Corpus ID: 207870813

Statistical Inference in Mean-Field Variational Bayes

@article{Han2019StatisticalII,
  title={Statistical Inference in Mean-Field Variational Bayes},
  author={Wei Han and Yun Yang},
  journal={arXiv: Statistics Theory},
  year={2019}
}
  • Wei Han, Yun Yang
  • Published 2019
  • Mathematics
  • arXiv: Statistics Theory
  • We conduct non-asymptotic analysis on the mean-field variational inference for approximating posterior distributions in complex Bayesian models that may involve latent variables. We show that the mean-field approximation to the posterior can be well-approximated relative to the Kullback-Leibler divergence discrepancy measure by a normal distribution whose center is the maximum likelihood estimator (MLE). In particular, our results imply that the center of the mean-field approximation matches… CONTINUE READING

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