Variational inference for multiplicative intensity models

DOI10.1016/J.SPL.2020.108720MaRDI QIDQ2307400zbMATH OpenOpenAlexFDO

Authors John W. Lau, Ed Cripps, Wendy Hui

Publication date 27 March 2020

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2020.108720

zbMATH Keywords

Bayesian nonparametricsvariational inferencemultiplicative intensity

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)

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Cites work

• scientific article; zbMATH DE number 3602503 (Why is no real title available?)
• scientific article; zbMATH DE number 774881 (Why is no real title available?)
• A Bayesian analysis of some nonparametric problems
• A Bayesian nonparametric approach to reliability
• Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring
• Combinatorial stochastic processes. Ecole d'Eté de Probabilités de Saint-Flour XXXII -- 2002.
• Computational Methods for Multiplicative Intensity Models Using Weighted Gamma Processes
• Machine learning. A probabilistic perspective
• On a class of Bayesian nonparametric estimates. II: Hazard rate estimates
• Pattern recognition and machine learning.
• Statistical models based on counting processes
• Variational inference for large-scale models of discrete choice
• Variational inference in nonconjugate models

Cited in

(5)

• Multiplicative latent force models
• Measuring dependence in the Wasserstein distance for Bayesian nonparametric models
• Variational inference at glacier scale
• Prior density learning in variational Bayesian phylogenetic parameters inference
• On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example

Describes a project that uses

Uses Software

• PMTK
• PRMLT

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