Stochastic variational inference for large-scale discrete choice models using adaptive batch sizes

DOI10.1007/s11222-015-9618-xzbMath1505.62399arXiv1405.5623MaRDI QIDQ517404

Linda S. L. Tan

Publication date: 23 March 2017

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.5623

zbMATH Keywords

stochastic approximation; variational Bayes; mixed multinomial logit model; adaptive minibatch sizes

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62F15: Bayesian inference

62L20: Stochastic approximation

Uses Software

• bayesm