Variational Bayesian inference for models with nuisance parameters and an intractable likelihood
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Cites work
- An introduction to sequential Monte Carlo
- An introduction to variational methods for graphical models
- Fast and accurate variational inference for models with many latent variables
- Gaussian Variational Approximation With a Factor Covariance Structure
- Graphical models, exponential families, and variational inference
- scientific article; zbMATH DE number 3442988 (Why is no real title available?)
- Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder).
- Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies
- Mean field variational Bayes for elaborate distributions
- Nonlinear time series. Theory, methods and applications with R examples
- On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
- Pseudo-marginal Metropolis–Hastings sampling using averages of unbiased estimators
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
- The Bayesian Lasso
- The Monte Carlo Method
- Time series analysis by state space methods
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