• Corpus ID: 235376939

Mixture weights optimisation for Alpha-Divergence Variational Inference

  title={Mixture weights optimisation for Alpha-Divergence Variational Inference},
  author={Kam'elia Daudel and Randal Douc},
This paper focuses on α -divergence minimisation methods for Variational Inference. We consider the case where the posterior density is approximated by a mixture model and we investigate algorithms optimising the mixture weights of this mixture model by α -divergence minimisation, without any information on the underlying distribution of its mixture components parameters. The Power Descent, defined for all α ̸ = 1 , is one such algorithm and we establish in our work the full proof of its… 
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