Frequentist Consistency of Variational Bayes

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 chain Monte Carlo (MCMC) methods. VB methods tend to be faster while...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Journal of the American Statistical Association 2019-07, Vol.114 (527), p.1147-1161
Hauptverfasser:	Wang, Yixin, Blei, David M.
Format:	Artikel
Sprache:	eng
Schlagworte:	Approximation Asymptotic methods Asymptotic normality Asymptotic properties Bayesian analysis Bayesian inference Bernstein-von Mises Computer simulation Consistency Markov analysis Markov chains Monte Carlo simulation Normal distribution Normality Performance prediction Probabilistic models Regression analysis Simulation Statistical computing Statistical inference Statistical methods Statistical models Statistics Theorems Theory and Methods Truth Variational methods
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!