Conditionally structured variational Gaussian approximation with importance weights
DOI10.1007/s11222-020-09944-8zbMath1452.62600arXiv1904.09591OpenAlexW3021379655MaRDI QIDQ2209703
David J. Nott, Aishwarya Bhaskaran, Linda S. L. Tan
Publication date: 4 November 2020
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.09591
stochastic variational inferenceGaussian variational approximationsparse precision matrixRényi's divergenceimportance weighted lower bound
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Stochastic approximation (62L20)
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