The computational asymptotics of Gaussian variational inference and the Laplace approximation-Reference-Cited by-同舟云学术

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The computational asymptotics of Gaussian variational inference and the Laplace approximation

Published:2022-08 Issue:4 Volume:32 Page:
ISSN:0960-3174
Container-title:Statistics and Computing
language:en
Short-container-title:Stat Comput

Author:

Xu Zuheng,Campbell Trevor^ORCID

Funder

Natural Sciences and Engineering Research Council of Canada

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability,Theoretical Computer Science

Link

https://link.springer.com/content/pdf/10.1007/s11222-022-10125-y.pdf

Reference79 articles.

1. Addis, B., Locatelli, M., Schoen, F.: Local optima smoothing for global optimization. Optim. Methods Softw. 20(4–5), 417–437 (2005)

2. Alquier, P., Ridgway, J.: Concentration of tempered posteriors and of their variational approximations. Ann. Stat. 48(3), 1475–1497 (2020)

3. Armijo, L.: Minimization of functions having Lipschitz continuous first partial derivatives. Pac. J. Math. 16(1), 1–3 (1966)

4. Arrow, K., Enthoven, A.: Quasi-concave programming. Econom. J. Econom. Soc. 29, 779–800 (1961)

5. Balakrishnan, S., Wainwright, M., Yu, B.: Statistical guarantees for the EM algorithm: from population to sample-based analysis. Ann. Stat. 45(1), 77–120 (2017)

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