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Jun, 2012
共轭指数族中的快速变分推断
Fast Variational Inference in the Conjugate Exponential Family
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James Hensman, Magnus Rattray, Neil D. Lawrence
TL;DR
提出了一种用于概率模型的折叠变分推断算法的通用方法，该方法整合了许多现有的折叠变分推断方法，并基于较快的共轭梯度优化方法导出新的较低边际似然性的下界。
Abstract
We present a general method for deriving
collapsed variational inference
algo- rithms for
probabilistic models
in the
conjugate exponential famil
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