Variational message passing for elaborate response regression models

DOI10.1214/18-BA1098MaRDI QIDQ1738138zbMATH OpenOpenAlexFDO

Authors Mathew W. McLean, M. P. Wand

Publication date 29 March 2019

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ba/1527213628

zbMATH Keywords

generalized additive modelsgeneralized linear mixed modelsBayesian computingfactor graphmean field variational Bayessupport vector machine classification

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 1614382 (Why is no real title available?)
• scientific article; zbMATH DE number 6377992 (Why is no real title available?)
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• A NEW MODEL FOR SYMMETRIC AND SKEWED DATA
• Automatic differentiation variational inference
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• Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-\(t\) distributions
• Bayesian quantile regression
• Data augmentation for support vector machines
• Explaining variational approximations
• Mean field variational Bayes for elaborate distributions
• Mean field variational Bayesian inference for support vector machine classification
• ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES
• Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
• Semiparametric Regression
• The multivariate skew-normal distribution
• Variational inference for count response semiparametric regression
• Variational message passing
• Variational message passing for elaborate response regression models

Cited in

(5)

• Fully simplified multivariate normal updates in non-conjugate variational message passing
• The Inverse G‐Wishart distribution and variational message passing
• Sparse linear mixed model selection via streamlined variational Bayes
• Factor graph fragmentization of expectation propagation
• Variational message passing for elaborate response regression models

Describes a project that uses

Uses Software

• R
• SemiPar
• INLA
• R-INLA
• sn
• ADVI

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