Provable Smoothness Guarantees for Black-Box Variational Inference
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Abstract (arXiv)
Black-box variational inference tries to approximate a complex target distribution though a gradient-based optimization of the parameters of a simpler distribution. Provable convergence guarantees require structural properties of the objective. This paper shows that for location-scale family approximations, if the target is M-Lipschitz smooth, then so is the objective, if the entropy is excluded. The key proof idea is to describe gradients in a certain inner-product space, thus permitting use of Bessel's inequality. This result gives insight into how to parameterize distributions, gives bounds the location of the optimal parameters, and is a key ingredient for convergence guarantees.
Key facts. Cited by 29 papers in the map (data through 14 Oct 2026). First posted on arXiv 24 Jan 2019.
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Citing papers per year: 2021: 4; 2022: 1; 2023: 8; 2024: 8; 2025: 4; 2026: 4.
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- 2022Variational inference via Wasserstein gradient flowscited by 85
- 2023Forward-backward Gaussian variational inference via JKO in the Bures-Wasserstein Spacecited by 36
- 2023Provable convergence guarantees for black-box variational inferencecited by 29
- 2023On the Convergence of Black-Box Variational Inferencecited by 22
- 2023Algorithms for mean-field variational inference via polyhedral optimization in the Wasserstein spacecited by 20
- 2021Amortized Variational Inference for Simple Hierarchical Modelscited by 19
- 2023Variational Inference with Gaussian Score Matchingcited by 17
- 2023Towards Understanding the Dynamics of Gaussian-Stein Variational Gradient Descentcited by 13
- 2023Linear Convergence of Black-Box Variational Inference: Should We Stick the Landing?cited by 10
- 2024Kernel Semi-Implicit Variational Inferencecited by 8
- 2024Understanding Stochastic Natural Gradient Variational Inferencecited by 8
- 2021Meta-strategy for Learning Tuning Parameters with Guaranteescited by 6
17 more
- 2021Mixture weights optimisation for Alpha-Divergence Variational Inferencecited by 6
- 2023Practical and Matching Gradient Variance Bounds for Black-Box Variational Bayesian Inferencecited by 6
- 2024On Divergence Measures for Training GFlowNetscited by 6
- 2021Monotonic Alpha-divergence Minimisation for Variational Inferencecited by 5
- 2024Provably Scalable Black-Box Variational Inference with Structured Variational Familiescited by 4
- 2025Optimization Guarantees for Square-Root Natural-Gradient Variational Inferencecited by 3
- 2025Natural Gradient VI: Guarantees for Non-Conjugate Modelscited by 3
- 2024Demystifying SGD with Doubly Stochastic Gradientscited by 2
- 2024Variance Control for Black Box Variational Inference Using The James-Stein Estimatorcited by 1
- 2024Understanding and mitigating difficulties in posterior predictive evaluationcited by 1
- 2025Globally Convergent Variational Inferencecited by 1
- 2025Nearly Dimension-Independent Convergence of Mean-Field Black-Box Variational Inferencecited by 1
- 2026A Kernel Approach for Semi-implicit Variational Inferencecited by 1
- 2024You Only Accept Samples Once: Fast, Self-Correcting Stochastic Variational Inferencecited by 0
- 2026Stochastic Gradient Variational Inference with Price's Gradient Estimator from Bures-Wasserstein to Parameter Spacecited by 0
- 2026SGD for Variational Inference: Tackling Unbounded Variance via Preconditioning and Dynamic Batchingcited by 0
- 2026Large-scale empirical tuning and comparison of default optimizers for variational inferencecited by 0
- 2026Large-scale empirical tuning and comparison of default optimizers for variational inference5 Jun 2026
- 2026SGD for Variational Inference: Tackling Unbounded Variance via Preconditioning and Dynamic Batching8 May 2026
- 2026Stochastic Gradient Variational Inference with Price's Gradient Estimator from Bures-Wasserstein to Parameter Space21 Feb 2026
- 2026A Kernel Approach for Semi-implicit Variational Inference17 Jan 2026
- 2025Natural Gradient VI: Guarantees for Non-Conjugate Models22 Oct 2025
- 2025Optimization Guarantees for Square-Root Natural-Gradient Variational Inference10 Jul 2025
- 2025Nearly Dimension-Independent Convergence of Mean-Field Black-Box Variational Inference27 May 2025
- 2025Globally Convergent Variational Inference14 Jan 2025
- 2024On Divergence Measures for Training GFlowNets12 Oct 2024
- 2024You Only Accept Samples Once: Fast, Self-Correcting Stochastic Variational Inference5 Jun 2024
- 2024Understanding Stochastic Natural Gradient Variational Inference4 Jun 2024
- 2024Demystifying SGD with Doubly Stochastic Gradients3 Jun 2024
17 more
- 2024Understanding and mitigating difficulties in posterior predictive evaluation30 May 2024
- 2024Kernel Semi-Implicit Variational Inference29 May 2024
- 2024Variance Control for Black Box Variational Inference Using The James-Stein Estimator9 May 2024
- 2024Provably Scalable Black-Box Variational Inference with Structured Variational Families19 Jan 2024
- 2023Algorithms for mean-field variational inference via polyhedral optimization in the Wasserstein space5 Dec 2023
- 2023Linear Convergence of Black-Box Variational Inference: Should We Stick the Landing?27 Jul 2023
- 2023Variational Inference with Gaussian Score Matching15 Jul 2023
- 2023Provable convergence guarantees for black-box variational inference4 Jun 2023
- 2023On the Convergence of Black-Box Variational Inference24 May 2023
- 2023Towards Understanding the Dynamics of Gaussian-Stein Variational Gradient Descent23 May 2023
- 2023Forward-backward Gaussian variational inference via JKO in the Bures-Wasserstein Space10 Apr 2023
- 2023Practical and Matching Gradient Variance Bounds for Black-Box Variational Bayesian Inference18 Mar 2023
- 2022Variational inference via Wasserstein gradient flows31 May 2022
- 2021Amortized Variational Inference for Simple Hierarchical Models4 Nov 2021
- 2021Mixture weights optimisation for Alpha-Divergence Variational Inference9 Jun 2021
- 2021Monotonic Alpha-divergence Minimisation for Variational Inference9 Mar 2021
- 2021Meta-strategy for Learning Tuning Parameters with Guarantees4 Feb 2021
- 2024Demystifying SGD with Doubly Stochastic Gradientscited by 2
- 2024Demystifying SGD with Doubly Stochastic Gradients3 Jun 2024
- 2022Variational inference via Wasserstein gradient flowscited by 85
- 2023Forward-backward Gaussian variational inference via JKO in the Bures-Wasserstein Spacecited by 36
- 2023Provable convergence guarantees for black-box variational inferencecited by 29
- 2023On the Convergence of Black-Box Variational Inferencecited by 22
- 2023Algorithms for mean-field variational inference via polyhedral optimization in the Wasserstein spacecited by 20
- 2021Amortized Variational Inference for Simple Hierarchical Modelscited by 19
- 2023Variational Inference with Gaussian Score Matchingcited by 17
- 2023Towards Understanding the Dynamics of Gaussian-Stein Variational Gradient Descentcited by 13
- 2023Linear Convergence of Black-Box Variational Inference: Should We Stick the Landing?cited by 10
- 2024Kernel Semi-Implicit Variational Inferencecited by 8
- 2024Understanding Stochastic Natural Gradient Variational Inferencecited by 8
- 2021Meta-strategy for Learning Tuning Parameters with Guaranteescited by 6
12 most cited of 28 All 28 (JSON)
- 2026Large-scale empirical tuning and comparison of default optimizers for variational inference5 Jun 2026
- 2026SGD for Variational Inference: Tackling Unbounded Variance via Preconditioning and Dynamic Batching8 May 2026
- 2026Stochastic Gradient Variational Inference with Price's Gradient Estimator from Bures-Wasserstein to Parameter Space21 Feb 2026
- 2026A Kernel Approach for Semi-implicit Variational Inference17 Jan 2026
- 2025Natural Gradient VI: Guarantees for Non-Conjugate Models22 Oct 2025
- 2025Optimization Guarantees for Square-Root Natural-Gradient Variational Inference10 Jul 2025
- 2025Nearly Dimension-Independent Convergence of Mean-Field Black-Box Variational Inference27 May 2025
- 2025Globally Convergent Variational Inference14 Jan 2025
- 2024On Divergence Measures for Training GFlowNets12 Oct 2024
- 2024You Only Accept Samples Once: Fast, Self-Correcting Stochastic Variational Inference5 Jun 2024
- 2024Understanding Stochastic Natural Gradient Variational Inference4 Jun 2024
- 2024Understanding and mitigating difficulties in posterior predictive evaluation30 May 2024
12 newest of 28 All 28 (JSON)