Variational inference in nonconjugate models
From MaRDI portal
Recommendations
Cited in
(61)- Mean-field variational approximate Bayesian inference for latent variable models
- Variational inferences for partially linear additive models with variable selection
- A general method for robust Bayesian modeling
- Collaborative topic model for Poisson distributed ratings
- Comment: Consensus Monte Carlo using expectation propagation
- A novel variational Bayesian method for variable selection in logistic regression models
- Variational inference for probabilistic Poisson PCA
- Posteriors, conjugacy, and exponential families for completely random measures
- Variational inference at glacier scale
- Accelerated parallel non-conjugate sampling for Bayesian non-parametric models
- Monte Carlo co-ordinate ascent variational inference
- Conditionally structured variational Gaussian approximation with importance weights
- Conditionally conjugate mean-field variational Bayes for logistic models
- Variational inference for multiplicative intensity models
- Cooperative hierarchical Dirichlet processes: superposition vs. maximization
- Exponential family mixed membership models for soft clustering of multivariate data
- Variational inference for generalized linear mixed models using partially noncentered parametrizations
- Mean field variational Bayes for elaborate distributions
- Fast and universal estimation of latent variable models using extended variational approximations
- Variational inference for latent variables and uncertain inputs in Gaussian processes
- Approximate Riemannian conjugate gradient learning for fixed-form variational Bayes
- scientific article; zbMATH DE number 6377992 (Why is no real title available?)
- Fully simplified multivariate normal updates in non-conjugate variational message passing
- Variational message passing
- Deep variational inference
- A note on mean-field variational approximations in Bayesian probit models
- Variational particle approximations
- Online but accurate inference for latent variable models with local Gibbs sampling
- Correlated random measures
- Gibbs sampler and coordinate ascent variational inference: A set-theoretical review
- Optimizing Variational Representations of Divergences and Accelerating Their Statistical Estimation
- Bayesian computation for Log-Gaussian Cox processes: a comparative analysis of methods
- Technical note: Consistency analysis of sequential learning under approximate Bayesian inference
- A geometric variational approach to Bayesian inference
- scientific article; zbMATH DE number 7307467 (Why is no real title available?)
- Stochastic variational inference for large-scale discrete choice models using adaptive batch sizes
- Variational inference for large-scale models of discrete choice
- Averaged collapsed variational Bayes inference
- Automatic differentiation variational inference
- Variational Bayesian Learning Theory
- Stochastic variational inference for scalable non-stationary Gaussian process regression
- Amortized Variational Inference: A Systematic Review
- Image segmentation using Bayesian inference for convex variant Mumford-Shah variational model
- Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process
- Tractable skew-normal approximations via matching
- Discussion of: ``Specifying prior distributions in reliability applications: towards new formal rules for informative prior elicitation?
- A Bayesian approach to modeling topic-metadata relationships
- Convergence rate of random scan coordinate ascent variational inference under log-concavity
- High-dimensional overdispersed generalized factor model with application to single-cell sequencing data analysis
- Scalable variational inference for multinomial probit models under large choice sets and sample sizes
- Efficient posterior inference for spatio-temporal modelling of repeated cross-sectional data
- Variational Bayesian analysis for joint models of longitudinal and failure time data with interval censoring
- Skewed Bernstein-von Mises theorem and skew-modal approximations
- Gaussian Variational Approximation for Ordinal Data with Crossed Random Effects
- A Scalable Variational Bayes Approach to Fit High-Dimensional Spatial Generalized Linear Mixed Models
- Temporal categorical modeling using latent Gaussian processes
- Skew-symmetric approximations of posterior distributions
- Intensity inhomogeneity image segmentation based on tight wavelet frame and variational Bayesian inference
- Fast estimation and valid statistical inference for mixed-effect location-scale models using variational inference
- Fast Bayesian estimation of spatial count data models
- A stochastic variational framework for fitting and diagnosing generalized linear mixed models
This page was built for publication: Variational inference in nonconjugate models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5406026)
