Frequentist Consistency of Variational Bayes

Yixin Wang

[0]

David M. Blei

[0]

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, pp. 1147.0-1161.0, 2019.

Cited by: 111|Views58

Keywords:

Asymptotic normalityBayesian inferenceBernstein-von MisesConsistencyStatistical computingMore(1+)

Abstract:

A key challenge for modern Bayesian statistics is how to perform scalable inference of posterior distributions. To address this challenge, variational Bayes (VB) methods have emerged as a popular alternative to the classical Markov chain Monte Carlo (MCMC) methods. VB methods tend to be faster while achieving comparable predictive perform...More

Code:

Data:

Get fulltext within 24h

View via Publisher