TL;DR本文通过机器学习中的变分推断方法近似计算难以计算的概率密度,特别地,本文对变分推断的思想和现代 VI 研究中的重要问题进行了全面的讨论。
Abstract
One of the core problems of modern statistics is to approximate
difficult-to-compute probability densities. This problem is especially
important in bayesian statistics, which frames all inference about unknown
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