Variational inference with vine copulas: an efficient approach for Bayesian computer model calibration

DOI10.1007/s11222-022-10194-zzbMath1502.62017arXiv2003.12890OpenAlexW3013828499MaRDI QIDQ2110192

Vojtech Kejzlar, Tapabrata Maiti

Publication date: 21 December 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.12890

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to physics (62P35)

Uses Software

• AdaGrad
• RMSprop
• ADVI
• ADADELTA

Cites Work

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