Covariances, robustness, and variational Bayes
Mean-field Variational Bayes (MFVB) is an approximate Bayesian posterior inference technique that is increasingly popular due to its fast runtimes on large-scale data sets. However, even when MFVB provides accurate posterior means for certain parameters, it often mis-estimates variances and covarian...
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| Format: | Article |
| Language: | English |
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MIT Press
2020
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| Online Access: | https://hdl.handle.net/1721.1/128780 |