Analytic natural gradient updates for Cholesky factor in Gaussian variational approximation

DOI10.1093/JRSSSB/QKAF001MaRDI QIDQ6911588zbMATH OpenFDO

Authors Linda S. L. Tan

Publication date 24 October 2025

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

positive definiteCholesky factorGaussian variational approximationsparse precision matrixnatural gradientsnormalized stochastic gradient descent

Mathematics Subject Classification ID

Statistics (62-XX)

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