Work

Technical Benchmark: BIDSim vs. Variational Inference

Year: 2026

Type: article

Abstract: This technical benchmark evaluates the BIDSim (Chained Virtual Urns Simulator) against Varia- tional Inference (VI / ADVI), specically Mean-Field and Full-Rank Automatic Dierentiation Varia- tional Inference. While VI reformulates Bayesian integration into an optimization problem by minimizing the reverse Kullback-Leibler divergence DKL(q ∥ p), it suers from severe variance underestimation (under-dispersion), stochastic gradient noise, and softmax Jacobian boundary distortions. BID- Sim provides a 100% exact, glass-box, non-parametric alternative operating on discrete barycentric virtual urns (Popu = 1, 000).

Source: Zenodo (CERN European Organization for Nuclear Research)

DOI: 10.5281/zenodo.24105707

Author: Pargamin, Bernard

Language: English

Topic: Markov Chains and Monte Carlo Methods

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W7225732922

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