Yes, but Did It Work?: Evaluating Variational Inference
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Abstract (arXiv)
While it's always possible to compute a variational approximation to a posterior distribution, it can be difficult to discover problems with this approximation. We propose two diagnostic algorithms to alleviate this problem. The Pareto-smoothed importance sampling (PSIS) diagnostic gives a goodness of fit measurement for joint distributions, while simultaneously improving the error in the estimate. The variational simulation-based calibration (VSBC) assesses the average performance of point estimates.
Key facts. Cited by 52 papers in the map (data through 7 Oct 2026). First posted on arXiv 7 Feb 2018.
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Citing papers per year: 2021: 9; 2022: 6; 2023: 12; 2024: 9; 2025: 7; 2026: 9.
52 papers.
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- 2021Challenges and Opportunities in High-dimensional Variational Inferencecited by 35
- 2021Variational Refinement for Importance Sampling Using the Forward Kullback-Leibler Divergencecited by 29
- 2023Provable convergence guarantees for black-box variational inferencecited by 29
- 2021Pathfinder: Parallel quasi-Newton variational inferencecited by 26
- 2023On the Convergence of Black-Box Variational Inferencecited by 22
- 2021q-Paths: Generalizing the Geometric Annealing Path using Power Meanscited by 12
- 2022ProbNeRF: Uncertainty-Aware Inference of 3D Shapes from 2D Imagescited by 12
- 2024Amortized Bayesian Multilevel Modelscited by 12
- 2025STiL: Semi-supervised Tabular-Image Learning for Comprehensive Task-Relevant Information Exploration in Multimodal Classificationcited by 12
- 2021PriorVAE: Encoding spatial priors with VAEs for small-area estimationcited by 11
- 2024Variational Inference for Uncertainty Quantification: an Analysis of Trade-offscited by 11
- 2024Flexible Tails for Normalizing Flowscited by 11
38 more
- 2024Variational Inference in Location-Scale Families: Exact Recovery of the Mean and Correlation Matrixcited by 9
- 2021Toward a Taxonomy of Trust for Probabilistic Machine Learningcited by 8
- 2022Transport Score Climbing: Variational Inference Using Forward KL and Adaptive Neural Transportcited by 8
- 2023Variational Latent Branching Model for Off-Policy Evaluationcited by 6
- 2023Practical and Matching Gradient Variance Bounds for Black-Box Variational Bayesian Inferencecited by 6
- 2023Additive Multi-Index Gaussian process modeling, with application to multi-physics surrogate modeling of the quark-gluon plasmacited by 6
- 2021Monotonic Alpha-divergence Minimisation for Variational Inferencecited by 5
- 2022A fully Bayesian sparse polynomial chaos expansion approach with joint priors on the coefficients and global selection of termscited by 5
- 2023Variational Inference with Coverage Guarantees in Simulation-Based Inferencecited by 5
- 2023Forward chi2 Divergence Based Variational Importance Samplingcited by 4
- 2021An Easy to Interpret Diagnostic for Approximate Inference: Symmetric Divergence Over Simulationscited by 3
- 2022Bernstein Flows for Flexible Posteriors in Variational Bayescited by 3
- 2023Fast post-process Bayesian inference with Variational Sparse Bayesian Quadraturecited by 3
- 2024Amortized Bayesian Workflowcited by 3
- 2025Posterior SBC: Simulation-Based Calibration Checking Conditional on Datacited by 3
- 2025Generalized Guarantees for Variational Inference in the Presence of Even and Elliptical Symmetrycited by 3
- 2022Discovering Inductive Bias with Gibbs Priors: A Diagnostic Tool for Approximate Bayesian Inferencecited by 2
- 2022Scalable Semi-Modular Inference with Variational Meta-Posteriorscited by 2
- 2023Discriminative calibration: Check Bayesian computation from simulations and flexible classifiercited by 2
- 2023A Heavy-Tailed Algebra for Probabilistic Programmingcited by 2
- 2023Variational Bayesian Neural Networks via Resolution of Singularitiescited by 1
- 2023A Targeted Accuracy Diagnostic for Variational Approximationscited by 1
- 2024SoftCVI: Contrastive variational inference with self-generated soft labelscited by 1
- 2024Hamiltonian Monte Carlo Inference of Marginalized Linear Mixed-Effects Modelscited by 1
- 2025An Image is Worth K Topics: A Visual Structural Topic Model with Pretrained Image Embeddingscited by 1
- 2025Normalizing Flow Regression for Bayesian Inference with Offline Likelihood Evaluationscited by 1
- 2025Semi-supervised Clustering Through Representation Learning of Large-scale EHR Datacited by 1
- 2025Neural Posterior Estimation with Autoregressive Tiling for Detecting Objects in Astronomical Imagescited by 1
- 2026How to Approximate Inference with Subtractive Mixture Modelscited by 1
- 2026Even More Guarantees for Variational Inference in the Presence of Symmetriescited by 1
- 2021Validating Gaussian Process Models with Simulation-Based Calibrationcited by 0
- 2024Pathwise Gradient Variance Reduction with Control Variates in Variational Inferencecited by 0
- 2024Variational Bayesian Bow tie Neural Networks with Shrinkagecited by 0
- 2026MDP Planning as Policy Inferencecited by 0
- 2026Variational Learning of Fractional Posteriorscited by 0
- 2026Heterogeneous Variational Inference for Markov Degradation Hazard Models: Discretized Mixture with Interpretable Clusterscited by 0
- 2026Corrected Integrated Laplace Approximation for Bayesian Inference in Latent Gaussian Modelscited by 0
- 2026Large-scale empirical tuning and comparison of default optimizers for variational inferencecited by 0
50 most cited of 52 All 52 (JSON)
- 2026FUND: Density Flow for Sampling Unnormalised Distributions26 Sep 2026
- 2026Ribbon: Scalable Approximation and Robust Uncertainty Quantification25 Jun 2026
- 2026Large-scale empirical tuning and comparison of default optimizers for variational inference5 Jun 2026
- 2026Corrected Integrated Laplace Approximation for Bayesian Inference in Latent Gaussian Models19 May 2026
- 2026Heterogeneous Variational Inference for Markov Degradation Hazard Models: Discretized Mixture with Interpretable Clusters27 Apr 2026
- 2026Even More Guarantees for Variational Inference in the Presence of Symmetries23 Apr 2026
- 2026How to Approximate Inference with Subtractive Mixture Models17 Apr 2026
- 2026Variational Learning of Fractional Posteriors29 Mar 2026
- 2026MDP Planning as Policy Inference19 Feb 2026
- 2025Generalized Guarantees for Variational Inference in the Presence of Even and Elliptical Symmetry2 Nov 2025
- 2025Neural Posterior Estimation with Autoregressive Tiling for Detecting Objects in Astronomical Images3 Oct 2025
- 2025Semi-supervised Clustering Through Representation Learning of Large-scale EHR Data27 May 2025
38 more
- 2025Normalizing Flow Regression for Bayesian Inference with Offline Likelihood Evaluations15 Apr 2025
- 2025An Image is Worth K Topics: A Visual Structural Topic Model with Pretrained Image Embeddings14 Apr 2025
- 2025STiL: Semi-supervised Tabular-Image Learning for Comprehensive Task-Relevant Information Exploration in Multimodal Classification8 Mar 2025
- 2025Posterior SBC: Simulation-Based Calibration Checking Conditional on Data5 Feb 2025
- 2024Variational Bayesian Bow tie Neural Networks with Shrinkage17 Nov 2024
- 2024Hamiltonian Monte Carlo Inference of Marginalized Linear Mixed-Effects Models31 Oct 2024
- 2024Variational Inference in Location-Scale Families: Exact Recovery of the Mean and Correlation Matrix14 Oct 2024
- 2024Pathwise Gradient Variance Reduction with Control Variates in Variational Inference8 Oct 2024
- 2024Amortized Bayesian Workflow6 Sep 2024
- 2024Amortized Bayesian Multilevel Models23 Aug 2024
- 2024SoftCVI: Contrastive variational inference with self-generated soft labels22 Jul 2024
- 2024Flexible Tails for Normalizing Flows22 Jun 2024
- 2024Variational Inference for Uncertainty Quantification: an Analysis of Trade-offs20 Mar 2024
- 2023Forward chi2 Divergence Based Variational Importance Sampling4 Nov 2023
- 2023A Heavy-Tailed Algebra for Probabilistic Programming15 Jun 2023
- 2023Additive Multi-Index Gaussian process modeling, with application to multi-physics surrogate modeling of the quark-gluon plasma11 Jun 2023
- 2023Provable convergence guarantees for black-box variational inference4 Jun 2023
- 2023On the Convergence of Black-Box Variational Inference24 May 2023
- 2023Discriminative calibration: Check Bayesian computation from simulations and flexible classifier24 May 2023
- 2023Variational Inference with Coverage Guarantees in Simulation-Based Inference23 May 2023
- 2023Practical and Matching Gradient Variance Bounds for Black-Box Variational Bayesian Inference18 Mar 2023
- 2023Fast post-process Bayesian inference with Variational Sparse Bayesian Quadrature9 Mar 2023
- 2023A Targeted Accuracy Diagnostic for Variational Approximations24 Feb 2023
- 2023Variational Bayesian Neural Networks via Resolution of Singularities13 Feb 2023
- 2023Variational Latent Branching Model for Off-Policy Evaluation28 Jan 2023
- 2022ProbNeRF: Uncertainty-Aware Inference of 3D Shapes from 2D Images27 Oct 2022
- 2022A fully Bayesian sparse polynomial chaos expansion approach with joint priors on the coefficients and global selection of terms12 Apr 2022
- 2022Scalable Semi-Modular Inference with Variational Meta-Posteriors1 Apr 2022
- 2022Discovering Inductive Bias with Gibbs Priors: A Diagnostic Tool for Approximate Bayesian Inference7 Mar 2022
- 2022Bernstein Flows for Flexible Posteriors in Variational Bayes11 Feb 2022
- 2022Transport Score Climbing: Variational Inference Using Forward KL and Adaptive Neural Transport3 Feb 2022
- 2021Toward a Taxonomy of Trust for Probabilistic Machine Learning5 Dec 2021
- 2021Validating Gaussian Process Models with Simulation-Based Calibration27 Oct 2021
- 2021PriorVAE: Encoding spatial priors with VAEs for small-area estimation20 Oct 2021
- 2021Pathfinder: Parallel quasi-Newton variational inference9 Aug 2021
- 2021q-Paths: Generalizing the Geometric Annealing Path using Power Means1 Jul 2021
- 2021Variational Refinement for Importance Sampling Using the Forward Kullback-Leibler Divergence30 Jun 2021
- 2021Monotonic Alpha-divergence Minimisation for Variational Inference9 Mar 2021
50 newest of 52 All 52 (JSON)
- 2021Challenges and Opportunities in High-dimensional Variational Inferencecited by 35
- 2021Variational Refinement for Importance Sampling Using the Forward Kullback-Leibler Divergencecited by 29
- 2023Provable convergence guarantees for black-box variational inferencecited by 29
- 2021Pathfinder: Parallel quasi-Newton variational inferencecited by 26
- 2023On the Convergence of Black-Box Variational Inferencecited by 22
- 2021q-Paths: Generalizing the Geometric Annealing Path using Power Meanscited by 12
- 2022ProbNeRF: Uncertainty-Aware Inference of 3D Shapes from 2D Imagescited by 12
- 2024Amortized Bayesian Multilevel Modelscited by 12
- 2025STiL: Semi-supervised Tabular-Image Learning for Comprehensive Task-Relevant Information Exploration in Multimodal Classificationcited by 12
- 2021PriorVAE: Encoding spatial priors with VAEs for small-area estimationcited by 11
- 2024Variational Inference for Uncertainty Quantification: an Analysis of Trade-offscited by 11
- 2024Flexible Tails for Normalizing Flowscited by 11
12 most cited of 52 All 52 (JSON)
- 2026FUND: Density Flow for Sampling Unnormalised Distributions26 Sep 2026
- 2026Ribbon: Scalable Approximation and Robust Uncertainty Quantification25 Jun 2026
- 2026Large-scale empirical tuning and comparison of default optimizers for variational inference5 Jun 2026
- 2026Corrected Integrated Laplace Approximation for Bayesian Inference in Latent Gaussian Models19 May 2026
- 2026Heterogeneous Variational Inference for Markov Degradation Hazard Models: Discretized Mixture with Interpretable Clusters27 Apr 2026
- 2026Even More Guarantees for Variational Inference in the Presence of Symmetries23 Apr 2026
- 2026How to Approximate Inference with Subtractive Mixture Models17 Apr 2026
- 2026Variational Learning of Fractional Posteriors29 Mar 2026
- 2026MDP Planning as Policy Inference19 Feb 2026
- 2025Generalized Guarantees for Variational Inference in the Presence of Even and Elliptical Symmetry2 Nov 2025
- 2025Neural Posterior Estimation with Autoregressive Tiling for Detecting Objects in Astronomical Images3 Oct 2025
- 2025Semi-supervised Clustering Through Representation Learning of Large-scale EHR Data27 May 2025
12 newest of 52 All 52 (JSON)