Variational approximation for importance sampling

DOI10.1007/s00180-021-01063-wzbMath1505.62391OpenAlexW3118795818MaRDI QIDQ2667007

Yuguo Chen, Xiao Su

Publication date: 23 November 2021

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-021-01063-w

zbMATH Keywords

Monte Carlovariational inferenceproposal distribution\(f\)-divergence

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

Uses Software

• PRMLT

Cites Work

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• Sequential Monte Carlo Methods for Dynamic Systems
• 10.1162/jmlr.2003.3.4-5.993
• On Information and Sufficiency
• A Stochastic Approximation Method
• Variational inference for Dirichlet process mixtures

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