Stepwise Variational Inference with Vine Copulas

ArXi:2603.22959v1 Announce Type: cross We propose stepwise variational inference (VI) with vine copulas: a universal VI procedure that combines vine copulas with a novel stepwise estimation procedure of the variational parameters. Vine copulas consist of a nested sequence of trees built from copulas, where complex latent dependence can be modeled with increasing number of trees. We propose to estimate the vine copula approximate posterior in a stepwise fashion, tree by tree along the vine structure.