Gaussian variational approximation with sparse precision matrices

DOI10.1007/s11222-017-9729-7zbMath1384.62105arXiv1605.05622OpenAlexW3103982962MaRDI QIDQ1702005

David J. Nott, Linda S. L. Tan

Publication date: 27 February 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.05622

zbMATH Keywords

variational Bayesstochastic gradient algorithmsGaussian variational approximationsparse precision matrix

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Learning and adaptive systems in artificial intelligence (68T05)

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Uses Software

• aplore3
• AdaGrad
• ADVI
• ADADELTA
• PRMLT

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