Adji Bousso Dieng
Variational Inference via $\chi$ Upper Bound Minimization
Adji Bousso Dieng, Dustin Tran, Rajesh Ranganath, John Paisley, David Blei
It posits a family of approximating distributions q and finds the closest member to the exact posterior p. Closeness is usually measured via a divergence D(q||p) from q to p. While successful, this approach also has problems. Notably, it typically leads to underestimation of the posterior variance.