mlsanityData to 7 Oct 2026

Particle Semi-Implicit Variational Inference

arXiv 2407.00649 ↗First posted 30 Jun 2024stat.ML cs.LGcited by 7

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Abstract (arXiv)

Semi-implicit variational inference (SIVI) enriches the expressiveness of variational families by utilizing a kernel and a mixing distribution to hierarchically define the variational distribution. Existing SIVI methods parameterize the mixing distribution using implicit distributions, leading to intractable variational densities. As a result, directly maximizing the evidence lower bound (ELBO) is not possible, so they resort to one of the following: optimizing bounds on the ELBO, employing costly inner-loop Markov chain Monte Carlo runs, or solving minimax objectives. In this paper, we propose a novel method for SIVI called Particle Variational Inference (PVI) which employs empirical measures to approximate the optimal mixing distributions characterized as the minimizer of a free energy functional. PVI arises naturally as a particle approximation of a Euclidean--Wasserstein gradient flow and, unlike prior works, it directly optimizes the ELBO whilst making no parametric assumption about the mixing distribution. Our empirical results demonstrate that PVI performs favourably compared to other SIVI methods across various tasks. Moreover, we provide a theoretical analysis of the behaviour of the gradient flow of a related free energy functional: establishing the existence and uniqueness of solutions as well as propagation of chaos results.

Key facts. Cited by 7 papers in the map (data through 7 Oct 2026). Builds on 28 of its 62 references that are in the map. First posted on arXiv 30 Jun 2024.

Builds on

28 of 62 references.

References · 28

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16 more
  1. 2022Can Push-forward Generative Models Fit Multimodal Distributions?cited by 41
  2. 2017Variational Inference using Implicit Distributionscited by 39
  3. 2019Escaping Saddle Points with Adaptive Gradient Methodscited by 34
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  16. 2024Kernel Semi-Implicit Variational Inferencecited by 8

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Cited by year (2026 to 7 Oct)

Citing papers per year: 2024: 1; 2025: 5; 2026: 1.

7 papers.