Linear response methods for accurate covariance estimates from mean field variational bayes

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...

Bibliografiset tiedot
Päätekijät:	Giordano, Ryan, Jordan, Michael, Broderick, Tamara A
Muut tekijät:	Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Aineistotyyppi:	Artikkeli
Kieli:	en_US
Julkaistu:	Neural Information Processing Systems Foundation 2017
Linkit:	http://hdl.handle.net/1721.1/110786 https://orcid.org/0000-0003-4704-5196

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