Bayesian inference via projections

DOI10.1007/S11222-015-9557-6MaRDI QIDQ5963777zbMATH OpenOpenAlexFDO

Authors Ricardo Silva, Alfredo Kalaitzis

Publication date 23 February 2016

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

Full work available at URL https://doi.org/10.1007/s11222-015-9557-6

zbMATH Keywords

optimizationlatent variable modelsMCMCstructured covariance matrices

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• scientific article; zbMATH DE number 1556163 (Why is no real title available?)
• scientific article; zbMATH DE number 947414 (Why is no real title available?)
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• Probabilistic Principal Component Analysis
• Robust principal component analysis?
• Scaling it up: stochastic search structure learning in graphical models
• The hidden life of latent variables: Bayesian learning with mixed graph models
• The pseudo-marginal approach for efficient Monte Carlo computations

Cited in

(5)

• Bayesian inference over the Stiefel manifold via the Givens representation
• Random projections for Bayesian regression
• Projection-based inference with particle swarm optimization
• Learning instrumental variables with structural and non-Gaussianity assumptions
• Bayesian Inference with Projected Densities

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