Black-box variational inference (BBVI) is a technique to approximate the posterior of Bayesian models by optimization …-of-the-art BBVI approaches often yield unsatisfactory posterior approximations. This paper presents Bernstein flow variational … inference (BF-VI), a robust and easy-to-use method flexible enough to approximate complex multivariate posteriors. BF …

regression parameters for estimating output are different in different regions of the input space. Variational Inference (VI), a …