# Asymptotically exact variational flows via involutive MCMC kernels

arXiv: https://arxiv.org/abs/2506.02162 · HTML: https://mlsanity.com/paper/2506.02162/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 39 of its 87 references that are in the map.
- First posted on arXiv 2 Jun 2025.

## Builds on (most cited first, 30 of 39)

- [Variational Inference with Normalizing Flows](https://mlsanity.com/paper/1505.05770/) (2015)
- [Density estimation using Real NVP](https://mlsanity.com/paper/1605.08803/) (2016)
- [Variational Inference: A Review for Statisticians](https://mlsanity.com/paper/1601.00670/) (2016)
- [Normalizing Flows for Probabilistic Modeling and Inference](https://mlsanity.com/paper/1912.02762/) (2019)
- [Neural Spline Flows](https://mlsanity.com/paper/1906.04032/) (2019)
- [Variational Sequential Monte Carlo](https://mlsanity.com/paper/1705.11140/) (2017)
- [Filtering Variational Objectives](https://mlsanity.com/paper/1705.09279/) (2017)
- [Annealed Flow Transport Monte Carlo](https://mlsanity.com/paper/2102.07501/) (2021)
- [Hierarchical Variational Models](https://mlsanity.com/paper/1511.02386/) (2015)
- [Sylvester Normalizing Flows for Variational Inference](https://mlsanity.com/paper/1803.05649/) (2018)
- [Continual Repeated Annealed Flow Transport Monte Carlo](https://mlsanity.com/paper/2201.13117/) (2022)
- [MCMC Variational Inference via Uncorrected Hamiltonian Annealing](https://mlsanity.com/paper/2107.04150/) (2021)
- [Variational Boosting: Iteratively Refining Posterior Approximations](https://mlsanity.com/paper/1611.06585/) (2016)
- [Advances in Black-Box VI: Normalizing Flows, Importance Weighting, and Optimization](https://mlsanity.com/paper/2006.10343/) (2020)
- [Monte Carlo Variational Auto-Encoders](https://mlsanity.com/paper/2106.15921/) (2021)
- [Differentiable Annealed Importance Sampling and the Perils of Gradient Noise](https://mlsanity.com/paper/2107.10211/) (2021)
- [The Expressive Power of a Class of Normalizing Flow Models](https://mlsanity.com/paper/2006.00392/) (2020)
- [Langevin Diffusion Variational Inference](https://mlsanity.com/paper/2208.07743/) (2022)
- [Representational aspects of depth and conditioning in normalizing flows](https://mlsanity.com/paper/2010.01155/) (2020)
- [Boosting Variational Inference](https://mlsanity.com/paper/1611.05559/) (2016)
- [Involutive MCMC: a Unifying Framework](https://mlsanity.com/paper/2006.16653/) (2020)
- [Variational Inference with Hamiltonian Monte Carlo](https://mlsanity.com/paper/1609.08203/) (2016)
- [A connection between Tempering and Entropic Mirror Descent](https://mlsanity.com/paper/2310.11914/) (2023)
- [Boosting Black Box Variational Inference](https://mlsanity.com/paper/1806.02185/) (2018)
- [Surrogate Likelihoods for Variational Annealed Importance Sampling](https://mlsanity.com/paper/2112.12194/) (2021)
- [Universal Boosting Variational Inference](https://mlsanity.com/paper/1906.01235/) (2019)
- [MixFlows: principled variational inference via mixed flows](https://mlsanity.com/paper/2205.07475/) (2022)
- [Nested hat R: Assessing the convergence of Markov chain Monte Carlo when running many short chains](https://mlsanity.com/paper/2110.13017/) (2021)
- [Hamiltonian Dynamics with Non-Newtonian Momentum for Rapid Sampling](https://mlsanity.com/paper/2111.02434/) (2021)
- [GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo](https://mlsanity.com/paper/2404.15253/) (2024)

## Built on by (most cited first, 1 of 1)

- [Generalized Guarantees for Variational Inference in the Presence of Even and Elliptical Symmetry](https://mlsanity.com/paper/2511.01064/) (2025)

## Abstract (arXiv)

Most expressive variational families -- such as normalizing flows -- lack practical convergence guarantees, as their theoretical assurances typically hold only at the intractable global optimum. In this work, we present a general recipe for constructing tuning-free, asymptotically exact variational flows on arbitrary state spaces from involutive MCMC kernels. The core methodological component is a novel representation of general involutive MCMC kernels as invertible, measurepreserving iterated random function systems, which act as the flow maps of our variational flows. This leads to three new variational families with provable total variation convergence. Our framework resolves key practical limitations of existing variational families with similar guarantees (e.g., MixFlows), while requiring substantially weaker theoretical assumptions. Finally, we demonstrate the competitive performance of our flows across tasks including posterior approximation, Monte Carlo estimates, and normalization constant estimation, outperforming or matching No-U-Turn sampler (NUTS) and black-box normalizing flows.
