Use of Model Reparametrization to Improve Variational Bayes

DOI10.1111/rssb.12399OpenAlexW3108185238MaRDI QIDQ5087391

Linda S. L. Tan

Publication date: 11 July 2022

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.07267

zbMATH Keywords

generalized linear mixed modelsvariational approximationstochastic variational inferencecentringmodel reparametrization

Mathematics Subject Classification ID

Statistics (62-XX)

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Fast and accurate variational inference for models with many latent variables ⋮ Efficient data augmentation techniques for some classes of state space models ⋮ Normal approximation for Bayesian mixed effects binomial regression models ⋮ An Approximated Collapsed Variational Bayes Approach to Variable Selection in Linear Regression ⋮ On coregionalized multivariate Gaussian Markov random fields: construction, parameterization, and Bayesian estimation and inference ⋮ Fast and accurate estimation of non-nested binomial hierarchical models using variational inference

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