Variational Inference with Gaussian Score Matching

2 code implementations • NeurIPS 2023 • Chirag Modi, Charles Margossian, Yuling Yao, Robert Gower, David Blei, Lawrence Saul

We study how GSM-VI behaves as a function of the problem dimensionality, the condition number of the target covariance matrix (when the target is Gaussian), and the degree of mismatch between the approximating and exact posterior distribution.

Bayesian Inference Variational Inference