Semiparametric mean field variational Bayes: general principles and numerical issues

MaRDI QIDQ2834508zbMATH OpenFDO

Authors David Rohde, M. P. Wand

Publication date 22 November 2016

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Full work available at URL http://jmlr.csail.mit.edu/papers/v17/15-276.html

zbMATH Keywords

Bayesian computingfactor graphnonlinear conjugate gradient methodnon-conjugate variational message passingfixed-form variational Bayesfixedpoint iteration

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99)

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Cited in

(12)

• Functional models for longitudinal data with covariate dependent smoothness
• Mean-field variational approximate Bayesian inference for latent variable models
• Modeling the health effects of time-varying complex environmental mixtures: mean field variational Bayes for lagged kernel machine regression
• A variational Bayes approach to a semiparametric regression using Gaussian process priors
• Density estimation via Bayesian inference engines
• Variational Gaussian approximation for Poisson data
• Gaussian variational approximation with sparse precision matrices
• Variational inference for heteroscedastic semiparametric regression
• A systematic approach for learning imbalanced data: enhancing zero-inflated models through boosting
• Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors
• Checking for prior-data conflict using prior-to-posterior divergences
• Semiparametric Bayes hierarchical models with mean and variance constraints

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Uses Software

• R

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