Variational posterior approximation using stochastic gradient ascent with adaptive stepsize.
Kart-Leong LimXudong JiangPublished in: Pattern Recognit. (2021)
Keyphrases
- gradient ascent
- step size
- expectation maximization
- bayesian framework
- convergence rate
- cost function
- faster convergence
- monte carlo
- convergence speed
- exponential family
- probabilistic model
- probability distribution
- posterior distribution
- temporal difference
- cross entropy
- maximum likelihood
- gaussian process
- variational methods