A practical tutorial on Variational Bayes

A practical tutorial on Variational Bayes
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变分贝叶斯实用教程

DOI:
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发表时间:
2021
期刊:
影响因子:
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通讯作者:
Viet
Viet
中科院分区:
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文献类型:
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作者:
Minh;Trong;Viet

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本教程从实用的角度快速介绍了变分贝叶斯(VB),也称为变分推理或变分近似。本文涵盖了一系列常用的VB方法,并试图保持广泛的数据分析从业者社区的材料。其目的是读者可以快速推导和实现他们的第一个VB算法贝叶斯推理与他们的数据分析问题。Matlab中的最终用户软件包以及文档可在https://vbayeslab.github.io/VBLabDocs/上找到
This tutorial gives a quick introduction to Variational Bayes (VB), also called Variational Inference or Variational Approximation, from a practical point of view. The paper covers a range of commonly used VB methods and an attempt is made to keep the materials accessible to the wide community of data analysis practitioners. The aim is that the reader can quickly derive and implement their first VB algorithm for Bayesian inference with their data analysis problem. An end-user software package in Matlab together with the documentation can be found at https://vbayeslab.github.io/VBLabDocs/
DOI: 10.1214/19-aos1883
发表时间: 2020-08-01
影响因子: 4.5
作者:
Zhang, Fengshuo;Gao, Chao
通讯作者: Gao, Chao