Transdimensional sequential Monte Carlo using variational Bayes -- SMCVB

DOI10.1016/j.csda.2015.03.006zbMath1468.62137MaRDI QIDQ1660209

Y. Aharonov

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2015.03.006

zbMATH Keywords

Bayesian analysis; mixture models; variational Bayes; transdimensional sequential Monte Carlo

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62F15: Bayesian inference

65C05: Monte Carlo methods