Automated Variational Inference in Probabilistic Programming
Not on the map. Why?
Abstract (arXiv)
We present a new algorithm for approximate inference in probabilistic programs, based on a stochastic gradient for variational programs. This method is efficient without restrictions on the probabilistic program; it is particularly practical for distributions which are not analytically tractable, including highly structured distributions that arise in probabilistic programs. We show how to automatically derive mean-field probabilistic programs and optimize them, and demonstrate that our perspective improves inference efficiency over other algorithms.
Key facts. Cited by 34 papers in the map (data through 14 Oct 2026). First posted on arXiv 7 Jan 2013.
Builds on
No reference list yet.
Built on by
Citing papers per year: 2021: 9; 2022: 4; 2023: 7; 2024: 4; 2025: 5; 2026: 5.
34 papers.
Sort:
- 2023Provable convergence guarantees for black-box variational inferencecited by 29
- 2022Mean-field Variational Inference via Wasserstein Gradient Flowcited by 19
- 2021Variational inference with a quantum computercited by 18
- 2021Nested Variational Inferencecited by 14
- 2023CAR-DESPOT: Causally-Informed Online POMDP Planning for Robots in Confounded Environmentscited by 12
- 2022Fat-Tailed Variational Inference with Anisotropic Tail Adaptive Flowscited by 11
- 2021Automatic variational inference with cascading flowscited by 9
- 2024Automated Discovery of Pairwise Interactions from Unstructured Datacited by 8
- 2021Learning Proposals for Probabilistic Programs with Inference Combinatorscited by 6
- 2021TyXe: Pyro-based Bayesian neural nets for Pytorchcited by 6
- 2022Smoothness Analysis for Probabilistic Programs with Application to Optimised Variational Inferencecited by 6
- 2023Sample Average Approximation for Black-Box VIcited by 6
22 more
- 2021Deep Quantile Regression for Uncertainty Estimation in Unsupervised and Supervised Lesion Detectioncited by 4
- 2021Querying Labelled Data with Scenario Programs for Sim-to-Real Validationcited by 3
- 2025Natural Gradient VI: Guarantees for Non-Conjugate Modelscited by 3
- 2023Fast and Correct Gradient-Based Optimisation for Probabilistic Programming via Smoothingcited by 2
- 2023Rethinking Variational Inference for Probabilistic Programs with Stochastic Supportcited by 2
- 2025Variational Transdimensional Inferencecited by 2
- 2021Variational Bayes survival analysis for unemployment modellingcited by 1
- 2023Variational Elliptical Processescited by 1
- 2024VISA: Variational Inference with Sequential Sample-Average Approximationscited by 1
- 2025Nearly Dimension-Independent Convergence of Mean-Field Black-Box Variational Inferencecited by 1
- 2021Encoding Domain Information with Sparse Priors for Inferring Explainable Latent Variablescited by 0
- 2022Dr. Neurosymbolic, or: How I Learned to Stop Worrying and Accept Statisticscited by 0
- 2023Beyond Bayesian Model Averaging over Paths in Probabilistic Programs with Stochastic Supportcited by 0
- 2024Diagonalisation SGD: Fast & Convergent SGD for Non-Differentiable Models via Reparameterisation and Smoothingcited by 0
- 2024COBRA-PPM: A Causal Bayesian Reasoning Architecture Using Probabilistic Programming for Robot Manipulation Under Uncertaintycited by 0
- 2025Massively Parallel Expectation Maximization For Approximate Posteriorscited by 0
- 2025Distributional Sensitivity Analysis: Enabling Differentiability in Sample-Based Inferencecited by 0
- 2026Stochastic Gradient Variational Inference with Price's Gradient Estimator from Bures-Wasserstein to Parameter Spacecited by 0
- 2026Large-scale empirical tuning and comparison of default optimizers for variational inferencecited by 0
- 2026Persona-Trained Monte Carlo: Estimating Market-Outcome Distributions via Swarms of Persona-Conditioned Neural Policy Bots in a Limit Order Bookcited by 0
- 2026Generative Models: Principles, Architectures, and Applicationscited by 0
- 2026Information-Dense Synthesis for Molecular Discoverycited by 0
- 2026Information-Dense Synthesis for Molecular Discovery6 Oct 2026
- 2026Generative Models: Principles, Architectures, and Applications8 Aug 2026
- 2026Persona-Trained Monte Carlo: Estimating Market-Outcome Distributions via Swarms of Persona-Conditioned Neural Policy Bots in a Limit Order Book28 Jun 2026
- 2026Large-scale empirical tuning and comparison of default optimizers for variational inference5 Jun 2026
- 2026Stochastic Gradient Variational Inference with Price's Gradient Estimator from Bures-Wasserstein to Parameter Space21 Feb 2026
- 2025Natural Gradient VI: Guarantees for Non-Conjugate Models22 Oct 2025
- 2025Distributional Sensitivity Analysis: Enabling Differentiability in Sample-Based Inference12 Aug 2025
- 2025Variational Transdimensional Inference5 Jun 2025
- 2025Nearly Dimension-Independent Convergence of Mean-Field Black-Box Variational Inference27 May 2025
- 2025Massively Parallel Expectation Maximization For Approximate Posteriors11 Mar 2025
- 2024Automated Discovery of Pairwise Interactions from Unstructured Data11 Sep 2024
- 2024COBRA-PPM: A Causal Bayesian Reasoning Architecture Using Probabilistic Programming for Robot Manipulation Under Uncertainty21 Mar 2024
22 more
- 2024VISA: Variational Inference with Sequential Sample-Average Approximations14 Mar 2024
- 2024Diagonalisation SGD: Fast & Convergent SGD for Non-Differentiable Models via Reparameterisation and Smoothing19 Feb 2024
- 2023Variational Elliptical Processes21 Nov 2023
- 2023Rethinking Variational Inference for Probabilistic Programs with Stochastic Support1 Nov 2023
- 2023Beyond Bayesian Model Averaging over Paths in Probabilistic Programs with Stochastic Support23 Oct 2023
- 2023Provable convergence guarantees for black-box variational inference4 Jun 2023
- 2023CAR-DESPOT: Causally-Informed Online POMDP Planning for Robots in Confounded Environments13 Apr 2023
- 2023Sample Average Approximation for Black-Box VI13 Apr 2023
- 2023Fast and Correct Gradient-Based Optimisation for Probabilistic Programming via Smoothing9 Jan 2023
- 2022Dr. Neurosymbolic, or: How I Learned to Stop Worrying and Accept Statistics8 Sep 2022
- 2022Smoothness Analysis for Probabilistic Programs with Application to Optimised Variational Inference22 Aug 2022
- 2022Mean-field Variational Inference via Wasserstein Gradient Flow17 Jul 2022
- 2022Fat-Tailed Variational Inference with Anisotropic Tail Adaptive Flows16 May 2022
- 2021Querying Labelled Data with Scenario Programs for Sim-to-Real Validation1 Dec 2021
- 2021TyXe: Pyro-based Bayesian neural nets for Pytorch1 Oct 2021
- 2021Deep Quantile Regression for Uncertainty Estimation in Unsupervised and Supervised Lesion Detection20 Sep 2021
- 2021Encoding Domain Information with Sparse Priors for Inferring Explainable Latent Variables8 Jul 2021
- 2021Nested Variational Inference21 Jun 2021
- 2021Variational inference with a quantum computer11 Mar 2021
- 2021Learning Proposals for Probabilistic Programs with Inference Combinators1 Mar 2021
- 2021Automatic variational inference with cascading flows9 Feb 2021
- 2021Variational Bayes survival analysis for unemployment modelling3 Feb 2021
- 2023Provable convergence guarantees for black-box variational inferencecited by 29
- 2022Mean-field Variational Inference via Wasserstein Gradient Flowcited by 19
- 2021Variational inference with a quantum computercited by 18
- 2021Nested Variational Inferencecited by 14
- 2023CAR-DESPOT: Causally-Informed Online POMDP Planning for Robots in Confounded Environmentscited by 12
- 2022Fat-Tailed Variational Inference with Anisotropic Tail Adaptive Flowscited by 11
- 2021Automatic variational inference with cascading flowscited by 9
- 2024Automated Discovery of Pairwise Interactions from Unstructured Datacited by 8
- 2021Learning Proposals for Probabilistic Programs with Inference Combinatorscited by 6
- 2021TyXe: Pyro-based Bayesian neural nets for Pytorchcited by 6
- 2022Smoothness Analysis for Probabilistic Programs with Application to Optimised Variational Inferencecited by 6
- 2023Sample Average Approximation for Black-Box VIcited by 6
12 most cited of 34 All 34 (JSON)
- 2026Information-Dense Synthesis for Molecular Discovery6 Oct 2026
- 2026Generative Models: Principles, Architectures, and Applications8 Aug 2026
- 2026Persona-Trained Monte Carlo: Estimating Market-Outcome Distributions via Swarms of Persona-Conditioned Neural Policy Bots in a Limit Order Book28 Jun 2026
- 2026Large-scale empirical tuning and comparison of default optimizers for variational inference5 Jun 2026
- 2026Stochastic Gradient Variational Inference with Price's Gradient Estimator from Bures-Wasserstein to Parameter Space21 Feb 2026
- 2025Natural Gradient VI: Guarantees for Non-Conjugate Models22 Oct 2025
- 2025Distributional Sensitivity Analysis: Enabling Differentiability in Sample-Based Inference12 Aug 2025
- 2025Variational Transdimensional Inference5 Jun 2025
- 2025Nearly Dimension-Independent Convergence of Mean-Field Black-Box Variational Inference27 May 2025
- 2025Massively Parallel Expectation Maximization For Approximate Posteriors11 Mar 2025
- 2024Automated Discovery of Pairwise Interactions from Unstructured Data11 Sep 2024
- 2024COBRA-PPM: A Causal Bayesian Reasoning Architecture Using Probabilistic Programming for Robot Manipulation Under Uncertainty21 Mar 2024
12 newest of 34 All 34 (JSON)