Grid based variational approximations

DOI10.1016/J.CSDA.2010.04.024zbMATH Open1247.62093OpenAlexW1973075469MaRDI QIDQ452525FDOQ452525

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

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zbMATH Keywords

Markov chain Monte CarloBayesian inferenceKullbackLeibler divergence

Mathematics Subject Classification ID

Bayesian inference (62F15)

Cites Work

• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Inference and missing data
• Approximate Inference in Generalized Linear Mixed Models
• Title not available (Why is that?)
• Title not available (Why is that?)
• On Information and Sufficiency
• Explaining Variational Approximations
• Bayesian inference for generalized linear mixed models
• Title not available (Why is that?)
• Convergence properties of a general algorithm for calculating variational Bayesian estimates for a normal mixture model
• Mean-field variational approximate Bayesian inference for latent variable models
• Formulas for Rényi information and related measures for univariate distributions.
• An introduction to variational methods for graphical models
• On the Adequacy of Variational Lower Bound Functions for Likelihood-based Inference in Markovian Models with Missing Values
• Title not available (Why is that?)
• The Variational Gaussian Approximation Revisited

Cited In (9)

• Title not available (Why is that?)
• A novel method of marginalisation using low discrepancy sequences for integrated nested Laplace approximations
• 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
• Variational approximations in geoadditive latent Gaussian regression: mean and quantile regression
• A variational maximization-maximization algorithm for generalized linear mixed models with crossed random effects
• Linear variational methods and adaptive grids
• Parameter estimation in variational grid generation

Uses Software

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

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