Variational Gaussian approximation for Poisson data

DOI10.1088/1361-6420/aaa0abzbMath1433.62043arXiv1709.05885OpenAlexW2754322148MaRDI QIDQ4607825

Kazufumi Ito, Bangti Jin, Chen Zhang, Simon R. Arridge

Publication date: 14 March 2018

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.05885

zbMATH Keywords

hierarchical modelingKullback-Leibler divergencePoisson dataalternating direction maximizationvariational Gaussian approximation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (6)

A Bayesian method for an inverse transmission scattering problem in acoustics ⋮ On global normal linear approximations for nonlinear Bayesian inverse problems ⋮ Bayesian Inference and Uncertainty Quantification for Medical Image Reconstruction with Poisson Data ⋮ Efficient Posterior Sampling for Bayesian Poisson Regression ⋮ Logistic Normal Multinomial Factor Analyzers for Clustering Microbiome Data ⋮ Expectation propagation for Poisson data

Uses Software

• PRMLT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
• Regularization methods in Banach spaces.
• Statistical and computational inverse problems.
• High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
• On an Iteration Method for Solving a Class of Nonlinear Matrix Equations
• Inverse problems with Poisson data: statistical regularization theory, applications and algorithms
• Inverse Problems
• Inverse problems: A Bayesian perspective
• Approximation Algorithms and Semidefinite Programming
• A Regularization Parameter for Nonsmooth Tikhonov Regularization
• Approximate implementation of the logarithm of the matrix determinant in Gaussian process regression
• Kullback--Leibler Approximation for Probability Measures on Infinite Dimensional Spaces
• Graphical Models, Exponential Families, and Variational Inference
• Augmented Tikhonov regularization
• The Variational Gaussian Approximation Revisited
• Accurate Approximations for Posterior Moments and Marginal Densities
• Gaussian Approximations for Probability Measures on $R^d$
• Bayes Factors
• A METROPOLIS-HASTINGS METHOD FOR LINEAR INVERSE PROBLEMS WITH POISSON LIKELIHOOD AND GAUSSIAN PRIOR
• Some Applications of Matrix Derivatives in Multivariate Analysis
• Consistent Estimates of the Parameters of a Linear System
• On Information and Sufficiency

This page was built for publication: Variational Gaussian approximation for Poisson data