Natural gradient hybrid variational inference with application to deep mixed models

DOI10.1007/s11222-024-10488-4MaRDI QIDQ6643219

Worapree Maneesoonthorn, Michael Stanley Smith, Rubén Loaiza-Maya, Weiben Zhang

Publication date: 26 November 2024

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

zbMATH Keywords

asset pricingrandom coefficientsvariational BayesBayesian neural networksre-parameterization tricknatural gradient optimization

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Learning and adaptive systems in artificial intelligence (68T05)

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