The Bayesian update: variational formulations and gradient flows
From MaRDI portal
Publication:2297229
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
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Displacement convexity of generalized relative entropies
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- Exponential convergence of Langevin distributions and their discrete approximations
- A convexity principle for interacting gases
- A graph discretization of the Laplace-Beltrami operator
- Error estimates for spectral convergence of the graph Laplacian on random geometric graphs toward the Laplace-Beltrami operator
- Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
- On the geometry of metric measure spaces. I
- Transport inequalities, gradient estimates, entropy and Ricci curvature
- Uncertainty Quantification in Graph-Based Classification of High Dimensional Data
- Continuum Limits of Posteriors in Graph Bayesian Inverse Problems
- Kullback--Leibler Approximation for Probability Measures on Infinite Dimensional Spaces
- Graphical Models, Exponential Families, and Variational Inference
- The Variational Formulation of the Fokker--Planck Equation
- Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
- Stochastic Processes and Applications
- Optimal Transport
- MCMC methods for functions: modifying old algorithms to make them faster
This page was built for publication: The Bayesian update: variational formulations and gradient flows