Unbiased MLMC-based variational Bayes for likelihood-free inference.
Zhijian HeZhenghang XuXiaoqun WangPublished in: CoRR (2021)
Keyphrases
- variational bayes
- bayesian inference
- log likelihood
- latent variables
- hyperparameters
- gaussian mixture model
- maximum likelihood
- bayesian learning
- free energy
- exponential family
- posterior distribution
- latent dirichlet allocation
- expectation maximization
- expectation propagation
- model selection
- em algorithm
- random sampling
- closed form
- cross validation
- prior information
- sample size
- probabilistic model
- noise level
- gaussian process
- feature vectors