The Bayesian update: variational formulations and gradient flows

DOI10.1214/18-BA1137zbMath1437.62113arXiv1705.07382OpenAlexW2962984936MaRDI QIDQ2297229

Nicolás García Trillos, Daniel Sanz-Alonso

Publication date: 18 February 2020

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.07382

zbMATH Keywords

convexitygradient flowsWasserstein spaceRiemannian MCMC

Mathematics Subject Classification ID

Statistics on manifolds (62R30) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (5)

A Variational Inference Approach to Inverse Problems with Gamma Hyperpriors ⋮ Unnamed Item ⋮ Doob's consistency of a non-Bayesian updating process ⋮ Stein variational gradient descent: many-particle and long-time asymptotics ⋮ Bayesian Probabilistic Numerical Methods

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