Variational message passing for skew \(t\) regression

DOI10.1002/sta4.196MaRDI QIDQ6541467

Luca Maestrini, Matt P. Wand

Publication date: 19 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

auxiliary variablesapproximate Bayesian inferencevariational message passingfactor graphmean field variational Bayesskew

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Mean field variational Bayes for elaborate distributions
• Explaining Variational Approximations
• ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES
• Semiparametric Regression
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Accurate logistic variational message passing: algebraic and numerical details

This page was built for publication: Variational message passing for skew \(t\) regression