Reviews: Finite-Dimensional BFRY Priors and Variational Bayesian Inference for Power Law Models

This paper considers finite-dimensional approximations to the stable, generalized gamma, and stable beta processes. The construction uses scaled and exponentially tilted versions of the BFRY distribution. The main advantage of this approximation, is that the random variables involved can be simulated easily and admit tractable probability density functions, which makes them amenable to the implementation of variational algorithms. The paper is well written and I find the contributions of the paper of interest and potentially useful. The main contributions of the papers are in section 3.2, where the authors show the weak convergence of the finite-dimensional approximations of the stable, generalized gamma dn stable beta processes, using Laplace functional.