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Supplementary material for " Towards a Unified Analysis of Kernel-based Methods Under Covariate Shift "
The supplemental material is organized as follows. Section A provides the results of all the additional synthetic experiments and real data results for various kernel-based methods and the detailed settings. Section B describes the algorithm details we use in Section A. In Section C, we provide some useful lemmas and all the technical proofs of the theoretical results in the main text. In this section, we provide more experiment results, including KRR (Section A.1), KQR for various Section A.7. A.1 Kernel ridge regression For the squared loss, we consider the following two examples. TIRW estimator still performs significantly better. A.2 Kernel quantile regression For the check loss, we consider the following two examples.
Implicit Variational Inference for High-Dimensional Posteriors
In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex multimodal and correlated posteriors in high-dimensional spaces.