Non-conjugate methods

Lower bounding

  • logistic regression

Numerical integration

numerical integration of expectations

  • logistic regression

Conjugate exponential family interpretation

  • Student-t

Tilted VB

It is also possible to extend VB inference to a wide range of non-conjugate models (see, e.g., [14][9]).

Other methods

In later chapters:

  • black box variational inference
  • inference or recognition model
  • Riemannian conjugate learning