Model-Informed Flows for Bayesian Inference

Variational inference often struggles with the posterior geometry exhibited by complex hierarchical Bayesian models. Recent advances in flow-based variational families and Variationally Inferred Parameters (VIP) each address aspects of this challenge, but their formal relationship is unexplored.

Here, we prove that the combination of VIP and a full-rank Gaussian can be represented exactly as a forward autoregressive flow augmented with a translation term and input from the model's prior.

Guided by this theoretical insight, we introduce the Model-Informed Flow (MIF) architecture, which adds the necessary translation mechanism, prior information, and hierarchical ordering.

Empirically, MIF delivers tighter posterior approximations and matches or exceeds state-of-the-art performance across a suite of hierarchical and non-hierarchical benchmarks.