Monte Carlo co-ordinate ascent variational inference

DOI10.1007/S11222-020-09924-YzbMath1447.62030arXiv1905.03760OpenAlexW3006021115MaRDI QIDQ2195834

Maria De Iorio, Alexandros Beskos, Lifeng Ye, Jie Hao

Publication date: 27 August 2020

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

Full work available at URL: https://arxiv.org/abs/1905.03760

zbMATH Keywords

Markov chain Monte CarloBayesian inferencenuclear magnetic resonancevariational inferencecoordinate-ascentgradient-based optimisation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Monte Carlo methods (65C05) Applications of statistics to physics (62P35)

Related Items (3)

Probabilistic programming with stochastic variational message passing ⋮ Fast and accurate variational inference for models with many latent variables ⋮ Variational inference for cutting feedback in misspecified models

Uses Software

• AdaGrad
• HMDB
• ADVI
• BATMAN
• PRMLT

Cites Work

• Convergence of the Monte Carlo expectation maximization for curved exponential families.
• An introduction to variational methods for graphical models
• Rao-Blackwellisation of sampling schemes
• Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
• Monte Carlo EM Estimation for Time Series Models Involving Counts
• A Bayesian Model of NMR Spectra for the Deconvolution and Quantification of Metabolites in Complex Biological Mixtures
• Sequential Monte Carlo without likelihoods
• A Stochastic Approximation Method
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Monte Carlo co-ordinate ascent variational inference