• Corpus ID: 59606164

Asymptotic Consistency of $\alpha-$R\'enyi-Approximate Posteriors.

  title={Asymptotic Consistency of \$\alpha-\$R\'enyi-Approximate Posteriors.},
  author={Prateek Jaiswal and Vinayak A. Rao and Harsha Honnappa},
  journal={arXiv: Statistics Theory},
We study the asymptotic consistency properties of $\alpha$-R\'enyi approximate posteriors, a class of variational Bayesian methods that approximate an intractable Bayesian posterior with a member of a tractable family of distributions, the member chosen to minimize the $\alpha$-R\'enyi divergence from the true posterior. Unique to our work is that we consider settings with $\alpha > 1$, resulting in approximations that upperbound the log-likelihood, and consequently have wider spread than… 

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