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Sparse Variational Inference: Bayesian Coresets from Scratch

Trevor Campbell, Boyan Beronov

Neural Information Processing Systems

Thisperspectiveleadstoanovel construction via greedy optimization, and also provides a unifying informationgeometric viewofpresent andpastmethods. TheproposedRiemannian coreset construction algorithm is fully automated, requiring no problem-specific inputs aside from theprobabilistic model and dataset.