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Bayesian methodsBayesian / computational

Robust Bayesiansk Inferens

Robust Bayesiansk Inferens (RVI) udvider standard Bayesiansk inferens ved at erstatte Kullback-Leibler-divergensen med et divergensenmål, der er mindre følsomt over for outliers og model-fejspecificering — såsom beta-divergensen eller en Renyi-type divergens. Dette giver posterior-approksimationer, der forbliver velfungerende, selv når en brøkdel af dataene afviger fra den antagne model.

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Kilder

  1. Futami, F., Sato, I. & Sugiyama, M. (2018). Variational inference based on robust divergences. Proceedings of the 21st International Conference on Artificial Intelligence and Statistics (AISTATS), PMLR 84:813-822. link
  2. Ghosh, S. & Basu, A. (2016). Robust Bayes estimation using the density power divergence. Annals of the Institute of Statistical Mathematics, 68(2), 413-437. link

Sådan citerer du denne side

ScholarGate. (2026, June 3). Robust Variational Inference. ScholarGate. https://scholargate.app/da/bayesian/robust-variational-inference

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ScholarGateRobust Variational Inference (Robust Variational Inference). Hentet 2026-06-15 fra https://scholargate.app/da/bayesian/robust-variational-inference · Datasæt: https://doi.org/10.5281/zenodo.20539026