A Geometric Variational Approach to Bayesian Inference
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DOI: 10.1080/01621459.2019.1585253
Abstract: Abstract We propose a novel Riemannian geometric framework for variational inference in Bayesian models based on the nonparametric Fisher–Rao metric on the manifold of probability density functions. Under the square-root density representation, the manifold can… read more here.
Keywords: bayesian inference; geometric variational; geometry; variational approach ... See more keywords