Fully simplified multivariate normal updates in non-conjugate variational message passing

zbMATH Open1319.62066MaRDI QIDQ2934044FDOQ2934044

Authors: M. P. Wand 

Publication date: 8 December 2014

Full work available at URL: http://jmlr.csail.mit.edu/papers/v15/wand14a.html

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zbMATH Keywords

graphical modelsmean field variational Bayesvariational approximationcomputingmatrix differential calculus

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate analysis (62H99)

Cited In (11)

• Variational inference for generalized linear mixed models using partially noncentered parametrizations
• Variational Bayes with synthetic likelihood
• Functional models for longitudinal data with covariate dependent smoothness
• Variational inference for sparse spectrum Gaussian process regression
• Variational message passing for elaborate response regression models
• A stochastic variational framework for fitting and diagnosing generalized linear mixed models
• Stochastic variational inference for GARCH models
• Variational inference for count response semiparametric regression
• Accurate logistic variational message passing: algebraic and numerical details
• Bayesian Variational Inference for Exponential Random Graph Models
• Stochastic variational inference for large-scale discrete choice models using adaptive batch sizes

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