The Variational Gaussian Approximation Revisited
نویسندگان
چکیده
منابع مشابه
The Variational Gaussian Approximation Revisited
The variational approximation of posterior distributions by multivariate gaussians has been much less popular in the machine learning community compared to the corresponding approximation by factorizing distributions. This is for a good reason: the gaussian approximation is in general plagued by an Omicron(N)(2) number of variational parameters to be optimized, N being the number of random vari...
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ژورنال
عنوان ژورنال: Neural Computation
سال: 2009
ISSN: 0899-7667,1530-888X
DOI: 10.1162/neco.2008.08-07-592