Convergence rates of variational posterior distributions

DOI10.1214/19-AOS1883zbMath1471.62243arXiv1712.02519MaRDI QIDQ2215731

Fengshuo Zhang, Chao Gao

Publication date: 14 December 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.02519

zbMATH Keywords

empirical Bayes; density estimation; posterior contraction; Gaussian sequence model; piecewise constant model; mean-field variational inference

Mathematics Subject Classification ID

62F15: Bayesian inference

62C12: Empirical decision procedures; empirical Bayes procedures

Related Items

The computational asymptotics of Gaussian variational inference and the Laplace approximation

Uses Software

• fastSTRUCTURE

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