Variational Bayesian inference with Gaussian-mixture approximations

DOI10.1214/14-EJS887zbMath1294.62053MaRDI QIDQ2447092

O. Zobay

Publication date: 24 April 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1397826705

zbMATH Keywords

approximation methodsstate-space modelsnormal mixturesvariational inferenceBayesian lasso

Mathematics Subject Classification ID

Bayesian inference (62F15) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items

\(\alpha\)-variational inference with statistical guarantees

Uses Software

• PRMLT

Cites Work

• Least angle regression. (With discussion)
• Mean field inference for the Dirichlet process mixture model
• Explaining Variational Approximations
• Graphical Models, Exponential Families, and Variational Inference
• The Variational Gaussian Approximation Revisited
• The Bayesian Lasso
• Bayesian lasso regression
• Adaptive Rejection Metropolis Sampling within Gibbs Sampling
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