Structured Variational Approximations with Skew Normal Decomposable Graphical Models and Implicit Copulas
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Cites work
- scientific article; zbMATH DE number 6377992 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 7306862 (Why is no real title available?)
- A likelihood-based method for analysing longitudinal binary responses
- A new approach to Cholesky-based covariance regularization in high dimensions
- A skew Gaussian decomposable graphical model
- Applied logistic regression
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- Conditionally structured variational Gaussian approximation with importance weights
- Explaining variational approximations
- Fast and accurate estimation of non-nested binomial hierarchical models using variational inference
- Fast and accurate variational inference for models with many latent variables
- Fixed-form variational posterior approximation through stochastic linear regression
- Gaussian variational approximation with sparse precision matrices
- Gaussian variational approximations for high-dimensional state space models
- High-Dimensional Copula Variational Approximation Through Transformation
- Implicit Copula Variational Inference
- Scalable and accurate variational Bayes for high-dimensional binary regression models
- Sinh-arcsinh distributions
- Some Covariance Models for Longitudinal Count Data with Overdispersion
- The centred parametrization for the multivariate skew-normal distribution
- Use of Model Reparametrization to Improve Variational Bayes
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