Theory and computation for structured variational inference

• URL: http://arxiv.org/abs/2511.09897v1
• Date: Fri, 14 Nov 2025 01:17:14 GMT
• Title: Theory and computation for structured variational inference
• Authors: Shunan Sheng, Bohan Wu, Bennett Zhu, Sinho Chewi, Aram-Alexandre Pooladian,
• Abstract summary: We prove the first results for existence, uniqueness, and self-consistency of the variational approximation.<n>We develop a gradient-based algorithm with provable guarantees for computing the variational approximation.
• Score: 13.739142487196034
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Structured variational inference constitutes a core methodology in modern statistical applications. Unlike mean-field variational inference, the approximate posterior is assumed to have interdependent structure. We consider the natural setting of star-structured variational inference, where a root variable impacts all the other ones. We prove the first results for existence, uniqueness, and self-consistency of the variational approximation. In turn, we derive quantitative approximation error bounds for the variational approximation to the posterior, extending prior work from the mean-field setting to the star-structured setting. We also develop a gradient-based algorithm with provable guarantees for computing the variational approximation using ideas from optimal transport theory. We explore the implications of our results for Gaussian measures and hierarchical Bayesian models, including generalized linear models with location family priors and spike-and-slab priors with one-dimensional debiasing. As a by-product of our analysis, we develop new stability results for star-separable transport maps which might be of independent interest.

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