Proximal Gradient Algorithms for Gaussian Variational Inference:Optimization in the Bures–Wasserstein Space
Variational inference (VI) seeks to approximate a target distribution π by an element of a tractable family of distributions. Of key interest in statistics and machine learning is Gaussian VI, which approximates π by minimizing the Kullback–Leibler (KL) divergence to π over the space of Gaussians. I...
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Massachusetts Institute of Technology
2023
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| Online Access: | https://hdl.handle.net/1721.1/151664 |