Unbiased MLMC-based Variational Bayes for Likelihood-Free Inference.
Zhijian HeZhenghang XuXiaoqun WangPublished in: SIAM J. Sci. Comput. (2022)
Keyphrases
- variational bayes
- bayesian inference
- log likelihood
- latent variables
- hyperparameters
- maximum likelihood
- gaussian mixture model
- bayesian learning
- free energy
- exponential family
- latent dirichlet allocation
- posterior distribution
- expectation propagation
- probabilistic model
- cross validation
- model selection
- density estimation
- markov chain monte carlo
- incomplete data
- bayesian networks
- posterior probability
- parameter space
- statistical model
- active learning