Convergence rate of random scan Coordinate Ascent Variational Inference under log-concavity

Understand

The Coordinate Ascent Variational Inference scheme is a popular algorithm used to compute the mean-field approximation of a probability distribution of interest.

• We analyze its random scan version, under log-concavity assumptions on the target density.
• Our approach builds on the recent work of M.
• Arnese and D.