Variational message passing for elaborate response regression models

DOI10.1214/18-BA1098zbMath1416.62221OpenAlexW2783013842MaRDI QIDQ1738138

Mathew W. McLean, Matthew P. Wand

Publication date: 29 March 2019

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1527213628

zbMATH Keywords

generalized linear mixed modelsBayesian computingfactor graphgeneralized additive modelsmean field variational Bayessupport vector machine classification

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (4)

Factor graph fragmentization of expectation propagation ⋮ The Inverse G‐Wishart distribution and variational message passing ⋮ Variational message passing for elaborate response regression models ⋮ Sparse linear mixed model selection via streamlined variational Bayes

Uses Software

• R
• SemiPar
• INLA
• R-INLA
• sn
• ADVI

Cites Work

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