|
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
|
|
Abstract:
|
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.
