Many application domains, such as ecology or genomics, have to deal with multivariate non-Gaussian observations. A typical example is the joint observation of the respective abundances of a set of ...

Yoshihiro Tawada proposes using variational inference – a technique widely used in machine learning – to obtain foreign exchange implied volatilities with nonlinear constraints for strike-order ...

We provide statistical guarantees for a family of variational approximations to Bayesian posterior distributions, called α-VB, which has close connections with variational approximations of tempered ...