Corpus ID: 182952410

Sparse Variational Inference: Bayesian Coresets from Scratch

  title={Sparse Variational Inference: Bayesian Coresets from Scratch},
  author={Trevor Campbell and Boyan Beronov},
  • Trevor Campbell, Boyan Beronov
  • Published 2019
  • Computer Science, Mathematics
  • ArXiv
  • The proliferation of automated inference algorithms in Bayesian statistics has provided practitioners newfound access to fast, reproducible data analysis and powerful statistical models. Designing automated methods that are also both computationally scalable and theoretically sound, however, remains a significant challenge. Recent work on Bayesian coresets takes the approach of compressing the dataset before running a standard inference algorithm, providing both scalability and guarantees on… CONTINUE READING
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