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most citedOn Gaussian Limits and Large Deviations for Queues Fed by High Intensity Randomly Scattered Traffic

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math.ST2019

Asymptotic Consistency of Rényi-Approximate Posteriors

Prateek Jaiswal, Vinayak A. Rao, Harsha Honnappa

We study the asymptotic consistency properties of -Rényi approximate posteriors, a class of variational Bayesian methods that approximate an intractable Bayesian posterior with…