Validated Variational Inference via Practical Posterior Error Bounds
J. Huggins, M. Kasprzak, T. Campbell, and T. Broderick. (2019)cite arxiv:1910.04102Comment: A python package for carrying out our validated variational inference workflow -- including doing black-box variational inference and computing the bounds we develop in this paper -- is available at https://github.com/jhuggins/viabel. The same repository also contains code for reproducing all of our experiments.
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