Dürr, Oliver; Hörtling, Stefan; Dold, Danil; Kovylov, … - In: AStA Advances in Statistical Analysis 108 (2024) 2, pp. 375-394
Black-box variational inference (BBVI) is a technique to approximate the posterior of Bayesian models by optimization. Similar to MCMC, the user only needs to specify the model; then, the inference procedure is done automatically. In contrast to MCMC, BBVI scales to many observations, is faster...
