Semi-implicit variational inference (SIVI) has been introduced to expand the analytical variational families by defining expressive semi-implicit distributions in a hierarchical manner. However, the single-layer architecture commonly used in current SIVI methods can be insufficient when the target posterior has complicated structures. In this paper, we propose hierarchical semi-implicit variational inference, called HSIVI, which generalizes SIVI to allow more expressive multi-layer construction of semi-implicit distributions. By introducing auxiliary distributions that interpolate between a simple base distribution and the target distribution, the conditional layers can be trained by progressively matching these auxiliary distributions one layer after another. Moreover, given pre-trained score networks, HSIVI can be used to accelerate the sampling process of diffusion models with the score matching objective. We show that HSIVI significantly enhances the expressiveness of SIVI on several Bayesian inference problems with complicated target distributions. When used for diffusion model acceleration, we show that HSIVI can produce high quality samples comparable to or better than the existing fast diffusion model based samplers with a small number of function evaluations on various datasets.

本研究提出了一种层级半隐式变分推断方法（HSIVI），通过引入辅助分布，允许更具表达力的多层半隐式分布构建，大大提升了对复杂目标分布的建模能力，同时可用于加速扩散模型的采样过程。

层次半隐式变分推理及其在扩散模型加速中的应用