Bayesian coreset construction via greedy iterative geodesic ascent

Coherent uncertainty quantification is a key strength of Bayesian methods. But modern algorithms for approximate Bayesian posterior inference often sacrifice accurate posterior uncertainty estimation in the pursuit of scalability. This work shows that previous Bayesian coreset construction algorithm...

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Bibliographic Details
Main Authors: Campbell, Trevor David (Author), Broderick, Tamara A (Author)
Other Authors: Massachusetts Institute of Technology. Computer Science and Artificial Intelligence Laboratory (Contributor), Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science (Contributor)
Format: Article
Language:English
Published: MIT Press, 2020-12-10T21:32:04Z.
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