Stein Variational Gradient Descent for Approximate Bayesian Computation

no code implementations • pproximateinference AABI Symposium 2019 • Chunlin Ji, Jiangsheng Yi, Wanchuang Zhu

Approximate Bayesian Computation (ABC) provides a generic framework of Bayesian inference for likelihood-free models, but sampling based posterior approximation is often time-consuming and has difficulty accessing the convergence.

Bayesian Inference Variational Inference