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Published in 2017 at "Journal of the American Statistical Association"
DOI: 10.1080/01621459.2018.1473776
Abstract: 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…
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Keywords:
variational bayes;
variational approximations;
frequentist consistency;
consistency variational ... See more keywords