Variational approximation for importance sampling

DOI10.1007/S00180-021-01063-WMaRDI QIDQ2667007zbMATH OpenOpenAlexFDO

Authors Xiao Su, Yuguo Chen

Publication date 23 November 2021

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-021-01063-w

zbMATH Keywords

\(f\)-divergenceMonte Carloproposal distributionvariational inference

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

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Cites work

• f -Divergence Inequalities
• 10.1162/jmlr.2003.3.4-5.993
• A comparison of variational approximations for fast inference in mixed logit models
• A Stochastic Approximation Method
• An introduction to variational methods for graphical models
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 3322635 (Why is no real title available?)
• Improved model-based clustering performance using Bayesian initialization averaging
• On Information and Sufficiency
• On variational Bayes estimation and variational information criteria for linear regression models
• Pattern recognition and machine learning.
• Sequential Imputations and Bayesian Missing Data Problems
• Sequential Monte Carlo Methods for Dynamic Systems
• Sparse variational analysis of linear mixed models for large data sets
• The dynamic random subgraph model for the clustering of evolving networks
• Variational inference for Dirichlet process mixtures

Cited in

(5)

• Conditionally structured variational Gaussian approximation with importance weights
• Quantization based recursive importance sampling
• Importance sampling as a variational approximation
• Policy Gradient Importance Sampling for Bayesian Inference
• Unconstrained recursive importance sampling

Describes a project that uses

Uses Software

• PRMLT

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