Title
Affine Independent Variational Inference.
Abstract
We present a method for approximate inference for a broad class of non-conjugate probabilistic models. In particular, for the family of generalized linear model target densities we describe a rich class of variational approximating densities which can be best fit to the target by minimizing the Kullback-Leibler divergence. Our approach is based on using the Fourier representation which we show results in efficient and scalable inference.
Year
Venue
Field
2012
NIPS
Affine transformation,Divergence,Linear model,Inference,Latent variable,Fast Fourier transform,Skew,Artificial intelligence,Probabilistic logic,Machine learning,Mathematics
DocType
Citations 
PageRank 
Conference
6
0.73
References 
Authors
15
2
Name
Order
Citations
PageRank
Challis, Edward1463.35
David Barber240445.57