Flexible and Efficient Inference with Particles for the Variational Gaussian Approximation
Variational inference is a powerful framework, used to approximate intractable posteriors through variational distributions. The de facto standard is to rely on Gaussian variational families, which come with numerous advantages: they are easy to sample from, simple to parametrize, and many expectati...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-07-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/23/8/990 |