On Variational Bayes Estimation and Variational Information Criteria for Linear Regression Models

DOI10.1111/anzs.12063zbMath1334.62123OpenAlexW2069570104MaRDI QIDQ2802863

Chong You, John T. Ormerod, Samuel Müller

Publication date: 27 April 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.12063

zbMATH Keywords

consistencyMarkov chain Monte CarloAkaike information criterionBayesian information criteriondeviance information criterion

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Linear regression; mixed models (62J05) Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)

Related Items (8)

Gibbs sampler and coordinate ascent variational inference: A set-theoretical review ⋮ Variational approximation for importance sampling ⋮ Bayesian linear regression with sparse priors ⋮ \(\alpha\)-variational inference with statistical guarantees ⋮ Theoretical and computational guarantees of mean field variational inference for community detection ⋮ A novel variational Bayesian method for variable selection in logistic regression models ⋮ MODEL SELECTION AND ESTIMATING DEGREES OF FREEDOM IN BAYESIAN LINEAR AND LINEAR MIXED EFFECT MODELS ⋮ Frequentist Consistency of Variational Bayes

Uses Software

• PMTK
• PRMLT

Cites Work

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• Convergence properties of a general algorithm for calculating variational Bayesian estimates for a normal mixture model

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