Linear response methods for accurate covariance estimates from mean field variational bayes
Mean field variational Bayes (MFVB) is a popular posterior approximation method due to its fast runtime on large-scale data sets. However, a well known failing of MFVB is that it underestimates the uncertainty of model variables (sometimes severely) and provides no information about model variable c...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Neural Information Processing Systems Foundation
2017
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| Online Access: | http://hdl.handle.net/1721.1/110786 https://orcid.org/0000-0003-4704-5196 |