The Variational Gaussian Approximation Revisited

DOI10.1162/NECO.2008.08-07-592zbMATH Open1178.68450DBLPjournals/neco/OpperA09OpenAlexW2036084078WikidataQ45964398 ScholiaQ45964398MaRDI QIDQ3613619FDOQ3613619

Authors: Cédric Archambeau, Manfred Opper 

Publication date: 12 March 2009

Published in: Neural Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1162/neco.2008.08-07-592

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zbMATH Keywords

multivariate gaussiansvariational approximation of posterior distributions

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

• Gaussian processes for machine learning.
• On Information and Sufficiency
• A New Conjugate Gradient Method with Guaranteed Descent and an Efficient Line Search
• Von Foerster meets Kohonen

Cited In (45)

• Conditionally structured variational Gaussian approximation with importance weights
• Monte Carlo gradient estimation in machine learning
• Efficient derivative-free Bayesian inference for large-scale inverse problems
• Explaining variational approximations
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• Variational Fourier features for Gaussian processes
• Assessing approximate inference for binary Gaussian process classification.
• Gaussian Kullback-Leibler approximate inference
• Variational Bayesian approach for analyzing interval-censored data under the proportional hazards model
• Approximate maximum a posteriori with Gaussian process priors
• Maximum-a-posteriori estimation with Bayesian confidence regions
• Concentration of tempered posteriors and of their variational approximations
• Maximum likelihood for Gaussian process classification and generalized linear mixed models under case-control sampling
• Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation
• Variational Tobit Gaussian process regression
• Fully simplified multivariate normal updates in non-conjugate variational message passing
• Variational latent Gaussian process for recovering single-trial dynamics from population spike trains
• Title not available (Why is that?)
• Continualization of probabilistic programs with correction
• Grid based variational approximations
• Title not available (Why is that?)
• Laplace approximation and natural gradient for Gaussian process regression with heteroscedastic Student-\(t\) model
• Fast matrix computations for functional additive models
• Stochastic variational inference for GARCH models
• Variational Bayesian inference with Gaussian-mixture approximations
• Probabilistic programming with stochastic variational message passing
• Gaussian Variational Approximation With a Factor Covariance Structure
• Variational multinomial logit Gaussian process
• Variational Gaussian approximation for Poisson data
• The computational asymptotics of Gaussian variational inference and the Laplace approximation
• The limited-memory recursive variational Gaussian approximation (L-RVGA)
• Efficient EM-variational inference for nonparametric Hawkes process
• Gaussian variational approximation with sparse precision matrices
• Variational inference for heteroscedastic semiparametric regression
• The recursive variational Gaussian approximation (R-VGA)
• Variational estimation for multidimensional generalized partial credit model
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• A unified framework for closed-form nonparametric regression, classification, preference and mixed problems with skew Gaussian processes
• Asymptotic normality and valid inference for Gaussian variational approximation
• Generic inference in latent Gaussian process models
• High-Dimensional Copula Variational Approximation Through Transformation
• Stochastic variational inference for large-scale discrete choice models using adaptive batch sizes
• Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series
• Manifold Optimization-Assisted Gaussian Variational Approximation
• Scaling Up Bayesian Uncertainty Quantification for Inverse Problems Using Deep Neural Networks

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