Variational message passing for elaborate response regression models

DOI10.1214/18-BA1098zbMath1416.62221OpenAlexW2783013842MaRDI QIDQ1738138

Mathew W. McLean, Matthew P. Wand

Publication date: 29 March 2019

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1527213628

zbMATH Keywords

generalized linear mixed modelsBayesian computingfactor graphgeneralized additive modelsmean field variational Bayessupport vector machine classification

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items

Factor graph fragmentization of expectation propagation, The Inverse G‐Wishart distribution and variational message passing, Variational message passing for elaborate response regression models, Sparse linear mixed model selection via streamlined variational Bayes

Uses Software

• R
• SemiPar
• INLA
• R-INLA
• sn
• ADVI

Cites Work

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