On variational inference and maximum likelihood estimation with the \(\lambda\)-exponential family

DOI10.3934/fods.2024011MaRDI QIDQ6620121

Thomas Guilmeau, Víctor Elvira, Emilie Chouzenoux

Publication date: 16 October 2024

Published in: Foundations of Data Science (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationheavy-tailed distributiongeneralized subdifferentialvariational inferenceRényi divergence\(\lambda\)-exponential family

Mathematics Subject Classification ID

Parametric inference (62F99) Nonconvex programming, global optimization (90C26) Optimality conditions for free problems in two or more independent variables (49K10) Information geometry (statistical aspects) (62B11)

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