Fast and accurate variational inference for models with many latent variables (Q2172007)

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scientific article; zbMATH DE number 7585119
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    Fast and accurate variational inference for models with many latent variables
    scientific article; zbMATH DE number 7585119

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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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