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07/27/2023
Linear Convergence of Black-Box Variational Inference: Should We Stick the Landing?
We prove that black-box variational inference (BBVI) with control variat...
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05/24/2023
The Behavior and Convergence of Local Bayesian Optimization
A recent development in Bayesian optimization is the use of local optimi...
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05/24/2023
Black-Box Variational Inference Converges
We provide the first convergence guarantee for full black-box variationa...
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03/18/2023
Practical and Matching Gradient Variance Bounds for Black-Box Variational Bayesian Inference
Understanding the gradient variance of black-box variational inference (...
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06/13/2022
Markov Chain Score Ascent: A Unifying Framework of Variational Inference with Markovian Gradients
Minimizing the inclusive Kullback-Leibler (KL) divergence with stochasti...
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06/12/2022