Efficient Semi-Implicit Variational Inference
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Abstract (arXiv)
In this paper, we propose CI-VI an efficient and scalable solver for semi-implicit variational inference (SIVI). Our method, first, maps SIVI's evidence lower bound (ELBO) to a form involving a nonlinear functional nesting of expected values and then develops a rigorous optimiser capable of correctly handling bias inherent to nonlinear nested expectations using an extrapolation-smoothing mechanism coupled with gradient sketching. Our theoretical results demonstrate convergence to a stationary point of the ELBO in general non-convex settings typically arising when using deep network models and an order of O(t^-frac45) gradient-bias-vanishing rate. We believe these results generalise beyond the specific nesting arising from SIVI to other forms. Finally, in a set of experiments, we demonstrate the effectiveness of our algorithm in approximating complex posteriors on various data-sets including those from natural language processing.
Key facts. Cited by 9 papers in the map (data through 14 Oct 2026). Builds on 30 of its 48 references that are in the map. First posted on arXiv 15 Jan 2021.
Builds on
30 of 48 references.
References · 30
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18 more
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Built on by
Citing papers per year: 2022: 2; 2023: 2; 2024: 2; 2025: 1; 2026: 2.
9 papers.
- 2024Score identity Distillation: Exponentially Fast Distillation of Pretrained Diffusion Models for One-Step Generationcited by 214
- 2023Semi-Implicit Variational Inference via Score Matchingcited by 19
- 2023Hierarchical Semi-Implicit Variational Inference with Application to Diffusion Model Accelerationcited by 14
- 2024Kernel Semi-Implicit Variational Inferencecited by 8
- 2022VFDS: Variational Foresight Dynamic Selection in Bayesian Neural Networks for Efficient Human Activity Recognitioncited by 1
- 2026A Kernel Approach for Semi-implicit Variational Inferencecited by 1
- 2022Bayesian Neural Network Inference via Implicit Models and the Posterior Predictive Distributioncited by 0
- 2025Continuous Semi-Implicit Modelscited by 0
- 2026Implicit Variational Rejection Samplingcited by 0
- 2026Implicit Variational Rejection Sampling12 Jun 2026
- 2026A Kernel Approach for Semi-implicit Variational Inference17 Jan 2026
- 2025Continuous Semi-Implicit Models7 Jun 2025
- 2024Kernel Semi-Implicit Variational Inference29 May 2024
- 2024Score identity Distillation: Exponentially Fast Distillation of Pretrained Diffusion Models for One-Step Generation5 Apr 2024
- 2023Hierarchical Semi-Implicit Variational Inference with Application to Diffusion Model Acceleration26 Oct 2023
- 2023Semi-Implicit Variational Inference via Score Matching19 Aug 2023
- 2022Bayesian Neural Network Inference via Implicit Models and the Posterior Predictive Distribution6 Sep 2022
- 2022VFDS: Variational Foresight Dynamic Selection in Bayesian Neural Networks for Efficient Human Activity Recognition31 Mar 2022