Grid based variational approximations

DOI10.1016/j.csda.2010.04.024zbMath1247.62093MaRDI 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 Carlo; Bayesian inference; Kullback; Leibler divergence

Mathematics Subject Classification ID

62F15: Bayesian inference

Related Items

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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• Inference and missing data
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• 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