Variational Non-Bayesian Inference of the Probability Density: Characterization of Coefficients by@bayesianinference
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Variational Non-Bayesian Inference of the Probability Density: Characterization of Coefficients
by Bayesian InferenceApril 19th, 2024
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In this mathematical study, we delve into the realm of statistical inference and introduce a novel approach to variational non-Bayesian inference.
This paper is available on arxiv under CC BY-NC-ND 4.0 DEED license.
Authors:
(1) U Jin Choi, Department of mathematical science, Korea Advanced Institute of Science and Technology & [email protected];
(2) Kyung Soo Rim, Department of mathematics, Sogang University & [email protected].
Table of Links
- Introduction
- Organization and notation
- Problem Setting and Preliminaries
- Generalized Wiener algebra and Fréchet derivative
- Characterization of coefficients
- Coefficients from an ergodic process
- Conclusion & References
PROOF. By Taylor’s series expansion of the exponential function, the triangle inequality,
and the uniform convergence, we have
L O A D I N G
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