Top suggestions for Mean Field Variational InferenceExplore more searches like Mean Field Variational InferencePeople interested in Mean Field Variational Inference also searched for |
- 850×1100
+has+emerged+as+a+popular+method+for+approximate+inference+for+high-dimensional+Bayesian+models.+In+this+paper%252C+we+propose+a+novel+VI+method+that+extends+the+naive+mean+field+via+entropic+regularization%252C+referred+to+as+%2524Xi%2524-variational+inference+(%2524Xi%2524-VI).+%2524Xi%2524-VI+has+a+close+connection+to+the+entropic+optimal+transport+problem+and+benefits+from+the+computationally+efficient+Sinkhorn+algorithm.+We+show+that+%2524Xi%2524-variational+posteriors+effectively+recover+the+true+posterior+dependency%252C+where+the+dependence+is+downweighted+by+the+regularization+parameter.+We+analyze+the+role+of+dimensionality+of+the+parameter+space+on+the+accuracy+of+%2524Xi%2524-variational+approximation+and+how+it+affects+computational+considerations%252C+providing+a+rough+characterization+of+the+statistical-computational+trade-off+in+%2524Xi%2524-VI.+We+also+investigate+the+frequentist+properties+of+%2524Xi%2524-VI+and+establish+results+on+consistency%252C+asymptotic+normality%252C+high-dimensional+asymptotics%252C+and+algorithmic+stability.+We+provide+sufficient+criteria+for+achieving+polynomial-time+approximate+inference+using+the+method.+Finally%252C+we+demonstrate+the+practical+advantage+of+%2524Xi%2524-VI+over+mean-field+variational+inference+on+simulated+and+real+data.&cdnurl=https%3a%2f%2fth.bing.com%2fth%2fid%2fR.e1d43394d34690036cc676d5d0cff56b%3frik%3dPysL%252bBZhkXxWgg%26pid%3dImgRaw%26r%3d0&exph=630&expw=1200&q=Mean+Field+Variational+Inference&FORM=IRPRST&ck=82214EF1FFB3D96D2E33E169FDD64BEB&selectedIndex=3&itb=0)
Related Products
Explore more searches like
Mean FieldVariationalInference
Some results have been hidden because they may be inaccessible to you.Show inaccessible results
Feedback