Grid based variational approximations

DOI10.1016/j.csda.2010.04.024zbMath1247.62093OpenAlexW1973075469MaRDI QIDQ452525

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)

Related Items (3)

A novel method of marginalisation using low discrepancy sequences for integrated nested Laplace approximations ⋮ 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

Uses Software

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

Cites Work

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• 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
• Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
• Explaining Variational Approximations
• Bayesian inference for generalized linear mixed models
• The Variational Gaussian Approximation Revisited
• Inference and missing data
• On the Adequacy of Variational Lower Bound Functions for Likelihood-based Inference in Markovian Models with Missing Values
• Approximate Inference in Generalized Linear Mixed Models
• On Information and Sufficiency
• Convergence properties of a general algorithm for calculating variational Bayesian estimates for a normal mixture model

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