Covariances, robustness, and variational Bayes
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Cited in
(34)- Variational Bayesian approximation of inverse problems using sparse precision matrices
- Jointly robust prior for Gaussian stochastic process in emulation, calibration and variable selection
- Deep variational inference
- Scalable Bayes via barycenter in Wasserstein space
- When random initializations help: a study of variational inference for community detection
- Distributed Bayesian Inference in Linear Mixed-Effects Models
- Assessment and Adjustment of Approximate Inference Algorithms Using the Law of Total Variance
- Bayesian Approaches to Shrinkage and Sparse Estimation
- Frequentist consistency of variational Bayes
- What are the Most Important Statistical Ideas of the Past 50 Years?
- Transport Monte Carlo: High-Accuracy Posterior Approximation via Random Transport
- BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS
- A unified single-loop alternating gradient projection algorithm for nonconvex-concave and convex-nonconcave minimax problems
- Evaluating sensitivity to the stick-breaking prior in Bayesian nonparametrics (with discussion)
- Divide-and-conquer Bayesian inference in hidden Markov models
- A Bayesian computer model analysis of robust Bayesian analyses
- Detecting and diagnosing prior and likelihood sensitivity with power-scaling
- Emerging directions in Bayesian computation
- An algorithm for distributed Bayesian inference
- Seemingly unrelated regression with measurement error: estimation via Markov chain Monte Carlo and mean field variational Bayes approximation
- Robust machine learning algorithms for text analysis
- Robustness, model checking, and hierarchical models
- An accelerated first-order regularized momentum descent ascent algorithm for stochastic nonconvex-concave minimax problems
- Prior knowledge elicitation: the past, present, and future
- Optimizing large-scale educational assessment with a ``divide-and-conquer strategy: fast and efficient distributed Bayesian inference in IRT models
- Missing Value Imputation in Relational Data Using Variational Inference
- Variational Inference Aided Variable Selection For Spatially Structured High Dimensional Covariates
- Graph-accelerated Markov chain Monte Carlo using approximate samples
- Informative co-data learning for high-dimensional Horseshoe regression
- Skew-symmetric approximations of posterior distributions
- Fast approximate posterior inference for modeling disease dynamics via state-space models
- Fast estimation and valid statistical inference for mixed-effect location-scale models using variational inference
- Robust estimation with variational Bayes in presence of competing risks
- Fast Bayesian estimation of spatial count data models
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