Importance Weighting and Variational Inference
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Abstract (arXiv)
Recent work used importance sampling ideas for better variational bounds on likelihoods. We clarify the applicability of these ideas to pure probabilistic inference, by showing the resulting Importance Weighted Variational Inference (IWVI) technique is an instance of augmented variational inference, thus identifying the looseness in previous work. Experiments confirm IWVI's practicality for probabilistic inference. As a second contribution, we investigate inference with elliptical distributions, which improves accuracy in low dimensions, and convergence in high dimensions.
Key facts. Cited by 55 papers in the map (data through 7 Oct 2026). First posted on arXiv 27 Aug 2018.
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Citing papers per year: 2021: 14; 2022: 13; 2023: 8; 2024: 9; 2025: 2; 2026: 9.
55 papers.
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- 2022GFlowNets and variational inferencecited by 103
- 2021Annealed Flow Transport Monte Carlocited by 90
- 2024Probabilistic Inference in Language Models via Twisted Sequential Monte Carlocited by 85
- 2022Variational methods for simulation-based inferencecited by 43
- 2021MCMC Variational Inference via Uncorrected Hamiltonian Annealingcited by 39
- 2021Monte Carlo Variational Auto-Encoderscited by 36
- 2021Variational Refinement for Importance Sampling Using the Forward Kullback-Leibler Divergencecited by 29
- 2021Improving Lossless Compression Rates via Monte Carlo Bits-Back Codingcited by 19
- 2021Domain Generalization under Conditional and Label Shifts via Variational Bayesian Inferencecited by 18
- 2023Black Box Variational Inference with a Deterministic Objective: Faster, More Accurate, and Even More Black Boxcited by 17
- 2022Alpha-divergence Variational Inference Meets Importance Weighted Auto-Encoders: Methodology and Asymptoticscited by 15
- 2021Surrogate Likelihoods for Variational Annealed Importance Samplingcited by 14
38 more
- 2022Multiple Importance Sampling ELBO and Deep Ensembles of Variational Approximationscited by 12
- 2021Empirical Evaluation of Biased Methods for Alpha Divergence Minimizationcited by 10
- 2024A Generative Model of Symmetry Transformationscited by 10
- 2024Kernel Semi-Implicit Variational Inferencecited by 8
- 2022Conditional set generation using Seq2seq modelscited by 7
- 2023Adaptive Annealed Importance Sampling with Constant Rate Progresscited by 7
- 2024Sequential Monte Carlo for Inclusive KL Minimization in Amortized Variational Inferencecited by 7
- 2021Variational Marginal Particle Filterscited by 6
- 2022Markov Chain Score Ascent: A Unifying Framework of Variational Inference with Markovian Gradientscited by 6
- 2023Sample Average Approximation for Black-Box VIcited by 6
- 2021Scalable Multi-Task Gaussian Processes with Neural Embedding of Coregionalizationcited by 5
- 2021Lifelong Generative Modelling Using Dynamic Expansion Graph Modelcited by 4
- 2022Variational Inference with Locally Enhanced Bounds for Hierarchical Modelscited by 4
- 2022Black-box Coreset Variational Inferencecited by 4
- 2023Forward chi2 Divergence Based Variational Importance Samplingcited by 4
- 2021An Easy to Interpret Diagnostic for Approximate Inference: Symmetric Divergence Over Simulationscited by 3
- 2022Uphill Roads to Variational Tightness: Monotonicity and Monte Carlo Objectivescited by 3
- 2022Compound Density Networks for Risk Prediction using Electronic Health Recordscited by 3
- 2023U-Statistics for Importance-Weighted Variational Inferencecited by 3
- 2023Adaptive importance sampling for heavy-tailed distributions via α-divergence minimizationcited by 3
- 2024Variational Learning of Gaussian Process Latent Variable Models through Stochastic Gradient Annealed Importance Samplingcited by 3
- 2022Reconstruction of Incomplete Wildfire Data using Deep Generative Modelscited by 2
- 2024Differentiable Annealed Importance Sampling Minimizes The Symmetrized Kullback-Leibler Divergence Between Initial and Target Distributioncited by 2
- 2021Monte Carlo Filtering Objectives: A New Family of Variational Objectives to Learn Generative Model and Neural Adaptive Proposal for Time Seriescited by 1
- 2022Optimization of Annealed Importance Sampling Hyperparameterscited by 1
- 2022Explainability as statistical inferencecited by 1
- 2023A Targeted Accuracy Diagnostic for Variational Approximationscited by 1
- 2023Bootstrap Your Own Variancecited by 1
- 2024Understanding and mitigating difficulties in posterior predictive evaluationcited by 1
- 2025Globally Convergent Variational Inferencecited by 1
- 2025Censor Dependent Variational Inferencecited by 1
- 2026A Kernel Approach for Semi-implicit Variational Inferencecited by 1
- 2026How to Approximate Inference with Subtractive Mixture Modelscited by 1
- 2021Variational Rejection Particle Filteringcited by 0
- 2024Towards Model-Agnostic Posterior Approximation for Fast and Accurate Variational Autoencoderscited by 0
- 2024Revised Regularization for Efficient Continual Learning through Correlation-Based Parameter Update in Bayesian Neural Networkscited by 0
- 2026Bures-Wasserstein Importance-Weighted Evidence Lower Bound: Exposition and Applicationscited by 0
- 2026Variational Learning of Fractional Posteriorscited by 0
50 most cited of 55 All 55 (JSON)
- 2026Large Language Bayes Is Not Reparameterisation-Invariant24 Sep 2026
- 2026Large-scale empirical tuning and comparison of default optimizers for variational inference5 Jun 2026
- 2026Efficient Learning of Deep State Space Models via Importance Smoothing20 May 2026
- 2026Corrected Integrated Laplace Approximation for Bayesian Inference in Latent Gaussian Models19 May 2026
- 2026Variational predictive resampling11 May 2026
- 2026How to Approximate Inference with Subtractive Mixture Models17 Apr 2026
- 2026Variational Learning of Fractional Posteriors29 Mar 2026
- 2026Bures-Wasserstein Importance-Weighted Evidence Lower Bound: Exposition and Applications4 Feb 2026
- 2026A Kernel Approach for Semi-implicit Variational Inference17 Jan 2026
- 2025Censor Dependent Variational Inference13 Feb 2025
- 2025Globally Convergent Variational Inference14 Jan 2025
- 2024Revised Regularization for Efficient Continual Learning through Correlation-Based Parameter Update in Bayesian Neural Networks21 Nov 2024
38 more
- 2024Variational Learning of Gaussian Process Latent Variable Models through Stochastic Gradient Annealed Importance Sampling13 Aug 2024
- 2024Understanding and mitigating difficulties in posterior predictive evaluation30 May 2024
- 2024Kernel Semi-Implicit Variational Inference29 May 2024
- 2024Differentiable Annealed Importance Sampling Minimizes The Symmetrized Kullback-Leibler Divergence Between Initial and Target Distribution23 May 2024
- 2024Probabilistic Inference in Language Models via Twisted Sequential Monte Carlo26 Apr 2024
- 2024Sequential Monte Carlo for Inclusive KL Minimization in Amortized Variational Inference15 Mar 2024
- 2024Towards Model-Agnostic Posterior Approximation for Fast and Accurate Variational Autoencoders13 Mar 2024
- 2024A Generative Model of Symmetry Transformations4 Mar 2024
- 2023Bootstrap Your Own Variance6 Dec 2023
- 2023Forward chi2 Divergence Based Variational Importance Sampling4 Nov 2023
- 2023Adaptive importance sampling for heavy-tailed distributions via α-divergence minimization25 Oct 2023
- 2023Adaptive Annealed Importance Sampling with Constant Rate Progress27 Jun 2023
- 2023Sample Average Approximation for Black-Box VI13 Apr 2023
- 2023Black Box Variational Inference with a Deterministic Objective: Faster, More Accurate, and Even More Black Box11 Apr 2023
- 2023U-Statistics for Importance-Weighted Variational Inference27 Feb 2023
- 2023A Targeted Accuracy Diagnostic for Variational Approximations24 Feb 2023
- 2022Explainability as statistical inference6 Dec 2022
- 2022Black-box Coreset Variational Inference4 Nov 2022
- 2022Alpha-divergence Variational Inference Meets Importance Weighted Auto-Encoders: Methodology and Asymptotics12 Oct 2022
- 2022GFlowNets and variational inference2 Oct 2022
- 2022Optimization of Annealed Importance Sampling Hyperparameters27 Sep 2022
- 2022Compound Density Networks for Risk Prediction using Electronic Health Records2 Aug 2022
- 2022Markov Chain Score Ascent: A Unifying Framework of Variational Inference with Markovian Gradients13 Jun 2022
- 2022Conditional set generation using Seq2seq models25 May 2022
- 2022Variational Inference with Locally Enhanced Bounds for Hierarchical Models8 Mar 2022
- 2022Variational methods for simulation-based inference8 Mar 2022
- 2022Multiple Importance Sampling ELBO and Deep Ensembles of Variational Approximations22 Feb 2022
- 2022Uphill Roads to Variational Tightness: Monotonicity and Monte Carlo Objectives26 Jan 2022
- 2022Reconstruction of Incomplete Wildfire Data using Deep Generative Models16 Jan 2022
- 2021Surrogate Likelihoods for Variational Annealed Importance Sampling22 Dec 2021
- 2021Lifelong Generative Modelling Using Dynamic Expansion Graph Model15 Dec 2021
- 2021Variational Marginal Particle Filters30 Sep 2021
- 2021Scalable Multi-Task Gaussian Processes with Neural Embedding of Coregionalization20 Sep 2021
- 2021Domain Generalization under Conditional and Label Shifts via Variational Bayesian Inference22 Jul 2021
- 2021MCMC Variational Inference via Uncorrected Hamiltonian Annealing8 Jul 2021
- 2021Variational Refinement for Importance Sampling Using the Forward Kullback-Leibler Divergence30 Jun 2021
- 2021Monte Carlo Variational Auto-Encoders30 Jun 2021
- 2021Monte Carlo Filtering Objectives: A New Family of Variational Objectives to Learn Generative Model and Neural Adaptive Proposal for Time Series20 May 2021
50 newest of 55 All 55 (JSON)
- 2022GFlowNets and variational inferencecited by 103
- 2021Annealed Flow Transport Monte Carlocited by 90
- 2022Variational methods for simulation-based inferencecited by 43
- 2021MCMC Variational Inference via Uncorrected Hamiltonian Annealingcited by 39
- 2021Monte Carlo Variational Auto-Encoderscited by 36
- 2021Variational Refinement for Importance Sampling Using the Forward Kullback-Leibler Divergencecited by 29
- 2021Improving Lossless Compression Rates via Monte Carlo Bits-Back Codingcited by 19
- 2021Domain Generalization under Conditional and Label Shifts via Variational Bayesian Inferencecited by 18
- 2023Black Box Variational Inference with a Deterministic Objective: Faster, More Accurate, and Even More Black Boxcited by 17
- 2022Alpha-divergence Variational Inference Meets Importance Weighted Auto-Encoders: Methodology and Asymptoticscited by 15
- 2021Surrogate Likelihoods for Variational Annealed Importance Samplingcited by 14
- 2022Multiple Importance Sampling ELBO and Deep Ensembles of Variational Approximationscited by 12
12 most cited of 54 All 54 (JSON)
- 2026Large Language Bayes Is Not Reparameterisation-Invariant24 Sep 2026
- 2026Large-scale empirical tuning and comparison of default optimizers for variational inference5 Jun 2026
- 2026Efficient Learning of Deep State Space Models via Importance Smoothing20 May 2026
- 2026Corrected Integrated Laplace Approximation for Bayesian Inference in Latent Gaussian Models19 May 2026
- 2026Variational predictive resampling11 May 2026
- 2026How to Approximate Inference with Subtractive Mixture Models17 Apr 2026
- 2026Variational Learning of Fractional Posteriors29 Mar 2026
- 2026Bures-Wasserstein Importance-Weighted Evidence Lower Bound: Exposition and Applications4 Feb 2026
- 2026A Kernel Approach for Semi-implicit Variational Inference17 Jan 2026
- 2025Censor Dependent Variational Inference13 Feb 2025
- 2025Globally Convergent Variational Inference14 Jan 2025
- 2024Revised Regularization for Efficient Continual Learning through Correlation-Based Parameter Update in Bayesian Neural Networks21 Nov 2024
12 newest of 54 All 54 (JSON)