DGA, INRIA, Ecole Normale Supérieure, PSL Research University; MIT; INRIA, Ecole Normale Supérieure, PSL Research University; MINES Paris PSL, Université de la Nouvelle-Calédonie
Marc Lambert, Sinho Chewi, Francis Bach, Silvère Bonnabel, Philippe Rigollet
Bures-Wasserstein;Kalman filter;mixture of Gaussians;variational inference;Wasserstein gradient flow
Variational inference via Wasserstein gradient flows