In this paper we consider stochastic variational inference for finite mixtures of Dirichlet-Multinomial distributions. By exploiting simple hypotheses concerning the full conditional distributions of the hierarchical model and the distributions of the variational parameters, a gradient ascent algorithm can be derived that under the Robbins-Monro conditions converges to a local maximum of the surface approximating the posterior distribution.

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Stochastic Variational Inference for Structured Bayesian Hierarchical Models

  • Massimo Bilancia,
  • Andrea Nigri

摘要

In this paper we consider stochastic variational inference for finite mixtures of Dirichlet-Multinomial distributions. By exploiting simple hypotheses concerning the full conditional distributions of the hierarchical model and the distributions of the variational parameters, a gradient ascent algorithm can be derived that under the Robbins-Monro conditions converges to a local maximum of the surface approximating the posterior distribution.