Grid based variational approximations

DOI10.1016/J.CSDA.2010.04.024MaRDI QIDQ452525zbMATH OpenOpenAlexFDO

Authors John T. Ormerod

Publication date 15 September 2012

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2010.04.024

zbMATH Keywords

Markov chain Monte CarloBayesian inferenceKullbackLeibler divergence

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites work

• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• An introduction to variational methods for graphical models
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Approximate Inference in Generalized Linear Mixed Models
• Bayesian inference for generalized linear mixed models
• Convergence properties of a general algorithm for calculating variational Bayesian estimates for a normal mixture model
• Explaining variational approximations
• Formulas for Rényi information and related measures for univariate distributions.
• Inference and missing data
• Mean-field variational approximate Bayesian inference for latent variable models
• On Information and Sufficiency
• On the Adequacy of Variational Lower Bound Functions for Likelihood-based Inference in Markovian Models with Missing Values
• Pattern recognition and machine learning.
• The Variational Gaussian Approximation Revisited
• Theory of Gaussian variational approximation for a Poisson mixed model
• Variational message passing

Cited in

(11)

• A novel method of marginalisation using low discrepancy sequences for integrated nested Laplace approximations
• Explaining variational approximations
• scientific article; zbMATH DE number 3905795 (Why is no real title available?)
• Improving variational methods via pairwise linear response identities
• Interactive method of variational grid generation
• Mathematical aspects of variational grid generation. II
• Modeling the health effects of time-varying complex environmental mixtures: mean field variational Bayes for lagged kernel machine regression
• A variational maximization-maximization algorithm for generalized linear mixed models with crossed random effects
• Variational approximations in geoadditive latent Gaussian regression: mean and quantile regression
• Linear variational methods and adaptive grids
• Parameter estimation in variational grid generation

Describes a project that uses

Uses Software

• PRMLT
• BRugs
• Infer.NET
• INLA
• WinBUGS
• MASS (R)
• R

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