Approximate Bayesian inference as a form of stochastic approximation: A new consistency theory with applications.

Ye Chen Ilya O. Ryzhov

Published in: WSC (2016)

Keyphrases

bayesian inference
stochastic approximation
expectation propagation
probabilistic model
prior information
monte carlo
bayesian model
variational bayes
particle filter
hyperparameters
hidden variables
hierarchical bayesian
upper bound