Mean-field variational approximate Bayesian inference for latent variable models

DOI10.1016/j.csda.2006.10.028zbMath1247.62085OpenAlexW2041923730WikidataQ60461505 ScholiaQ60461505MaRDI QIDQ1020881

Guido Consonni, Jean-Michel Marin

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://basepub.dauphine.fr/handle/123456789/6900

zbMATH Keywords

Gibbs samplinglatent variable modelsmarginal distributionBayesian probit modelmean-field variational methods

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites Work

• An introduction to variational methods for graphical models
• Variational approximations for categorical causal modeling with latent variables
• Sequential Monte Carlo Methods in Practice
• Probabilistic Networks and Expert Systems
• Bayes Factors
• Bayesian Analysis of Binary and Polychotomous Response Data
• Graphical models
• Convergence properties of a general algorithm for calculating variational Bayesian estimates for a normal mixture model
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