On variational Bayes estimation and variational information criteria for linear regression models
DOI10.1111/ANZS.12063zbMATH Open1334.62123OpenAlexW2069570104MaRDI QIDQ2802863FDOQ2802863
Chong You, John T. Ormerod, Samuel Müller
Publication date: 27 April 2016
Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/anzs.12063
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Markov chain Monte CarloconsistencyAkaike information criteriondeviance information criterionBayesian information criterion
Computational methods in Markov chains (60J22) Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Linear regression; mixed models (62J05)
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- Asymptotic normality and valid inference for Gaussian variational approximation
Cited In (14)
- Fixed-form variational posterior approximation through stochastic linear regression
- Gibbs sampler and coordinate ascent variational inference: A set-theoretical review
- Heterogeneity Analysis on Multi-State Brain Functional Connectivity and Adolescent Neurocognition
- Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
- Variational inference: uncertainty quantification in additive models
- Bayesian linear regression with sparse priors
- Variational Bayes for regime-switching log-normal models
- Model selection and estimating degrees of freedom in Bayesian linear and linear mixed effect models. (Abstract of thesis)
- Comprehensive study of variational Bayes classification for dense deep neural networks
- Theoretical and computational guarantees of mean field variational inference for community detection
- Variational approximation for importance sampling
- A novel variational Bayesian method for variable selection in logistic regression models
- Frequentist Consistency of Variational Bayes
- \(\alpha\)-variational inference with statistical guarantees
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