BriefGPT.xyz
Jun, 2017
温和后验分布及其变分逼近的集中性
Concentration of tempered posteriors and of their variational approximations
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Pierre Alquier, James Ridgway
TL;DR
本文提出了一种通用方法来证明分数后验变分近似的集中性，应用于矩阵补全和高斯VB两个例子，弥补了变分贝叶斯方法在理论方面的不足。
Abstract
While
bayesian methods
are extremely popular in statistics and machine learning, their application to massive datasets is often challenging, when possible at all. Indeed, the classical
mcmc algorithms
are prohibi
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