Wild Variational Approximations
نویسندگان
چکیده
We formalise the research problem of approximate inference in the wild: developing new variants of variational methods that work for arbitrary variational approximation families for which inference (e.g., sampling or calculating expectation) is tractable, but probability density function may be intractable. We provide several examples for this type of approximations, discuss energy/gradient approximation for existing techniques, and further comment on developing other variational objectives and amortising stochastic dynamics. Connections and comparisons to existing approaches are also briefly discussed.
منابع مشابه
Approximate Solution of Fuzzy Fractional Differential Equations
In this paper we propose a method for computing approximations of solution of fuzzy fractional differential equations using fuzzy variational iteration method. Defining a fuzzy fractional derivative, we verify the utility of the method through two illustrative examples.
متن کاملExplaining Variational Approximations
Variational approximations facilitate approximate inference for the parameters in complex statistical models and provide fast, deterministic alternatives to Monte Carlo methods. However, much of the contemporary literature on variational approximations is in Computer Science rather than Statistics, and uses terminology, notation, and examples from the former field. In this article we explain va...
متن کاملA New Modification of the Reconstruction of Variational Iteration Method for Solving Multi-order Fractional Differential Equations
Fractional calculus has been used to model the physical and engineering processes that have found to be best described by fractional differential equations. For that reason, we need a reliable and efficient technique for the solution of fractional differential equations. The aim of this paper is to present an analytical approximation solution for linear and nonlinear multi-order fractional diff...
متن کاملImproved Variational Approximation for Bayesian PCA
As with most non-trivial models, an exact Bayesian treatment of the probabilistic PCA model (under a meaningful prior) is analytically intractable. Various approximations have therefore been proposed in the literature; these include approximations based on type-II maximum likelihood as well as variational approximations. In this document, we describe an improved variational approximation for Ba...
متن کاملA new numerical scheme for solving systems of integro-differential equations
This paper has been devoted to apply the Reconstruction of Variational Iteration Method (RVIM) to handle the systems of integro-differential equations. RVIM has been induced with Laplace transform from the variational iteration method (VIM) which was developed from the Inokuti method. Actually, RVIM overcome to shortcoming of VIM method to determine the Lagrange multiplier. So that, RVIM method...
متن کامل