Computational Bayesian Statistics Journal Club

Date & Time

Moderator: Aki Vehtari [Aalto Uni]

Topic: Improvements and limitations of autodiff variational inference (ADVI)

– Robust, Accurate Stochastic Optimization for Variational Inference

Additional Papers:
Pareto k diagnostic, difference between pre-asymptotic and asymptotic behavior,
and high dimensional examples are from
– Pareto Smoothed Importance Sampling

Some ideas on why stochastic optimization for other divergences is more difficult comes from:

– Perturbative Black Box Variational Inference

Please email Sara Mejias Gonzalez at for Zoom information if you would like to participate.

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