Research Paper#Bayesian Inference, Variational Bayes, Uncertainty Quantification🔬 ResearchAnalyzed: Jan 3, 2026 19:47
Trustworthy Variational Bayes for Reliable Uncertainty Quantification
Published:Dec 27, 2025 17:09
•1 min read
•ArXiv
Analysis
This paper addresses a critical limitation of Variational Bayes (VB), a popular method for Bayesian inference: its unreliable uncertainty quantification (UQ). The authors propose Trustworthy Variational Bayes (TVB), a method to recalibrate VB's UQ, ensuring more accurate and reliable uncertainty estimates. This is significant because accurate UQ is crucial for the practical application of Bayesian methods, especially in safety-critical domains. The paper's contribution lies in providing a theoretical guarantee for the calibrated credible intervals and introducing practical methods for efficient implementation, including the "TVB table" for parallelization and flexible parameter selection. The focus on addressing undercoverage issues and achieving nominal frequentist coverage is a key strength.
Key Takeaways
- •Addresses the problem of unreliable uncertainty quantification in Variational Bayes.
- •Proposes Trustworthy Variational Bayes (TVB) to recalibrate UQ.
- •Provides theoretical guarantees for calibrated credible intervals.
- •Introduces the "TVB table" for efficient implementation and parallelization.
- •Demonstrates improved performance over standard VB in numerical experiments.
Reference
“The paper introduces "Trustworthy Variational Bayes (TVB), a method to recalibrate the UQ of broad classes of VB procedures... Our approach follows a bend-to-mend strategy: we intentionally misspecify the likelihood to correct VB's flawed UQ.”