BBVI

It is difficult to use subsampling with variational inference in hierarchical models since the number of local latent variables scales with the dataset. Thus, inference in hierarchical models remains a challenge at large scale. It is helpful to use a …

Recent research has seen several advances relevant to black-box variational inference (VI), but the current state of automatic posterior inference is unclear. One such advance is the use of normalizing flows to define flexible posterior densities for …