Stochastic variational inference for large-scale discrete choice models using adaptive batch sizes

DOI10.1007/s11222-015-9618-xzbMath1505.62399arXiv1405.5623OpenAlexW2189854044MaRDI QIDQ517404

Linda S. L. Tan

Publication date: 23 March 2017

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.5623

zbMATH Keywords

stochastic approximationvariational Bayesmixed multinomial logit modeladaptive minibatch sizes

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Stochastic approximation (62L20)

Uses Software

• bayesm

Cites Work

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• Bayesian Statistics and Marketing
• The Variational Gaussian Approximation Revisited
• Introduction to Stochastic Search and Optimization
• Variational Inference for Large-Scale Models of Discrete Choice
• A Stochastic Approximation Method

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