Variational Inference for Heteroscedastic Semiparametric Regression

DOI10.1111/anzs.12105zbMath1331.62236OpenAlexW2075466130MaRDI QIDQ2788939

Marianne Menictas, Matthew P. Wand

Publication date: 23 February 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12105

zbMATH Keywords

variance function estimationapproximate Bayesian inferencemean field variational Bayesnon-conjugate variational message passing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

Related Items

Variational inference for count response semiparametric regression, Variational inference for Bayesian bridge regression, Unnamed Item, Variational Inference for Heteroscedastic Semiparametric Regression

Uses Software

• R
• Gstat
• SemiPar
• BUGS
• Infer.NET
• GAMLSS
• BRugs
• gstat
• Stan

Cites Work

• Unnamed Item
• Unnamed Item
• Gstat
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• SEMIPARAMETRIC REGRESSION AND GRAPHICAL MODELS
• Variational Bayesian Inference for Parametric and Nonparametric Regression With Missing Data
• Explaining Variational Approximations
• ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES
• Graphical Models, Exponential Families, and Variational Inference
• The Variational Gaussian Approximation Revisited
• Semiparametric Regression
• Generalized Additive Models for Location, Scale and Shape