Сравнение методов

	Иерархическое вариационное выведение	Вариационный вывод
Область	Байесовские методы	Байесовские методы
Семейство	Bayesian methods	Bayesian methods
Год появления	2016	1999
Автор метода	Ranganath, Altosaar, Tran & Blei	Jordan, Ghahramani, Jaakkola & Saul
Тип	Bayesian approximate inference	Approximate Bayesian inference
Основополагающий источник	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.	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.
Другие названия	HVI, hierarchical variational models, hierarchical VI, hierarchical approximate inference	VI, variational Bayes, VB, mean-field variational inference
Связанные	5	4
Сводка	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.	Variational inference (VI) is a family of techniques that turn Bayesian posterior computation into an optimisation problem. Instead of drawing samples from the exact posterior — as Markov chain Monte Carlo does — VI posits a simpler, tractable family of distributions and finds the member of that family closest to the true posterior by maximising the evidence lower bound (ELBO). Introduced in its modern graphical-model form by Jordan, Ghahramani, Jaakkola and Saul (1999) and given a comprehensive statistical treatment by Blei, Kucukelbir and McAuliffe (2017), VI is now the standard scalable inference engine in probabilistic machine learning.