Publication
NeurIPS 2023
Workshop paper

On Representations of Mean-Field Variational Inference

Abstract

We obtain representations of Mean-Field Variational Inference (MFVI) in the forms of gradient flows on product spaces, quasilinear partial differential equations and McKean-Vlasov diffusion processes. These new interpretations not only provide new understanding of MFVI, but also allows us to conduct new analysis on its convergence.