Transdimensional sequential Monte Carlo using variational Bayes -- SMCVB

DOI10.1016/j.csda.2015.03.006zbMath1468.62137OpenAlexW1971385644MaRDI QIDQ1660209

Y. Aharonov

Publication date: 15 August 2018

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

Full work available at URL: https://doi.org/10.1016/j.csda.2015.03.006

zbMATH Keywords

Bayesian analysismixture modelsvariational Bayestransdimensional sequential Monte Carlo

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (3)

Editorial: The third special issue on advances in mixture models ⋮ Bayesian modeling and computation for analyte quantification in complex mixtures using Raman spectroscopy ⋮ Climate regime shift detection with a trans‐dimensional, sequential Monte Carlo, variational Bayes method

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• A sequential particle filter method for static models
• Finite mixture models
• Computational and Inferential Difficulties with Mixture Posterior Distributions

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