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Convergence Rates of Empirical Bayes Posterior Distributions: A Variational Perspective
We study the convergence rates of empirical Bayes posterior distributions for nonparametric and high-dimensional inference.
Convergence Rates of Variational Posterior Distributions
For a class of priors that admit the structure of a mixture of product measures, we propose a novel prior mass condition, under which the variational approximation error of the mean-field class is dominated by convergence rate of the true posterior.
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