Transdimensional sequential Monte Carlo using variational Bayes -- SMCVB

DOI10.1016/J.CSDA.2015.03.006MaRDI QIDQ1660209zbMATH OpenOpenAlexFDO

Authors Y. Aharonov

Publication date 15 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2015.03.006

zbMATH Keywords

Bayesian analysismixture modelsvariational Bayestransdimensional sequential Monte Carlo

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Monte Carlo methods (65C05)

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Cites work

• scientific article; zbMATH DE number 1085980 (Why is no real title available?)
• A new variational Bayesian algorithm with application to human mobility pattern modeling
• A sequential particle filter method for static models
• Computational and Inferential Difficulties with Mixture Posterior Distributions
• Explaining variational approximations
• Finite mixture and Markov switching models.
• Finite mixture models
• Interacting sequential Monte Carlo samplers for trans-dimensional simulation
• Mean field variational Bayesian inference for nonparametric regression with measurement error
• Sequential Monte Carlo Methods in Practice
• Sequential Monte Carlo Samplers
• Variational approximations in Bayesian model selection for finite mixture distributions

Cited in

(7)

• Climate regime shift detection with a trans‐dimensional, sequential Monte Carlo, variational Bayes method
• Editorial: The third special issue on advances in mixture models
• Bayesian modeling and computation for analyte quantification in complex mixtures using Raman spectroscopy
• Sequential Monte Carlo with transformations
• Variational Hamiltonian Monte Carlo via score matching
• Monte Carlo co-ordinate ascent variational inference
• Variational objectives for Markovian dynamics with backward simulation

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