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Inferență Variațională Robustă×Inferență Bayesiană Robustă×
DomeniuBayesianBayesian
FamilieBayesian methodsBayesian methods
Anul apariției2008-20181984–1990
Autorul originalFujisawa & Eguchi (2008); Futami, Sato & Sugiyama (2018)James O. Berger
TipRobust approximate Bayesian inferenceBayesian sensitivity / robustness framework
Sursa seminalăFutami, 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 ↗Berger, J. O. (1990). Robust Bayesian analysis: sensitivity to the prior. Journal of Statistical Planning and Inference, 25(3), 303–328. DOI ↗
Denumiri alternativeRVI, robust VI, outlier-robust variational Bayes, power-divergence variational inferenceBayesian sensitivity analysis, prior robustness, epsilon-contamination Bayesian analysis, robust Bayes
Înrudite66
RezumatRobust variational inference (RVI) extends standard variational inference by replacing the Kullback-Leibler divergence with a divergence measure that is less sensitive to outliers and model misspecification — such as the beta-divergence or a Renyi-type divergence. This yields posterior approximations that remain well-behaved even when a fraction of the data departs from the assumed model.Robust Bayesian inference extends standard Bayesian analysis by replacing a single prior distribution with a class of plausible priors and examining how much the posterior conclusions change across that class. Instead of committing to one prior, the analyst bounds the posterior quantity of interest, revealing whether findings are stable or critically dependent on prior assumptions.
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  1. v1
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ScholarGateCompară metode: Robust Variational Inference · Robust Bayesian Inference. Preluat la 2026-06-15 de pe https://scholargate.app/ro/compare