Pages that link to "Item:Q661168"

The following pages link to Asymptotic normality and valid inference for Gaussian variational approximation (Q661168):

Displaying 12 items.

• On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example (Q1624811) (← links)
• A variational maximization-maximization algorithm for generalized linear mixed models with crossed random effects (Q1682443) (← links)
• Generalized linear latent variable models for multivariate count and biomass data in ecology (Q1695261) (← links)
• Real-time Bayesian parameter estimation for item response models (Q1752008) (← links)
• Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts (Q1950853) (← links)
• The computational asymptotics of Gaussian variational inference and the Laplace approximation (Q2172111) (← links)
• On Variational Bayes Estimation and Variational Information Criteria for Linear Regression Models (Q2802863) (← links)
• Beyond Prediction: A Framework for Inference With Variational Approximations in Mixture Models (Q3391201) (← links)
• On expectation propagation for generalised, linear and mixed models (Q4639816) (← links)
• Semiparametric Regression Using Variational Approximations (Q5208080) (← links)
• Frequentist Consistency of Variational Bayes (Q5242465) (← links)
• Local convexity of the TAP free energy and AMP convergence for \(\mathbb{Z}_2\)-synchronization (Q6172186) (← links)