Importance sampling as a variational approximation

DOI10.1016/j.spl.2011.02.028zbMath1221.65029OpenAlexW2073632715MaRDI QIDQ553007

Mark Fielding, David J. Nott, Jia-Liang Li

Publication date: 26 July 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.02.028

zbMATH Keywords

algorithmsimportance samplingKullback-Leibler divergenceBayesian computationvariational approximation

Mathematics Subject Classification ID

Related Items (1)

Climate regime shift detection with a trans‐dimensional, sequential Monte Carlo, variational Bayes method

Uses Software

• PRMLT

Cites Work

• Explaining Variational Approximations
• On Information and Sufficiency
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