Convergence rates of variational posterior distributions
变分后验分布的收敛率
We study convergence rates of variational posterior distributions for nonparametric and high-dimensional inference. We formulate general conditions on prior, likelihood and variational class that characterize the convergence rates. Under similar “prior mass and testing” conditions considered in the literature, the rate is found to be the sum of two terms. The first term stands for the convergence rate of the true posterior distribution, and the second term is contributed by…