Frequentist Consistency of Variational Bayes

Wang, YX; Blei, DM

Wang, YX (reprint author), Columbia Univ, Dept Stat, New York, NY 10027 USA.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2019; 114 (527): 1147

Abstract

A key challenge for modern Bayesian statistics is how to perform scalable inference of posterior distributions. To address this challenge, variational......

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