B1009
Title: On the convergence of coordinate ascent variational inference
Authors: Anirban Bhattacharya - Texas AM University (United States) [presenting]
Abstract: As a computational alternative to MCMC approaches, variational inference (VI) is becoming increasingly popular. Several recent works provide theoretical justifications, while formal analysis of the algorithmic convergence aspects of VI is largely lacking. A combined analysis of statistical and algorithmic properties of mean-field VI is presented.
