Variational particle approximations

MaRDI QIDQ4636975zbMATH OpenFDO

Authors Ardavan Saeedi, Tejas Kulkarni, Vikash Mansinghka, Samuel J. Gershman

Publication date 17 April 2018

Full work available at URL https://arxiv.org/abs/1402.5715, http://jmlr.csail.mit.edu/papers/v18/15-615.html

zbMATH Keywords

Bayesian inferenceDirichlet process mixture modelhidden Markov modelinfinite relational modelIsing modelvariational methods

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical analysis (62L10) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

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Cites work

• Bayesian Density Estimation and Inference Using Mixtures
• Bayesian isotonic density regression
• Convergence properties of a general algorithm for calculating variational Bayesian estimates for a normal mixture model
• Experiments in stochastic computation for high-dimensional graphical models
• Graphical models, exponential families, and variational inference
• Hierarchical Dirichlet Processes
• scientific article; zbMATH DE number 1666084 (Why is no real title available?)
• scientific article; zbMATH DE number 3896009 (Why is no real title available?)
• scientific article; zbMATH DE number 3986503 (Why is no real title available?)
• scientific article; zbMATH DE number 1222284 (Why is no real title available?)
• scientific article; zbMATH DE number 2117879 (Why is no real title available?)
• Markov Chains and Stochastic Stability
• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• Rates of convergence of the Hastings and Metropolis algorithms
• Theory of Gaussian variational approximation for a Poisson mixed model
• Unsupervised Spike Detection and Sorting with Wavelets and Superparamagnetic Clustering

Cited in

(12)

• Particle-based energetic variational inference
• Approximate inference for constructing astronomical catalogs from images
• Variational inference for multiplicative intensity models
• Path-space variational inference for non-equilibrium coarse-grained systems
• Mean field variational approximation for continuous-time Bayesian networks
• Deep variational inference
• Variational objectives for Markovian dynamics with backward simulation
• Variational Bayesian analysis for Wiener degradation model with random effects
• Exact or approximate inference in graphical models: why the choice is dictated by the treewidth, and how variable elimination can be exploited
• Variational inference for large-scale models of discrete choice
• Chapter 7: Ensemble variational methods
• A particle algorithm for mean-field variational inference

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Uses Software

• HdBCS

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