CAVI for Bayesian PCA converges exponentially: for k=1 the mean updates are exactly power iteration, and for general k the KL divergence contracts locally under a low-rank condition and a non-singular Hessian assumption.
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Exponential Convergence of CAVI for Bayesian PCA
CAVI for Bayesian PCA converges exponentially: for k=1 the mean updates are exactly power iteration, and for general k the KL divergence contracts locally under a low-rank condition and a non-singular Hessian assumption.