Error Bounds for Some Approximate Posterior Measures in Bayesian Inference.
Han Cheng LieTimothy John SullivanAretha L. TeckentrupPublished in: ENUMATH (2019)
Keyphrases
- bayesian inference
- error bounds
- probabilistic model
- expectation propagation
- markov chain monte carlo
- hyperparameters
- theoretical analysis
- wavelet synopses
- worst case
- prior information
- gaussian process
- statistical inference
- bayesian model
- posterior distribution
- variational inference
- error metrics
- posterior probability
- particle filter
- variational bayes
- probability distribution
- gibbs sampler
- hierarchical bayesian
- generative model
- hidden variables
- bayesian framework
- bayesian models
- dynamic programming