Variational inference for varying-coefficient model

DOI10.1080/03610918.2019.1657451OpenAlexW2972331711WikidataQ127281266 ScholiaQ127281266MaRDI QIDQ5082847FDOQ5082847

Authors: Jia-Min Zhang 

Publication date: 21 June 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1657451

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zbMATH Keywords

varying-coefficient modellocal likelihood estimationvariational Bayesian method

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Statistical field theory. With a foreword by David Pines
• Local Likelihood Estimation
• Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
• An introduction to variational methods for graphical models
• Variational Bayesian Inference for Parametric and Nonparametric Regression With Missing Data
• A Bayesian approach to bandwidth selection for multivariate kernel density estimation
• Smoothing Spline Estimation in Varying-Coefficient Models
• Generalized varying coefficient models with unknown link function
• Regularized quantile regression and robust feature screening for single index models
• Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model

Cited In (1)

• Variational inference at glacier scale

Uses Software

• PRMLT

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