A joint Kronecker-structured Inverse-Wishart variational approximation, optimized with an orthogonalized pullback metric, outperforms mean-field variational Bayes for Gaussian multiway covariances.
Variational inference for large-scale models of discrete choice
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Geodesic Variational Bayes for Multiway Covariances
A joint Kronecker-structured Inverse-Wishart variational approximation, optimized with an orthogonalized pullback metric, outperforms mean-field variational Bayes for Gaussian multiway covariances.