Merging MCMC Subposteriors through Gaussian-Process Approximations
نویسندگان
چکیده
منابع مشابه
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subject to q(f |u) = ∏ i q(fi|u) and ∫ dfiq(fi|u) = 1. It is noted that KL(a||b) is the measurement of information “lost” when using b to approximate a. It was argued in [1] that it is appropriate to use this KL divergence as an approximation measure since we are trying to find a sparse representation u and its relationship with f to approximate p by q. The KL divergence above can be expanded a...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2018
ISSN: 1936-0975
DOI: 10.1214/17-ba1063