Michael Ziyang Diao

Forward-Backward Gaussian Variational Inference via JKO in the Bures-Wasserstein Space

Variational inference (VI) seeks to approximate a target distribution $\pi$ by an element of a tractable family of distributions. Of key interest in statistics and machine learning is Gaussian VI, which approximates $\pi$ by minimizing the Kullback-Leibler (KL) divergence to $\pi$ over the space of…