Semiparametric mean field variational Bayes: general principles and numerical issues
zbMATH Open1392.62075MaRDI QIDQ2834508FDOQ2834508
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
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Bayesian computingfactor graphnonlinear conjugate gradient methodnon-conjugate variational message passingfixed-form variational Bayesfixedpoint iteration
Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99)
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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