Explaining Variational Approximations

From MaRDI portal
Publication:3160915


DOI10.1198/tast.2010.09058zbMath1200.65007WikidataQ58160313 ScholiaQ58160313MaRDI QIDQ3160915

John T. Ormerod, Matthew P. Wand

Publication date: 11 October 2010

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/tast.2010.09058


62F15: Bayesian inference

65C05: Monte Carlo methods


Related Items

A variational Bayes spatiotemporal model for electromagnetic brain mapping, Variational approximations in geoadditive latent Gaussian regression: mean and quantile regression, Variational inference for generalized linear mixed models using partially noncentered parametrizations, Functional models for longitudinal data with covariate dependent smoothness, Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies, Grid based variational approximations, Importance sampling as a variational approximation, Asymptotic normality and valid inference for Gaussian variational approximation, Variational approximation for heteroscedastic linear models and matching pursuit algorithms, A stochastic variational framework for fitting and diagnosing generalized linear mixed models, Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts, Functional regression via variational Bayes, Penalized wavelets: embedding wavelets into semiparametric regression, Variational Bayesian inference with Gaussian-mixture approximations, Variational Inference for Heteroscedastic Semiparametric Regression, GENERALIZED EXTREME VALUE ADDITIVE MODEL ANALYSIS VIA MEAN FIELD VARIATIONAL BAYES, On Variational Bayes Estimation and Variational Information Criteria for Linear Regression Models, Gaussian Scale Mixture Models for Robust Linear Multivariate Regression with Missing Data, Streamlined mean field variational Bayes for longitudinal and multilevel data analysis