Calculus of variations - Wikipedia
https://en.wikipedia.org/wiki/Calculus_of_variationsThe calculus of variations is a field of mathematical analysis that uses variations, which are small changes in functions and functionals, to find maxima and minima of functionals: mappings from a set of functions to the real numbers. Functionals are often expressed as definite integrals involving functions and their derivatives. Functions that maximize or minimize functionals may be found using the Euler–Lagrange equation of the calculus of variations.
Functional derivative - Wikipedia
https://en.wikipedia.org/wiki/Functional_derivativeIn the calculus of variations, a field of mathematical analysis, the functional derivative (or variational derivative) relates a change in a Functional (a functional in this sense is a function that acts on functions) to a change in a function on which the functional depends. In the calculus of variations, functionals are usually expressed in terms of an integral of functions, their arguments, and their derivatives. In an integral L of a functional, if a function f is varied by ad…
[1610.09033] Operator Variational Inference
arxiv.org › abs › 1610Oct 27, 2016 · Variational inference is an umbrella term for algorithms which cast Bayesian inference as optimization. Classically, variational inference uses the Kullback-Leibler divergence to define the optimization. Though this divergence has been widely used, the resultant posterior approximation can suffer from undesirable statistical properties. To address this, we reexamine variational inference from ...