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Monte Carlo co-ordinate ascent variational inference |
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| Authors: | Ye Lifeng Beskos Alexandros De Iorio Maria Hao Jie |
| Institution: | 1.Department of Statistical Science, University College London, London, UK ;2.Yale-NUS College, Singapore, Singapore ;3.Key Laboratory of Systems Biomedicine (Ministry of Education), Shanghai Center for Systems Biomedicine, Shanghai Jiao Tong University, Shanghai, China ; |
| Abstract: | Statistics and Computing - In variational inference (VI), coordinate-ascent and gradient-based approaches are two major types of algorithms for approximating difficult-to-compute probability... |
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