We propose Diffusion Model Variational Inference (DMVI), a novel method for automated approximate inference in probabilistic programming languages (PPLs). DMVI utilizes diffusion models as variational approximations to the true posterior distribution by deriving a novel bound to the marginal likelihood objective used in Bayesian modelling. DMVI is easy to implement, allows hassle-free inference in PPLs without the drawbacks of, e.g., variational inference using normalizing flows, and does not make any constraints on the underlying neural network model. We evaluate DMVI on a set of common Bayesian models and show that its posterior inferences are in general more accurate than those of contemporary methods used in PPLs while having a similar computational cost and requiring less manual tuning.

我们提出了一种称为 Diffusion Model Variational Inference (DMVI) 的新方法，用于在概率编程语言 (PPLs) 中进行近似推断。DMVI 利用扩散模型作为真实后验分布的变分逼近，通过推导贝叶斯建模中使用的边际似然目标的新的上界。DMVI 实现简单，允许在 PPLs 中进行无麻烦的推断，并且不像使用标准化流进行变分推断那样有任何限制条件。我们对一组常见的贝叶斯模型进行了 DMVI 的评估，并展示其后验推断通常比 PPLs 中的现代方法更准确，同时计算成本相似且需要较少的手动调整。

概率编程的扩散模型