Fully simplified multivariate normal updates in non-conjugate variational message passing

MaRDI QIDQ2934044zbMATH OpenFDO

Authors M. P. Wand

Publication date 8 December 2014

Full work available at URL http://jmlr.csail.mit.edu/papers/v15/wand14a.html

zbMATH Keywords

computinggraphical modelsmatrix differential calculusmean field variational Bayesvariational approximation

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate analysis (62H99)

Recommendations

• Variational message passing
• Variational inference in nonconjugate models
• The Inverse G‐Wishart distribution and variational message passing
• Variational message passing for elaborate response regression models
• The Variational Gaussian Approximation Revisited

Cited in

(16)

• Variational Bayes with synthetic likelihood
• Variational message passing for elaborate response regression models
• Variational inference for generalized linear mixed models using partially noncentered parametrizations
• Functional models for longitudinal data with covariate dependent smoothness
• Variational inference for count response semiparametric regression
• Variational inference for sparse spectrum Gaussian process regression
• Bayesian Variational Inference for Exponential Random Graph Models
• Stochastic variational inference for large-scale discrete choice models using adaptive batch sizes
• Stochastic variational inference for GARCH models
• Accurate logistic variational message passing: algebraic and numerical details
• Partially factorized variational inference for high-dimensional mixed models
• Variational Bayesian analysis for joint models of longitudinal and failure time data with interval censoring
• Non-Conjugate Variational Bayes for Pseudo-Likelihood Mixed Effect Models
• Bayesian hierarchical time-varying distributed lag nonlinear model: applications in the short-term association between ambient temperature and daily confirmed cases of COVID-19
• Fast estimation and valid statistical inference for mixed-effect location-scale models using variational inference
• A stochastic variational framework for fitting and diagnosing generalized linear mixed models

This page was built for publication: Fully simplified multivariate normal updates in non-conjugate variational message passing

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2934044)