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

Full work available at URL https://doi.org/10.1093/JRSSSB/QKAF001

zbMATH Keywords

Cholesky factorGaussian variational approximationnatural gradientsnormalized stochastic gradient descentpositive definitesparse precision matrix

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

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