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Activity Number: 141 - Recent Advances in High-Dimensional Bayesian Model Selection
Type: Invited
Date/Time: Monday, July 30, 2018 : 10:30 AM to 12:20 PM
Sponsor: International Indian Statistical Association
Abstract #326924 Presentation
Title: Statistical Properties of Variational Bayes
Author(s): Anirban Bhattacharya* and Debdeep Pati and Yun Yang
Companies: Texas A&M University and Texas A&M University and Florida State University
Keywords: variational; Bayesian; fractional; Gibbs posterior; minimaxity; latent variable

We introduce a novel class of variational Bayes algorithms involving an inverse temperature parameter and study frequentist properties of point estimate obtained from such a variational objective function. We establish minimax optimality of the variational solution in a number of examples.

Authors who are presenting talks have a * after their name.

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