Error bounds for some approximate posterior measures in Bayesian inference.
Han Cheng LieTimothy John SullivanAretha L. TeckentrupPublished in: CoRR (2019)
Keyphrases
- bayesian inference
- error bounds
- probabilistic model
- expectation propagation
- markov chain monte carlo
- hyperparameters
- theoretical analysis
- prior information
- posterior distribution
- variational inference
- gaussian process
- bayesian model
- worst case
- wavelet synopses
- gibbs sampler
- statistical inference
- variational bayes
- hierarchical bayesian
- particle filter
- graphical models
- hidden variables
- posterior probability
- mixture model
- special case
- conditional probabilities
- latent variables
- least squares
- prior knowledge
- polynomial time approximation
- data sets