rows for this paper in the archive.
Methods
Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections