Frequentist Consistency of Variational Bayes

DOI10.1080/01621459.2018.1473776zbMath1428.62119arXiv1705.03439OpenAlexW2612481336WikidataQ129739249 ScholiaQ129739249MaRDI QIDQ5242465

David M. Blei, Yixin Wang

Publication date: 12 November 2019

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.03439

zbMATH Keywords

consistencyasymptotic normalityvariational methodsBayesian inferencestatistical computingBernstein-von Mises

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15)

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Uses Software

• Stan
• PMTK
• ADVI
• PRMLT

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