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

From MaRDI portal
scientific article
Language Label Description Also known as
English
Fast and accurate variational inference for models with many latent variables
scientific article

    Statements

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