Variational inference for count response semiparametric regression
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Abstract: Fast variational approximate algorithms are developed for Bayesian semiparametric regression when the response variable is a count, i.e. a non-negative integer. We treat both the Poisson and Negative Binomial families as models for the response variable. Our approach utilizes recently developed methodology known as non-conjugate variational message passing. For concreteness, we focus on generalized additive mixed models, although our variational approximation approach extends to a wide class of semiparametric regression models such as those containing interactions and elaborate random effect structure.
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Cited in
(15)- Variational inference: uncertainty quantification in additive models
- Density estimation via Bayesian inference engines
- Ultra-Fast Approximate Inference Using Variational Functional Mixed Models
- Fast Bayesian estimation of spatial count data models
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