# Sparse Inducing Points in Deep Gaussian Processes: Enhancing Modeling with Denoising Diffusion Variational Inference

arXiv: https://arxiv.org/abs/2407.17033 · HTML: https://mlsanity.com/paper/2407.17033/

## Key facts

- Cited by 16 papers in the map (data through 14 Oct 2026).
- Placed in Diffusion foundations and sampling, one of 14 directions in Diffusion models.
- Builds on 35 of its 57 references that are in the map.
- First posted on arXiv 24 Jul 2024.

## Placed in

- Diffusion models / [Diffusion foundations and sampling](https://mlsanity.com/diffusion/diffusion-foundations-and-sampling/)

## Builds on (most cited first, 30 of 35)

- [Deep Residual Learning for Image Recognition](https://mlsanity.com/paper/1512.03385/) (2015)
- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [High-Resolution Image Synthesis with Latent Diffusion Models](https://mlsanity.com/paper/2112.10752/) (2021)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Fashion-MNIST: a Novel Image Dataset for Benchmarking Machine Learning Algorithms](https://mlsanity.com/paper/1708.07747/) (2017)
- [Auto-Encoding Variational Bayes](https://mlsanity.com/paper/1312.6114/) (2013)
- [Neural Ordinary Differential Equations](https://mlsanity.com/paper/1806.07366/) (2018)
- [Variational Inference: A Review for Statisticians](https://mlsanity.com/paper/1601.00670/) (2016)
- [GPyTorch: Blackbox Matrix-Matrix Gaussian Process Inference with GPU Acceleration](https://mlsanity.com/paper/1809.11165/) (2018)
- [Stochastic Gradient Hamiltonian Monte Carlo](https://mlsanity.com/paper/1402.4102/) (2014)
- [A survey of the Schr"odinger problem and some of its connections with optimal transport](https://mlsanity.com/paper/1308.0215/) (2013)
- [Scalable Gradients for Stochastic Differential Equations](https://mlsanity.com/paper/2001.01328/) (2020)
- [Advances in Variational Inference](https://mlsanity.com/paper/1711.05597/) (2017)
- [Path Integral Sampler: a stochastic control approach for sampling](https://mlsanity.com/paper/2111.15141/) (2021)
- [Denoising Diffusion Samplers](https://mlsanity.com/paper/2302.13834/) (2023)
- [Doubly Stochastic Variational Inference for Deep Gaussian Processes](https://mlsanity.com/paper/1705.08933/) (2017)
- [Functional Variational Bayesian Neural Networks](https://mlsanity.com/paper/1903.05779/) (2019)
- [Adversarial Variational Bayes: Unifying Variational Autoencoders and Generative Adversarial Networks](https://mlsanity.com/paper/1701.04722/) (2017)
- [Priors in Bayesian Deep Learning: A Review](https://mlsanity.com/paper/2105.06868/) (2021)
- [Theoretical guarantees for sampling and inference in generative models with latent diffusions](https://mlsanity.com/paper/1903.01608/) (2019)
- [Stochastic Variational Deep Kernel Learning](https://mlsanity.com/paper/1611.00336/) (2016)
- [Efficient and Accurate Gradients for Neural SDEs](https://mlsanity.com/paper/2105.13493/) (2021)
- [Markovian Score Climbing: Variational Inference with KL(p||q)](https://mlsanity.com/paper/2003.10374/) (2020)
- [Variational Implicit Processes](https://mlsanity.com/paper/1806.02390/) (2018)
- [Inference in Deep Gaussian Processes using Stochastic Gradient Hamiltonian Monte Carlo](https://mlsanity.com/paper/1806.05490/) (2018)
- [Approximate Inference for Fully Bayesian Gaussian Process Regression](https://mlsanity.com/paper/1912.13440/) (2019)
- [On Stabilizing Generative Adversarial Training with Noise](https://mlsanity.com/paper/1906.04612/) (2019)
- [Structured Stochastic Variational Inference](https://mlsanity.com/paper/1404.4114/) (2014)
- [Variational Inference for Gaussian Process Models with Linear Complexity](https://mlsanity.com/paper/1711.10127/) (2017)
- [Distributed Variational Inference in Sparse Gaussian Process Regression and Latent Variable Models](https://mlsanity.com/paper/1402.1389/) (2014)

## Built on by (most cited first, 16 of 16)

- [Dequantified Diffusion-Schr"odinger Bridge for Density Ratio Estimation](https://mlsanity.com/paper/2505.05034/) (2025)
- [EVODiff: Entropy-aware Variance Optimized Diffusion Inference](https://mlsanity.com/paper/2509.26096/) (2025)
- [Fully Bayesian Differential Gaussian Processes through Stochastic Differential Equations](https://mlsanity.com/paper/2408.06069/) (2024)
- [Variational Learning of Gaussian Process Latent Variable Models through Stochastic Gradient Annealed Importance Sampling](https://mlsanity.com/paper/2408.06710/) (2024)
- [Diffusion Bridge Variational Inference for Deep Gaussian Processes](https://mlsanity.com/paper/2509.19078/) (2025)
- [A Minimum Variance Path Principle for Accurate and Stable Score-Based Density Ratio Estimation](https://mlsanity.com/paper/2602.00834/) (2026)
- [Mitigating the Contractivity Trap in Diffusion ODEs via Stein Stabilization](https://mlsanity.com/paper/2606.07835/) (2026)
- [Sparse Variational Student-t Processes for Heavy-tailed Modeling](https://mlsanity.com/paper/2408.06699/) (2024)
- [Towards Disentangled Preference Optimization Dynamics: Suppress the Loser, Preserve the Winner](https://mlsanity.com/paper/2604.18239/) (2026)
- [Sparse Techniques for Regression in Deep Gaussian Processes](https://mlsanity.com/paper/2505.11355/) (2025)
- [Onsager-Machlup Posterior Transport for Deep Gaussian Processes](https://mlsanity.com/paper/2605.23434/) (2026)
- [DiFA: Inference-Time Forward-Process Alignment for Diffusion Models](https://mlsanity.com/paper/2607.17972/) (2026)
- [Gaussian Process Tilted Nonparametric Density Estimation using Fisher Divergence Score Matching](https://mlsanity.com/paper/2504.03485/) (2025)
- [Neural Bridge Processes](https://mlsanity.com/paper/2508.07220/) (2025)
- [Rethinking the Flow-Based Gradual Domain Adaptation: A Semi-Dual Optimal Transport Perspective](https://mlsanity.com/paper/2602.01179/) (2026)
- [Implicit Variational Rejection Sampling](https://mlsanity.com/paper/2606.14235/) (2026)

## Abstract (arXiv)

Deep Gaussian processes (DGPs) provide a robust paradigm for Bayesian deep learning. In DGPs, a set of sparse integration locations called inducing points are selected to approximate the posterior distribution of the model. This is done to reduce computational complexity and improve model efficiency. However, inferring the posterior distribution of inducing points is not straightforward. Traditional variational inference approaches to posterior approximation often lead to significant bias. To address this issue, we propose an alternative method called Denoising Diffusion Variational Inference (DDVI) that uses a denoising diffusion stochastic differential equation (SDE) to generate posterior samples of inducing variables. We rely on score matching methods for denoising diffusion model to approximate score functions with a neural network. Furthermore, by combining classical mathematical theory of SDEs with the minimization of KL divergence between the approximate and true processes, we propose a novel explicit variational lower bound for the marginal likelihood function of DGP. Through experiments on various datasets and comparisons with baseline methods, we empirically demonstrate the effectiveness of DDVI for posterior inference of inducing points for DGP models.
