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Latest revision as of 03:55, 30 July 2024

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Fast and accurate variational inference for models with many latent variables
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    Fast and accurate variational inference for models with many latent variables (English)
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    14 September 2022
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    latent variable models
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    time-varying VAR with stochastic volatility
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    large consumer panels
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    sub-sampling variational inference
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    stochastic gradient ascent
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