Black box variational inference allows researchers to easily prototype and evaluate an array of models. Recent advances allow such algorithms to scale to high dimensions. However, a central question remains: How to specify an expressive variational distribution that maintains efficient computation? To address this, we develop hierarchical variational models (HVMs). HVMs augment a variational ap...

We use the idea of nonstandard finite difference methods to derive the discrete variational integrators for multisymplectic PDEs. We obtain a nonstandard finite difference variational integrator for linear wave equation with a triangle discretization and two nonstandard finite difference variational integrators for the nonlinear Klein-Gordon equation with a triangle discretization and a square ...

This paper analyses continuous and discrete versions of the generalized rigid body equations and the role of these equations in numerical analysis, optimal control and integrable Hamiltonian systems. In particular, we present a symmetric representation of the rigid body equations on the Cartesian product SO(n) × SO(n) and study its associated symplectic structure. We describe the relationship o...

This paper deals with the numerical approximation of the stationary two-dimensional Stokes equations, formulated in terms of vorticity, velocity and pressure, with non-standard boundary conditions. Here, by introducing a Galerkin least-squares term, we end up with a stabilized variational formulation that can be recast as a twofold saddle point problem. We propose two families of mixed finite e...

This paper gives a review of integration algorithms for finite dimensional mechanical systems that are based on discrete variational principles. The variational technique gives a unified treatment of many symplectic schemes, including those of higher order, as well as a natural treatment of the discrete Noether theorem. The approach also allows us to include forces, dissipation and constraints ...

We introduce a discrete-time fractional calculus of variations on the time scale hZ, h > 0. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and Legendre type conditions are given. They show that solutions to the considered fractional problems become the classical discrete-time solutions when the fractional order of ...

Euler–Lagrange equations and variational integrators are developed for Lagrangian mechanical systems evolving on a product of two-spheres. The geometric structure of a product of two-spheres is carefully considered in order to obtain global equations of motion. Both continuous equations of motion and variational integrators completely avoid the singularities and complexities introduced by local...

We describe a new class of asynchronous variational integrators (AVI) for nonlinear elastodynamics. The AVIs are distinguished by the following attributes: (i) The algorithms permit the selection of independent time steps in each element, and the local time steps need not bear an integral relation to each other; (ii) the algorithms derive from a spacetime form of a discrete version of Hamilton’...

Tutorial topics • A bit of history • Examples of variational methods • A brief intro to graphical models • Variational mean field theory – Accuracy of variational mean field – Structured mean field theory • Variational methods in Bayesian estimation • Convex duality and variational factorization methods – Example: variational inference and the QMR-DT Variational methods • Classical setting: " f...