arXiv stat.ML
· Papers
Gaussian Mean Field Variational Inference can Overestimate Predictive Variance
arXiv:2606.25745v1 Announce Type: new Abstract: Mean Field Variational Inference (MFVI) is widely understood to underestimate posterior variance. By analysing conjugate Bayesian Linear Regression (BLR), we show that this characterization is incomplete: while MFVI underestimates the variance in parameter space, it can o