Variational Predictive Information Bottleneck
Abstract
In classic papers, Zellner [1988, 2002] demonstrated that Bayesian inference could
be derived as the solution to an information theoretic functional. Below we derive
a generalized form of this functional as a variational lower bound of a predictive
information bottleneck objective. This generalized functional encompasses most
modern inference procedures and suggests novel ones.
be derived as the solution to an information theoretic functional. Below we derive
a generalized form of this functional as a variational lower bound of a predictive
information bottleneck objective. This generalized functional encompasses most
modern inference procedures and suggests novel ones.
Research Areas
