Updating variational Bayes: fast sequential posterior inference

DOI10.1007/s11222-021-10062-2zbMath1477.62016arXiv1908.00225OpenAlexW3217039633MaRDI QIDQ2066743

Nathaniel Tomasetti, Anastasios Panagiotelis, Catherine S. Forbes

Publication date: 14 January 2022

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

Full work available at URL: https://arxiv.org/abs/1908.00225

zbMATH Keywords

importance samplingclusteringforecastingvariational inferenceDirichlet process mixture

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Stochastic approximation (62L20)

Related Items (2)

Fast and accurate variational inference for models with many latent variables ⋮ Stochastic variational inference for GARCH models

Uses Software

• R
• BayesDA
• GitHub
• PRMLT

Cites Work

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