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stat.ML2022
On Representations of Mean-Field Variational Inference
Soumyadip Ghosh, Yingdong Lu, Tomasz Nowicki +1
The mean field variational inference (MFVI) formulation restricts the general Bayesian inference problem to the subspace of product measures. We present a framework to analyze MFVI…
math.FA2022
Polynomial convergence of iterations of certain random operators in Hilbert space
Soumyadip Ghosh, Yingdong Lu, Tomasz J. Nowicki
We study the convergence of a random iterative sequence of a family of operators on infinite dimensional Hilbert spaces, inspired by the Stochastic Gradient Descent (SGD) algorithm…