Implicit Copula Variational Inference

DOI10.1080/10618600.2022.2119987arXiv2111.09511OpenAlexW3213324598MaRDI QIDQ6140304

Rubén Loaiza-Maya, Michael Stanley Smith

Publication date: 22 January 2024

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.09511

zbMATH Keywords

variational Bayeselliptical copulastochastic gradient ascentspherical co-ordinatesfactor model approximationre-parameterization trick

Mathematics Subject Classification ID

Statistics (62-XX)

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