On Representations of Mean-Field Variational Inference
Soumyadip Ghosh · Yingdong Lu · Tomasz Nowicki · Edith Zhang
Abstract
We obtain representations of Mean-Field Variational Inference (MFVI) in the forms of gradient flows on product spaces, quasilinear partial differential equations and McKean-Vlasov diffusion processes. These new interpretations not only provide new understanding of MFVI, but also allows us to conduct new analysis on its convergence.
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