Futoshi Futami

Futoshi Futami

Lecturer at Osaka University, Japan

Variational Inference based on Robust Divergences

Published in AISTATS, 2018

This paper is about an outlier-robust variational inference.

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Outline

  • We reformulated the Bayesian inference in terms of the optimization problem and proposed the outlier-robust VI.
  • In the paper, we compared the proposed method with recent Bayesian robust methods.
  • The contribution of this paper is proposing the new VI problem and theoretical analysis using influence function.