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Wasserstein Contraction of Coordinate Ascent Variational Inference

arXiv stat.ML1mo4 min read

arXiv:2605.30253v3 Announce Type: replace Abstract: We study the non-asymptotic contraction in Wasserstein distance of the sequential, parallel, and random-scan coordinate ascent variational inference algorithms. This is shown to hold under a functional smoothness condition of the optimality maps and a transportation-information inequality at their fixed points. Our results are sharp and general, and as opposed to those based on global strong log-concavity assumptions, they allow for local convergence on smooth, non-smooth, and discrete manifolds, including within the context of data augmentat

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