Variational inference for count response semiparametric regression
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Publication:273653
DOI10.1214/14-BA932zbMATH Open1335.62054arXiv1309.4199MaRDI QIDQ273653FDOQ273653
Publication date: 22 April 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Abstract: Fast variational approximate algorithms are developed for Bayesian semiparametric regression when the response variable is a count, i.e. a non-negative integer. We treat both the Poisson and Negative Binomial families as models for the response variable. Our approach utilizes recently developed methodology known as non-conjugate variational message passing. For concreteness, we focus on generalized additive mixed models, although our variational approximation approach extends to a wide class of semiparametric regression models such as those containing interactions and elaborate random effect structure.
Full work available at URL: https://arxiv.org/abs/1309.4199
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Cited In (12)
- Fast Bayesian estimation of spatial count data models
- Variational message passing for elaborate response regression models
- Variational inference: uncertainty quantification in additive models
- On expectation propagation for generalised, linear and mixed models
- Semiparametric regression for count data
- Ultra-Fast Approximate Inference Using Variational Functional Mixed Models
- Variational inference for Bayesian bridge regression
- Density Estimation via Bayesian Inference Engines
- Bayesian Conditional Density Filtering
- Semiparametric Regression Using Variational Approximations
- Variational Bayesian analysis of survival data using a log-logistic accelerated failure time model
- A variational inference for the Lévy adaptive regression with multiple kernels
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