2 papers
math.ST2024
On Naive Mean-Field Approximation for high-dimensional canonical GLMs
Sumit Mukherjee, Jiaze Qiu, Subhabrata Sen
We study the validity of the Naive Mean Field (NMF) approximation for canonical GLMs with product priors. This setting is challenging due to the non-conjugacy of the likelihood and…
math.ST2023
Sub-optimality of the Naive Mean Field approximation for proportional high-dimensional Linear Regression
Jiaze Qiu
The Naïve Mean Field (NMF) approximation is widely employed in modern Machine Learning due to the huge computational gains it bestows on the statistician. Despite its popularity in…