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Hierarchical Variational Inference

Hierarchical variational inference (HVI) extends standard variational inference by placing a richer, hierarchical structure on the variational family itself. Instead of using a simple mean-field approximation, HVI introduces auxiliary latent variables that capture dependencies among the main latent variables, yielding tighter evidence lower bounds and more accurate posterior approximations for complex Bayesian models.

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  1. Ranganath, R., Altosaar, J., Tran, D. & Blei, D. M. (2016). Hierarchical Variational Models. Proceedings of the 33rd International Conference on Machine Learning (ICML 2016), PMLR 48, 324-333. link
  2. Jordan, M. I., Ghahramani, Z., Jaakkola, T. S. & Saul, L. K. (1999). An introduction to variational methods for graphical models. Machine Learning, 37(2), 183-233. DOI: 10.1023/A:1007665907178

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ScholarGate. (2026, June 3). Hierarchical Variational Inference. ScholarGate. https://scholargate.app/et/bayesian/hierarchical-variational-inference

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ScholarGateHierarchical Variational Inference (Hierarchical Variational Inference). Loetud 2026-06-15 aadressilt https://scholargate.app/et/bayesian/hierarchical-variational-inference · Andmestik: https://doi.org/10.5281/zenodo.20539026