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Charles C. Margossian

2 accepted papers

2023

The Shrinkage-Delinkage Trade-off: an Analysis of Factorized Gaussian Approximations for Variational Inference

UAI 2023poster

When factorized approximations are used for variational inference (VI), they tend to underestimate the uncertainty—as measured in various ways—of the distributions they are meant to approximate. We consider two popular ways to measure the uncertainty deficit of VI: (i) the degree to which it underes…