Amortized Variational Inference for Joint Posterior and Predictive Distributions in Bayesian Uncertainty Quantification
贝叶斯不确定性量化中后验与预测分布的摊销变分推断
Bayesian predictive inference propagates parameter uncertainty to quantities of interest through the posterior-predictive distribution. In practice, this is typically performed using a two-stage procedure: first approximating the posterior distribution of model parameters, and then propagating posterior samples through the predictive model via Monte Carlo simulation. This sequential workflow can be computationally demanding, particularly for high-fidelity models such as…