Sequential latent-variable models with subject-specific random effects provide a flexible framework for modeling temporally structured data with both local latent dynamics and stable between-subject heterogeneity. In such models, conditional inference for the local latent process is often tractable, but integrating over subject-specific random effects can be computationally demanding. We propose an anchored variational inference framework for efficient approximate inference in this setting. The central idea is to replace the full conditional posterior of the local latent process with its evaluation at a representative value of the subject-specific latent effect, called the anchor point, thereby preserving tractable local inference while substantially reducing computational cost. This approximation is especially appealing in sequential settings, where the posterior distribution of the random effect becomes increasingly concentrated as the sequence length grows. Under suitable conditions, we show that the posterior mean is a nearly optimal anchor point and that the resulting anchored variational EM (AVEM) algorithm approximately preserves the local monotonicity behavior of standard variational inference. We instantiate the framework in two representative classes of sequential latent-variable models, namely mixed hidden Markov models and mixed-effects state-space models, derive the corresponding AVEM algorithms, and use simulation studies to indicate that the resulting methods achieve accurate estimation with substantial computational gains. We also discuss a partially anchored variant of the framework, in which only the components of the subject-specific latent effect whose posteriors are well concentrated are anchored.

We introduce a novel discriminative latent-variable model for the task of bilingual lexicon induction. Our model combines the bipartite matching dictionary prior of Haghighi et al. (2008) with a state-of-the-art embedding-based approach. To train the model, we derive an efficient Viterbi EM algorithm. We provide empirical improvements on six language pairs under two metrics and show that the prior theoretically and empirically helps to mitigate the hubness problem. We also demonstrate how previous work may be viewed as a similarly fashioned latent-variable model, albeit with a different prior.

A latent-variable model is introduced for text matching, inferring sentence representations by jointly optimizing generative and discriminative objectives. To alleviate typical optimization challenges in latent-variable models for text, we employ deconvolutional networks as the sequence decoder (generator), providing learned latent codes with more semantic information and better generalization. Our model, trained in an unsupervised manner, yields stronger empirical predictive performance than a decoder based on Long Short-Term Memory (LSTM), with less parameters and considerably faster training. Further, we apply it to text sequence-matching problems. The proposed model significantly outperforms several strong sentence-encoding baselines, especially in the semi-supervised setting.

A latent-variable model is introduced for text matching, inferring sentence representations by jointly optimizing generative and discriminative objectives. To alleviate typical optimization challenges in latent-variable models for text, we employ deconvolutional networks as the sequence decoder (generator), providing learned latent codes with more semantic information and better generalization. Our model, trained in an unsupervised manner, yields stronger empirical predictive performance than a decoder based on Long Short-Term Memory (LSTM), with less parameters and considerably faster training. Further, we apply it to text sequence-matching problems. The proposed model significantly outperforms several strong sentence-encoding baselines, especially in the semi-supervised setting.

Discriminative latent-variable models are typically learned using EM or gradient-based optimization, which suffer from local optima. In this paper, we develop a new computationally efficient and provably consistent estimator for a mixture of linear regressions, a simple instance of a discriminative latent-variable model. Our approach relies on a low-rank linear regression to recover a symmetric tensor, which can be factorized into the parameters using a tensor power method. We prove rates of convergence for our estimator and provide an empirical evaluation illustrating its strengths relative to local optimization (EM).