Mean field variational Bayes for elaborate distributions
From MaRDI portal
Publication:2634124
Recommendations
- Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies
- Variational inference in nonconjugate models
- Variational inference for heteroscedastic semiparametric regression
- Generalized extreme value additive model analysis via mean field variational Bayes
- Mean-field variational approximate Bayesian inference for latent variable models
Cited in
(62)- Mean-field variational approximate Bayesian inference for latent variable models
- Mean field variational Bayesian inference for nonparametric regression with measurement error
- Variational inferences for partially linear additive models with variable selection
- A variational maximization-maximization algorithm for generalized linear mixed models with crossed random effects
- Variational message passing for elaborate response regression models
- Penalized wavelets: embedding wavelets into semiparametric regression
- Sparse linear mixed model selection via streamlined variational Bayes
- Factor graph fragmentization of expectation propagation
- Estimating the rate constant from biosensor data via an adaptive variational Bayesian approach
- Conditionally conjugate mean-field variational Bayes for logistic models
- Functional models for longitudinal data with covariate dependent smoothness
- The explicit form of expectation propagation for a simple statistical model
- Robust particle filtering with enhanced outlier resilience and real-time disturbance compensation
- Variational inference for count response semiparametric regression
- Variational inference for heteroscedastic semiparametric regression
- Generalized extreme value additive model analysis via mean field variational Bayes
- Semiparametric mean field variational Bayes: general principles and numerical issues
- Particle EM for variable selection
- Streamlined mean field variational Bayes for longitudinal and multilevel data analysis
- Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series
- Variational inference for sparse spectrum Gaussian process regression
- Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies
- A note on mean-field variational approximations in Bayesian probit models
- On expectation propagation for generalised, linear and mixed models
- Quantile graphical models: a Bayesian approach
- Explicit forms for three integrals in Wand et al.
- Multiscale Bayesian state-space model for Granger causality analysis of brain signal
- Towards compact neural networks via end-to-end training: a Bayesian tensor approach with automatic rank determination
- A regression approach to the two-dataset problem
- Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series
- Patch-based image restoration using expectation propagation
- Model selection for Bayesian linear mixed models with longitudinal data: Sensitivity to the choice of priors
- GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models
- A Measure-Theoretic Variational Bayesian Algorithm for Large Dimensional Problems
- Model selection in Bayesian neural networks via horseshoe priors
- Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy
- Comparison of Bayesian nonparametric density estimation methods
- Variational approximations in geoadditive latent Gaussian regression: mean and quantile regression
- Adaptive Bayesian Sum of Trees Model for Covariate-Dependent Spectral Analysis
- Fast and locally adaptive Bayesian quantile smoothing using calibrated variational approximations
- An Approximated Collapsed Variational Bayes Approach to Variable Selection in Linear Regression
- Horseshoe Priors for Edge-Preserving Linear Bayesian Inversion
- Variational inference for marginal longitudinal semiparametric regression
- Variational message passing for skew t regression
- Variable selection for high-dimensional incomplete data using horseshoe estimation with data augmentation
- Bayesian fused lasso modeling via horseshoe prior
- Variational Inference for Large Bayesian Vector Autoregressions
- Efficient and effective variational Bayesian inference method for log-linear cognitive diagnostic model
- A variational inference framework for inverse problems
- Variational Bayesian inference for models with nuisance parameters and an intractable likelihood
- Fast Bayesian inference in a class of sparse linear mixed effects models
- Variational methods for fitting complex Bayesian mixed effects models to health data
- Fast Gibbs sampling for the local-seasonal-global trend Bayesian exponential smoothing model
- Joint state-parameter estimation and inverse problems governed by reaction-advection-diffusion type PDEs with application to biological Keller-Segel equations and pattern formation
- Non-Conjugate Variational Bayes for Pseudo-Likelihood Mixed Effect Models
- A Gibbs sampler for the LKJ prior on correlation matrices
- Variational inference for sparse Poisson regression
- Bayesian shrinkage inference for seemingly unrelated regression models
- Bayesian variable selection in high-dimensional ordinal quantile regression models
- Robust Bayesian high-dimensional variable selection and inference with the horseshoe family of priors
- Bayesian singular value decomposition procedure based on the horseshoe prior
- Bayesian exponential random graph models under the horseshoe prior
This page was built for publication: Mean field variational Bayes for elaborate distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2634124)
