Seminars

This lecture first provides an introduction to classical variational inference (VI), a key technique for approximating complex posterior distributions in Bayesian methods, typically by minimizing the Kullback-Leibler (KL) divergence. We'll discuss its principles and
common uses.

Building on this, the lecture introduces Fenchel-Young variational inference (FYVI), a novel generalization that enhances flexibility. FYVI replaces the KL divergence with broader Fenchel-Young (FY) regularizers, with a special focus on those derived from Tsallis
entropies. This approach enables learning posterior distributions with significantly smaller, or sparser, support than the prior, offering
advantages in model interpretability and performance.