Beyond Prediction: A Framework for Inference With Variational Approximations in Mixture Models

DOI10.1080/10618600.2019.1609977OpenAlexW2963049513WikidataQ97882378 ScholiaQ97882378MaRDI QIDQ3391201

Ted Westling, Tyler H. McCormick

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://europepmc.org/articles/pmc7380652

zbMATH Keywords

generalized linear mixed modelsprofile \(M\)-estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (5)

Variational Bayesian inference for bipartite mixed-membership stochastic block model with applications to collaborative filtering ⋮ Variational Bayes in State Space Models: Inferential and Predictive Accuracy ⋮ A Zero-Inflated Logistic Normal Multinomial Model for Extracting Microbial Compositions ⋮ Fast Variational Bayes Methods for Multinomial Probit Models ⋮ Frequentist Consistency of Variational Bayes

Uses Software

• R
• MASS (R)
• lme4
• reshape
• ggplot2
• LBFGS-B
• plyr
• STRUCTURE
• fastSTRUCTURE

Cites Work

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• Asymptotic normality of maximum likelihood and its variational approximation for stochastic blockmodels
• Asymptotic normality and valid inference for Gaussian variational approximation
• The incidental parameter problem since 1948
• ggplot2
• Mixed membership stochastic blockmodels
• Statistical Analysis of Financial Data in S-Plus
• Graphical Models, Exponential Families, and Variational Inference
• Asymptotic Statistics
• 10.1162/jmlr.2003.3.4-5.993
• On the Adequacy of Variational Lower Bound Functions for Likelihood-based Inference in Markovian Models with Missing Values
• A Limited Memory Algorithm for Bound Constrained Optimization
• Frequentist Consistency of Variational Bayes
• Convergence properties of a general algorithm for calculating variational Bayesian estimates for a normal mixture model

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