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| Suy luận biến phân mạnh mẽ× | Chuỗi Markov Monte Carlo Mạnh mẽ× | |
|---|---|---|
| Lĩnh vực | Bayes | Bayes |
| Họ | Bayesian methods | Bayesian methods |
| Năm ra đời≠ | 2008-2018 | 2000s–2010s |
| Người khởi xướng≠ | Fujisawa & Eguchi (2008); Futami, Sato & Sugiyama (2018) | Roberts, Rosenthal and colleagues; extended by Atchade, Barp, Girolami and others |
| Loại≠ | Robust approximate Bayesian inference | Bayesian computational sampling |
| Công trình gốc≠ | 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 ↗ | Roberts, G. O. & Rosenthal, J. S. (2004). General state space Markov chains and MCMC algorithms. Probability Surveys, 1, 20–71. DOI ↗ |
| Tên gọi khác | RVI, robust VI, outlier-robust variational Bayes, power-divergence variational inference | robust MCMC, outlier-robust MCMC, robust posterior sampling, misspecification-robust MCMC |
| Liên quan≠ | 6 | 5 |
| Tóm tắt≠ | Robust 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 MCMC combines Markov chain Monte Carlo sampling with robustness techniques to produce reliable posterior inference when data contain outliers, when the assumed model is misspecified, or when the target distribution has heavy tails that cause standard samplers to mix poorly or yield distorted estimates. |
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