Wasserstein Contraction of Coordinate Ascent Variational Inference
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arXiv
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| Auteurs principaux: | , , |
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| Format: | Preprint |
| Publié: |
2026
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| _version_ | 1866913170781634560 |
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| author | Caprio, Rocco Corenflos, Adrien Power, Sam |
| author_facet | Caprio, Rocco Corenflos, Adrien Power, Sam |
| contents | We study the contraction in Wasserstein distance of the coordinate ascent variational inference algorithm. This is shown to hold under a transport-information inequality at the fixed points and a functional smoothness condition. The results are general and sharp, allow for local convergence guarantees, hold for general smooth manifolds, and also in some non-smooth spaces. We consider applications to Bayesian Gaussian Mixture Models, and high-dimensional Bayesian Probit Regression, and Logistic Regression with Pólya-Gamma random variables (i.e. Jaakkola-Jordan's algorithm). |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_30253 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Wasserstein Contraction of Coordinate Ascent Variational Inference Caprio, Rocco Corenflos, Adrien Power, Sam Machine Learning Functional Analysis Optimization and Control Probability Computation We study the contraction in Wasserstein distance of the coordinate ascent variational inference algorithm. This is shown to hold under a transport-information inequality at the fixed points and a functional smoothness condition. The results are general and sharp, allow for local convergence guarantees, hold for general smooth manifolds, and also in some non-smooth spaces. We consider applications to Bayesian Gaussian Mixture Models, and high-dimensional Bayesian Probit Regression, and Logistic Regression with Pólya-Gamma random variables (i.e. Jaakkola-Jordan's algorithm). |
| title | Wasserstein Contraction of Coordinate Ascent Variational Inference |
| topic | Machine Learning Functional Analysis Optimization and Control Probability Computation |
| url | https://arxiv.org/abs/2605.30253 |