Pathfinder: Parallel quasi-Newton variational inference.
Lu ZhangBob CarpenterAndrew GelmanAki VehtariPublished in: CoRR (2021)
Keyphrases
- quasi newton
- variational inference
- bayesian inference
- posterior distribution
- topic models
- variational methods
- latent dirichlet allocation
- gaussian process
- optimization methods
- newton method
- step size
- optimization method
- probabilistic model
- closed form
- mixture model
- optimization procedure
- dynamic programming
- hyperparameters
- generative model
- level set
- least squares
- probability distribution