2021
Challenges and Opportunities in High Dimensional Variational Inference
Akash Kumar Dhaka, Alejandro Catalina, Manushi Welandawe, Michael Riis Andersen, Jonathan H. Huggins, Aki Vehtari
NeurIPS 2021poster
Current black-box variational inference (BBVI) methods require the user to make numerous design choices – such as the selection of variational objective and approximating family – yet there is little principled guidance on how to do so. We develop a conceptual framework and set of experimental tools…