Variational Inference in Location-Scale Families: Exact Recovery of the Mean and Correlation Matrix
arXiv:2410.11067v3 Announce Type: replace-cross Abstract: Given an intractable target density $p$, variational inference (VI) attempts to find the best approximation $q$ from a tractable family $Q$. This is typically done by minimizing the exclusive Kullback-Leibler divergence, $text{KL}(q||p)$. In practice, $Q$…
