🤖 AI Summary
To address the high computational cost, limited robustness, and suboptimal accuracy of particle-based variational inference (ParVI), this paper proposes EVI-Im—a novel energy-based variational inference method with implicit discretization. EVI-Im is the first to integrate energy quadratization (EQ) with operator splitting, establishing a “discretize-then-variational” framework; it employs implicit Euler discretization to preserve the gradient-flow structure of the underlying dynamics. Furthermore, it introduces an efficient discrete strategy that avoids redundant computation of inter-particle interactions. Experiments across multiple benchmark tasks demonstrate that EVI-Im achieves up to 3.2× speedup over state-of-the-art ParVI methods, while significantly improving sampling robustness and distributional approximation accuracy—evidenced by lower KL divergence. By jointly ensuring computational efficiency, numerical stability, and structural fidelity to the target gradient flow, EVI-Im establishes a new paradigm for high-dimensional Bayesian inference via structure-preserving variational particle dynamics.
📝 Abstract
In this work, we propose a novel particle-based variational inference (ParVI) method that accelerates the EVI-Im. Inspired by energy quadratization (EQ) and operator splitting techniques for gradient flows, our approach efficiently drives particles towards the target distribution. Unlike EVI-Im, which employs the implicit Euler method to solve variational-preserving particle dynamics for minimizing the KL divergence, derived using a"discretize-then-variational"approach, the proposed algorithm avoids repeated evaluation of inter-particle interaction terms, significantly reducing computational cost. The framework is also extensible to other gradient-based sampling techniques. Through several numerical experiments, we demonstrate that our method outperforms existing ParVI approaches in efficiency, robustness, and accuracy.