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Natural Gradient Variational Bayes without Fisher Matrix Analytic Calculation and Its Inversion
Journal of the American Statistical Association ( IF 3.0 ) Pub Date : 2024-08-22 , DOI: 10.1080/01621459.2024.2392904
A. Godichon-Baggioni 1 , D. Nguyen 2 , M-N. Tran 3
Affiliation  

This paper introduces a method for efficiently approximating the inverse of the Fisher information matrix, a crucial step in achieving effective variational Bayes inference. A notable aspect of our...

中文翻译:


无Fisher矩阵解析计算的自然梯度变分贝叶斯及其反演



本文介绍了一种有效逼近 Fisher 信息矩阵逆的方法,这是实现有效变分贝叶斯推理的关键步骤。我们的一个值得注意的方面...
更新日期:2024-08-22
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