Xuan, Hanwen; Maestrini, Luca; Chen, Feng; Grazian, Clara Stochastic variational inference for GARCH models. (English) Zbl 07800681 Stat. Comput. 34, No. 1, Paper No. 45, 26 p. (2024). MSC: 62-08 62M10 62F15 62P05 PDFBibTeX XMLCite \textit{H. Xuan} et al., Stat. Comput. 34, No. 1, Paper No. 45, 26 p. (2024; Zbl 07800681) Full Text: DOI arXiv
Loaiza-Maya, Rubén; Nibbering, Didier Fast variational Bayes methods for multinomial probit models. (English) Zbl 07813820 J. Bus. Econ. Stat. 41, No. 4, 1352-1363 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{R. Loaiza-Maya} and \textit{D. Nibbering}, J. Bus. Econ. Stat. 41, No. 4, 1352--1363 (2023; Zbl 07813820) Full Text: DOI arXiv
Yu, Xuejun; Nott, David J.; Smith, Michael Stanley Variational inference for cutting feedback in misspecified models. (English) Zbl 07792878 Stat. Sci. 38, No. 3, 490-509 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Yu} et al., Stat. Sci. 38, No. 3, 490--509 (2023; Zbl 07792878) Full Text: DOI arXiv Link
Dovers, Elliot; Brooks, Wesley; Popovic, Gordana C.; Warton, David I. Fast, approximate maximum likelihood estimation of log-Gaussian Cox processes. (English) Zbl 07792646 J. Comput. Graph. Stat. 32, No. 4, 1660-1670 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{E. Dovers} et al., J. Comput. Graph. Stat. 32, No. 4, 1660--1670 (2023; Zbl 07792646) Full Text: DOI OA License
You, Chong; Ormerod, John T.; Li, Xiangyang; Pang, Cheng Heng; Zhou, Xiao-Hua An approximated collapsed variational Bayes approach to variable selection in linear regression. (English) Zbl 07792018 J. Comput. Graph. Stat. 32, No. 3, 782-792 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{C. You} et al., J. Comput. Graph. Stat. 32, No. 3, 782--792 (2023; Zbl 07792018) Full Text: DOI
Zeng, Yanyan; Pang, Daolin; Zhao, Hongyu; Wang, Tao A zero-inflated logistic normal multinomial model for extracting microbial compositions. (English) Zbl 07784913 J. Am. Stat. Assoc. 118, No. 544, 2356-2369 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Zeng} et al., J. Am. Stat. Assoc. 118, No. 544, 2356--2369 (2023; Zbl 07784913) Full Text: DOI
Koop, Gary; Korobilis, Dimitris Bayesian dynamic variable selection in high dimensions. (English) Zbl 07766764 Int. Econ. Rev. 64, No. 3, 1047-1074 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Koop} and \textit{D. Korobilis}, Int. Econ. Rev. 64, No. 3, 1047--1074 (2023; Zbl 07766764) Full Text: DOI arXiv OA License
Li, Mengbing; Park, Daniel E.; Aziz, Maliha; Liu, Cindy M.; Price, Lance B.; Wu, Zhenke Integrating sample similarities into latent class analysis: a tree-structured shrinkage approach. (English) Zbl 1522.62177 Biometrics 79, No. 1, 264-279 (2023). MSC: 62P10 PDFBibTeX XMLCite \textit{M. Li} et al., Biometrics 79, No. 1, 264--279 (2023; Zbl 1522.62177) Full Text: DOI
Yu, Weichang; Wade, Sara; Bondell, Howard D.; Azizi, Lamiae Nonstationary Gaussian process discriminant analysis with variable selection for high-dimensional functional data. (English) Zbl 07747460 J. Comput. Graph. Stat. 32, No. 2, 588-600 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{W. Yu} et al., J. Comput. Graph. Stat. 32, No. 2, 588--600 (2023; Zbl 07747460) Full Text: DOI arXiv
Nestler, Steffen; Erdfelder, Edgar Random effects multinomial processing tree models: a maximum likelihood approach. (English) Zbl 1522.62314 Psychometrika 88, No. 3, 809-829 (2023). MSC: 62P15 62F10 62-08 PDFBibTeX XMLCite \textit{S. Nestler} and \textit{E. Erdfelder}, Psychometrika 88, No. 3, 809--829 (2023; Zbl 1522.62314) Full Text: DOI
Tan, Linda S. L. Efficient data augmentation techniques for some classes of state space models. (English) Zbl 07708430 Stat. Sci. 38, No. 2, 240-261 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{L. S. L. Tan}, Stat. Sci. 38, No. 2, 240--261 (2023; Zbl 07708430) Full Text: DOI arXiv
Hoffmann, Clara; Klein, Nadja Marginally calibrated response distributions for end-to-end learning in autonomous driving. (English) Zbl 07692403 Ann. Appl. Stat. 17, No. 2, 1740-1763 (2023). MSC: 62Pxx PDFBibTeX XMLCite \textit{C. Hoffmann} and \textit{N. Klein}, Ann. Appl. Stat. 17, No. 2, 1740--1763 (2023; Zbl 07692403) Full Text: DOI arXiv
Korhonen, Pekka; Hui, Francis K. C.; Niku, Jenni; Taskinen, Sara Fast and universal estimation of latent variable models using extended variational approximations. (English) Zbl 1502.62018 Stat. Comput. 33, No. 1, Paper No. 26, 16 p. (2023). MSC: 62-08 62J12 PDFBibTeX XMLCite \textit{P. Korhonen} et al., Stat. Comput. 33, No. 1, Paper No. 26, 16 p. (2023; Zbl 1502.62018) Full Text: DOI arXiv
Hackenberg, Maren; Harms, Philipp; Pfaffenlehner, Michelle; Pechmann, Astrid; Kirschner, Janbernd; Schmidt, Thorsten; Binder, Harald Deep dynamic modeling with just two time points: can we still allow for individual trajectories? (English) Zbl 1523.62126 Biom. J. 64, No. 8, 1426-1445 (2022). MSC: 62P10 PDFBibTeX XMLCite \textit{M. Hackenberg} et al., Biom. J. 64, No. 8, 1426--1445 (2022; Zbl 1523.62126) Full Text: DOI arXiv OA License
Song, Yin; Ge, Shufei; Cao, Jiguo; Wang, Liangliang; Nathoo, Farouk S. A Bayesian spatial model for imaging genetics. (English) Zbl 1520.62328 Biometrics 78, No. 2, 742-753 (2022). MSC: 62P10 PDFBibTeX XMLCite \textit{Y. Song} et al., Biometrics 78, No. 2, 742--753 (2022; Zbl 1520.62328) Full Text: DOI arXiv
Chan, Joshua C. C.; Yu, Xuewen Fast and accurate variational inference for large Bayesian VARs with stochastic volatility. (English) Zbl 1514.62203 J. Econ. Dyn. Control 143, Article ID 104505, 19 p. (2022). MSC: 62P05 62F15 62M10 PDFBibTeX XMLCite \textit{J. C. C. Chan} and \textit{X. Yu}, J. Econ. Dyn. Control 143, Article ID 104505, 19 p. (2022; Zbl 1514.62203) Full Text: DOI arXiv
Lee, Youngseon; Jo, Seongil; Lee, Jaeyong A variational inference for the Lévy adaptive regression with multiple kernels. (English) Zbl 1505.62242 Comput. Stat. 37, No. 5, 2493-2515 (2022). MSC: 62-08 62G08 62G07 PDFBibTeX XMLCite \textit{Y. Lee} et al., Comput. Stat. 37, No. 5, 2493--2515 (2022; Zbl 1505.62242) Full Text: DOI
Degani, Emanuele; Maestrini, Luca; Toczydłowska, Dorota; Wand, Matt P. Sparse linear mixed model selection via streamlined variational Bayes. (English) Zbl 07603106 Electron. J. Stat. 16, No. 2, 5182-5225 (2022). MSC: 62F15 62H12 62J05 62J07 PDFBibTeX XMLCite \textit{E. Degani} et al., Electron. J. Stat. 16, No. 2, 5182--5225 (2022; Zbl 07603106) Full Text: DOI arXiv Link
Loaiza-Maya, Rubén; Smith, Michael Stanley; Nott, David J.; Danaher, Peter J. Fast and accurate variational inference for models with many latent variables. (English) Zbl 07585119 J. Econom. 230, No. 2, 339-362 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{R. Loaiza-Maya} et al., J. Econom. 230, No. 2, 339--362 (2022; Zbl 07585119) Full Text: DOI arXiv
Sosa, Juan; Buitrago, Lina Time-varying coefficient model estimation through radial basis functions. (English) Zbl 07563010 J. Appl. Stat. 49, No. 10, 2510-2534 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Sosa} and \textit{L. Buitrago}, J. Appl. Stat. 49, No. 10, 2510--2534 (2022; Zbl 07563010) Full Text: DOI arXiv
Nestler, Steffen; Humberg, Sarah A Lasso and a regression tree mixed-effect model with random effects for the level, the residual variance, and the autocorrelation. (English) Zbl 1490.62411 Psychometrika 87, No. 2, 506-532 (2022). MSC: 62P15 62J12 62-08 PDFBibTeX XMLCite \textit{S. Nestler} and \textit{S. Humberg}, Psychometrika 87, No. 2, 506--532 (2022; Zbl 1490.62411) Full Text: DOI
Lee, Se Yoon Gibbs sampler and coordinate ascent variational inference: a set-theoretical review. (English) Zbl 07533621 Commun. Stat., Theory Methods 51, No. 6, 1549-1568 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Y. Lee}, Commun. Stat., Theory Methods 51, No. 6, 1549--1568 (2022; Zbl 07533621) Full Text: DOI arXiv
Jaimungal, Sebastian Reinforcement learning and stochastic optimisation. (English) Zbl 1482.91225 Finance Stoch. 26, No. 1, 103-129 (2022). MSC: 91G80 93E20 68T07 91A15 PDFBibTeX XMLCite \textit{S. Jaimungal}, Finance Stoch. 26, No. 1, 103--129 (2022; Zbl 1482.91225) Full Text: DOI
Dao, Tung; Tran, Minh-Ngoc Flexible multivariate regression density estimation. (English) Zbl 07532166 Commun. Stat., Theory Methods 50, No. 20, 4703-4717 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{T. Dao} and \textit{M.-N. Tran}, Commun. Stat., Theory Methods 50, No. 20, 4703--4717 (2021; Zbl 07532166) Full Text: DOI
Zeng, Yanyan; Zhao, Hongyu; Wang, Tao Model-based microbiome data ordination: a variational approximation approach. (English) Zbl 07499935 J. Comput. Graph. Stat. 30, No. 4, 1036-1048 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Zeng} et al., J. Comput. Graph. Stat. 30, No. 4, 1036--1048 (2021; Zbl 07499935) Full Text: DOI
Yu, Xuejun; Nott, David J.; Tran, Minh-Ngoc; Klein, Nadja Assessment and adjustment of approximate inference algorithms using the law of total variance. (English) Zbl 07499931 J. Comput. Graph. Stat. 30, No. 4, 977-990 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Yu} et al., J. Comput. Graph. Stat. 30, No. 4, 977--990 (2021; Zbl 07499931) Full Text: DOI arXiv
van de Wiel, Mark A.; van Nee, Mirrelijn M.; Rauschenberger, Armin Fast cross-validation for multi-penalty high-dimensional ridge regression. (English) Zbl 07499921 J. Comput. Graph. Stat. 30, No. 4, 835-847 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{M. A. van de Wiel} et al., J. Comput. Graph. Stat. 30, No. 4, 835--847 (2021; Zbl 07499921) Full Text: DOI
Lee, Jeong Eun; Nicholls, Geoff K. Tree based credible set estimation. (English) Zbl 1476.62016 Stat. Comput. 31, No. 6, Paper No. 69, 23 p. (2021). MSC: 62-08 PDFBibTeX XMLCite \textit{J. E. Lee} and \textit{G. K. Nicholls}, Stat. Comput. 31, No. 6, Paper No. 69, 23 p. (2021; Zbl 1476.62016) Full Text: DOI arXiv
Bansal, Prateek; Krueger, Rico; Graham, Daniel J. Fast Bayesian estimation of spatial count data models. (English) Zbl 1510.62017 Comput. Stat. Data Anal. 157, Article ID 107152, 19 p. (2021). MSC: 62-08 62F15 PDFBibTeX XMLCite \textit{P. Bansal} et al., Comput. Stat. Data Anal. 157, Article ID 107152, 19 p. (2021; Zbl 1510.62017) Full Text: DOI arXiv
Smith, Michael Stanley; Loaiza-Maya, Rubén; Nott, David J. High-dimensional copula variational approximation through transformation. (English) Zbl 07500353 J. Comput. Graph. Stat. 29, No. 4, 729-743 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{M. S. Smith} et al., J. Comput. Graph. Stat. 29, No. 4, 729--743 (2020; Zbl 07500353) Full Text: DOI arXiv
Nolan, Tui H.; Menictas, Marianne; Wand, Matt P. Streamlined variational inference with higher level random effects. (English) Zbl 1527.62024 J. Mach. Learn. Res. 21, Paper No. 157, 62 p. (2020). MSC: 62F15 62-08 62R07 PDFBibTeX XMLCite \textit{T. H. Nolan} et al., J. Mach. Learn. Res. 21, Paper No. 157, 62 p. (2020; Zbl 1527.62024) Full Text: arXiv Link
Tan, Linda S. L.; Bhaskaran, Aishwarya; Nott, David J. Conditionally structured variational Gaussian approximation with importance weights. (English) Zbl 1452.62600 Stat. Comput. 30, No. 5, 1255-1272 (2020). MSC: 62L20 62H12 62J12 62J05 PDFBibTeX XMLCite \textit{L. S. L. Tan} et al., Stat. Comput. 30, No. 5, 1255--1272 (2020; Zbl 1452.62600) Full Text: DOI arXiv
Senarathne, S. G. J.; Drovandi, C. C.; McGree, J. M. A Laplace-based algorithm for Bayesian adaptive design. (English) Zbl 1452.62596 Stat. Comput. 30, No. 5, 1183-1208 (2020). MSC: 62L05 62D05 62K20 65C05 PDFBibTeX XMLCite \textit{S. G. J. Senarathne} et al., Stat. Comput. 30, No. 5, 1183--1208 (2020; Zbl 1452.62596) Full Text: DOI Link
Yu, Weichang; Ormerod, John T.; Stewart, Michael Variational discriminant analysis with variable selection. (English) Zbl 1447.62077 Stat. Comput. 30, No. 4, 933-951 (2020). MSC: 62H30 62F07 62P10 62-08 PDFBibTeX XMLCite \textit{W. Yu} et al., Stat. Comput. 30, No. 4, 933--951 (2020; Zbl 1447.62077) Full Text: DOI arXiv
Bräuning, Falk; Koopman, Siem Jan The dynamic factor network model with an application to international trade. (English) Zbl 1456.62275 J. Econom. 216, No. 2, 494-515 (2020). MSC: 62P20 62M10 62-08 PDFBibTeX XMLCite \textit{F. Bräuning} and \textit{S. J. Koopman}, J. Econom. 216, No. 2, 494--515 (2020; Zbl 1456.62275) Full Text: DOI Link
Loaiza-Maya, Rubén; Smith, Michael Stanley Variational Bayes estimation of discrete-margined copula models with application to time series. (English) Zbl 07499074 J. Comput. Graph. Stat. 28, No. 3, 523-539 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{R. Loaiza-Maya} and \textit{M. S. Smith}, J. Comput. Graph. Stat. 28, No. 3, 523--539 (2019; Zbl 07499074) Full Text: DOI arXiv
Cekic, Sezen; Grandjean, Didier; Renaud, Olivier Multiscale Bayesian state-space model for Granger causality analysis of brain signal. (English) Zbl 1516.62188 J. Appl. Stat. 46, No. 1, 66-84 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Cekic} et al., J. Appl. Stat. 46, No. 1, 66--84 (2019; Zbl 1516.62188) Full Text: DOI arXiv Link
Durante, Daniele; Rigon, Tommaso Conditionally conjugate mean-field variational Bayes for logistic models. (English) Zbl 1429.62318 Stat. Sci. 34, No. 3, 472-485 (2019). MSC: 62J12 62F15 PDFBibTeX XMLCite \textit{D. Durante} and \textit{T. Rigon}, Stat. Sci. 34, No. 3, 472--485 (2019; Zbl 1429.62318) Full Text: DOI arXiv Euclid
Hui, Francis K. C.; You, C.; Shang, H. L.; Müller, Samuel Semiparametric regression using variational approximations. (English) Zbl 1428.62156 J. Am. Stat. Assoc. 114, No. 528, 1765-1777 (2019). MSC: 62G08 PDFBibTeX XMLCite \textit{F. K. C. Hui} et al., J. Am. Stat. Assoc. 114, No. 528, 1765--1777 (2019; Zbl 1428.62156) Full Text: DOI arXiv
Wang, Yixin; Blei, David M. Frequentist consistency of variational Bayes. (English) Zbl 1428.62119 J. Am. Stat. Assoc. 114, No. 527, 1147-1161 (2019). MSC: 62F15 62E20 62G10 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{D. M. Blei}, J. Am. Stat. Assoc. 114, No. 527, 1147--1161 (2019; Zbl 1428.62119) Full Text: DOI arXiv
Gunawan, D.; Tran, M.-N.; Suzuki, K.; Dick, J.; Kohn, R. Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins. (English) Zbl 1430.62101 Stat. Comput. 29, No. 5, 933-946 (2019). MSC: 62H05 62F15 62H12 65C05 PDFBibTeX XMLCite \textit{D. Gunawan} et al., Stat. Comput. 29, No. 5, 933--946 (2019; Zbl 1430.62101) Full Text: DOI arXiv
McLean, M. W.; Wand, M. P. Variational message passing for elaborate response regression models. (English) Zbl 1416.62221 Bayesian Anal. 14, No. 2, 371-398 (2019). MSC: 62G08 62F15 62J05 PDFBibTeX XMLCite \textit{M. W. McLean} and \textit{M. P. Wand}, Bayesian Anal. 14, No. 2, 371--398 (2019; Zbl 1416.62221) Full Text: DOI Euclid
Ong, Victor M.-H.; Nott, David J.; Smith, Michael S. Gaussian variational approximation with a factor covariance structure. (English) Zbl 07498925 J. Comput. Graph. Stat. 27, No. 3, 465-478 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{V. M. H. Ong} et al., J. Comput. Graph. Stat. 27, No. 3, 465--478 (2018; Zbl 07498925) Full Text: DOI arXiv
Nathoo, Farouk S.; Kilshaw, Robyn E.; Masson, Michael E. J. A better (Bayesian) interval estimate for within-subject designs. (English) Zbl 1416.62157 J. Math. Psychol. 86, 1-9 (2018). MSC: 62F15 62K20 62F25 PDFBibTeX XMLCite \textit{F. S. Nathoo} et al., J. Math. Psychol. 86, 1--9 (2018; Zbl 1416.62157) Full Text: DOI arXiv
Zhang, Cheng; Shahbaba, Babak; Zhao, Hongkai Variational Hamiltonian Monte Carlo via score matching. (English) Zbl 06989957 Bayesian Anal. 13, No. 2, 485-506 (2018). MSC: 65C60 65C05 PDFBibTeX XMLCite \textit{C. Zhang} et al., Bayesian Anal. 13, No. 2, 485--506 (2018; Zbl 06989957) Full Text: DOI arXiv Euclid
Ong, Victor M.-H.; Nott, David J.; Tran, Minh-Ngoc; Sisson, Scott A.; Drovandi, Christopher C. Likelihood-free inference in high dimensions with synthetic likelihood. (English) Zbl 1469.62123 Comput. Stat. Data Anal. 128, 271-291 (2018). MSC: 62-08 62F15 PDFBibTeX XMLCite \textit{V. M. H. Ong} et al., Comput. Stat. Data Anal. 128, 271--291 (2018; Zbl 1469.62123) Full Text: DOI Link
Hwang, Sangheum; Jeong, Myong K. Robust relevance vector machine for classification with variational inference. (English) Zbl 1478.62168 Ann. Oper. Res. 263, No. 1-2, 21-43 (2018). MSC: 62H30 62G35 68T05 PDFBibTeX XMLCite \textit{S. Hwang} and \textit{M. K. Jeong}, Ann. Oper. Res. 263, No. 1--2, 21--43 (2018; Zbl 1478.62168) Full Text: DOI
Kim, Andy S. I.; Wand, Matt P. On expectation propagation for generalised, linear and mixed models. (English) Zbl 1521.62091 Aust. N. Z. J. Stat. 60, No. 1, 75-102 (2018). MSC: 62H22 62F15 62J05 PDFBibTeX XMLCite \textit{A. S. I. Kim} and \textit{M. P. Wand}, Aust. N. Z. J. Stat. 60, No. 1, 75--102 (2018; Zbl 1521.62091) Full Text: DOI
Ong, Victor M. H.; Nott, David J.; Tran, Minh-Ngoc; Sisson, Scott A.; Drovandi, Christopher C. Variational Bayes with synthetic likelihood. (English) Zbl 1384.65015 Stat. Comput. 28, No. 4, 971-988 (2018). MSC: 65C60 62F15 PDFBibTeX XMLCite \textit{V. M. H. Ong} et al., Stat. Comput. 28, No. 4, 971--988 (2018; Zbl 1384.65015) Full Text: DOI arXiv
Tan, Linda S. L.; Nott, David J. Gaussian variational approximation with sparse precision matrices. (English) Zbl 1384.62105 Stat. Comput. 28, No. 2, 259-275 (2018). MSC: 62F15 62J12 68T05 PDFBibTeX XMLCite \textit{L. S. L. Tan} and \textit{D. J. Nott}, Stat. Comput. 28, No. 2, 259--275 (2018; Zbl 1384.62105) Full Text: DOI arXiv
Ling, Hui ‘Fox’; Franzen, Christian Online learning of time-varying stochastic factor structure by variational sequential Bayesian factor analysis. (English) Zbl 1402.91714 Quant. Finance 17, No. 8, 1277-1304 (2017). MSC: 91G10 PDFBibTeX XMLCite \textit{H. Ling} and \textit{C. Franzen}, Quant. Finance 17, No. 8, 1277--1304 (2017; Zbl 1402.91714) Full Text: DOI
Jeon, Minjeong; Rijmen, Frank; Rabe-Hesketh, Sophia A variational maximization-maximization algorithm for generalized linear mixed models with crossed random effects. (English) Zbl 1402.62043 Psychometrika 82, No. 3, 693-716 (2017). MSC: 62F15 62J12 62P15 65C60 PDFBibTeX XMLCite \textit{M. Jeon} et al., Psychometrika 82, No. 3, 693--716 (2017; Zbl 1402.62043) Full Text: DOI
Scharf, Henry; Hooten, Mevin B.; Johnson, Devin S. Imputation approaches for animal movement modeling. (English) Zbl 1388.62351 J. Agric. Biol. Environ. Stat. 22, No. 3, 335-352 (2017). MSC: 62P12 62D05 92D50 PDFBibTeX XMLCite \textit{H. Scharf} et al., J. Agric. Biol. Environ. Stat. 22, No. 3, 335--352 (2017; Zbl 1388.62351) Full Text: DOI arXiv
Depraetere, Nicolas; Vandebroek, Martina A comparison of variational approximations for fast inference in mixed logit models. (English) Zbl 1417.62043 Comput. Stat. 32, No. 1, 93-125 (2017). MSC: 62F15 62-08 PDFBibTeX XMLCite \textit{N. Depraetere} and \textit{M. Vandebroek}, Comput. Stat. 32, No. 1, 93--125 (2017; Zbl 1417.62043) Full Text: DOI Link
Tan, Linda S. L. Stochastic variational inference for large-scale discrete choice models using adaptive batch sizes. (English) Zbl 1505.62399 Stat. Comput. 27, No. 1, 237-257 (2017). MSC: 62-08 62F15 62L20 PDFBibTeX XMLCite \textit{L. S. L. Tan}, Stat. Comput. 27, No. 1, 237--257 (2017; Zbl 1505.62399) Full Text: DOI arXiv
Ryan, Elizabeth G.; Drovandi, Christopher C.; McGree, James M.; Pettitt, Anthony N. A review of modern computational algorithms for Bayesian optimal design. (English) Zbl 07763475 Int. Stat. Rev. 84, No. 1, 128-154 (2016). MSC: 62-XX PDFBibTeX XMLCite \textit{E. G. Ryan} et al., Int. Stat. Rev. 84, No. 1, 128--154 (2016; Zbl 07763475) Full Text: DOI
White, Arthur; Murphy, Thomas Brendan Exponential family mixed membership models for soft clustering of multivariate data. (English) Zbl 1414.62284 Adv. Data Anal. Classif., ADAC 10, No. 4, 521-540 (2016). MSC: 62H30 PDFBibTeX XMLCite \textit{A. White} and \textit{T. B. Murphy}, Adv. Data Anal. Classif., ADAC 10, No. 4, 521--540 (2016; Zbl 1414.62284) Full Text: DOI arXiv Link
McGrory, C. A.; Pettitt, A. N.; Titterington, D. M.; Alston, C. L.; Kelly, M. Transdimensional sequential Monte Carlo using variational Bayes – SMCVB. (English) Zbl 1468.62137 Comput. Stat. Data Anal. 93, 246-254 (2016). MSC: 62-08 62F15 62H30 65C05 PDFBibTeX XMLCite \textit{C. A. McGrory} et al., Comput. Stat. Data Anal. 93, 246--254 (2016; Zbl 1468.62137) Full Text: DOI
Nagel, Joseph B.; Sudret, Bruno Spectral likelihood expansions for Bayesian inference. (English) Zbl 1351.62077 J. Comput. Phys. 309, 267-294 (2016). MSC: 62F15 62P30 65C05 65C60 PDFBibTeX XMLCite \textit{J. B. Nagel} and \textit{B. Sudret}, J. Comput. Phys. 309, 267--294 (2016; Zbl 1351.62077) Full Text: DOI arXiv
Tan, Linda S. L.; Ong, Victor M. H.; Nott, David J.; Jasra, Ajay Variational inference for sparse spectrum Gaussian process regression. (English) Zbl 1356.62040 Stat. Comput. 26, No. 6, 1243-1261 (2016). MSC: 62F15 62G08 60G15 PDFBibTeX XMLCite \textit{L. S. L. Tan} et al., Stat. Comput. 26, No. 6, 1243--1261 (2016; Zbl 1356.62040) Full Text: DOI arXiv
Lee, Cathy Yuen Yi; Wand, Matt P. Streamlined mean field variational Bayes for longitudinal and multilevel data analysis. (English) Zbl 1386.62005 Biom. J. 58, No. 4, 868-895 (2016). MSC: 62F15 62G08 PDFBibTeX XMLCite \textit{C. Y. Y. Lee} and \textit{M. P. Wand}, Biom. J. 58, No. 4, 868--895 (2016; Zbl 1386.62005) Full Text: DOI
Ala-Luhtala, Juha; Piché, Robert Gaussian scale mixture models for robust linear multivariate regression with missing data. (English) Zbl 1360.62016 Commun. Stat., Simulation Comput. 45, No. 3, 791-813 (2016). MSC: 62-07 62J05 PDFBibTeX XMLCite \textit{J. Ala-Luhtala} and \textit{R. Piché}, Commun. Stat., Simulation Comput. 45, No. 3, 791--813 (2016; Zbl 1360.62016) Full Text: DOI
Mensah, David K.; Nott, David J.; Tan, Linda S. L.; Marshall, Lucy Functional models for longitudinal data with covariate dependent smoothness. (English) Zbl 1332.62136 Electron. J. Stat. 10, No. 1, 527-549 (2016). MSC: 62G08 60G15 62F15 PDFBibTeX XMLCite \textit{D. K. Mensah} et al., Electron. J. Stat. 10, No. 1, 527--549 (2016; Zbl 1332.62136) Full Text: DOI Euclid
Waldmann, Elisabeth; Kneib, Thomas Variational approximations in geoadditive latent Gaussian regression: mean and quantile regression. (English) Zbl 1331.86030 Stat. Comput. 25, No. 6, 1247-1263 (2015). MSC: 86A32 62-07 PDFBibTeX XMLCite \textit{E. Waldmann} and \textit{T. Kneib}, Stat. Comput. 25, No. 6, 1247--1263 (2015; Zbl 1331.86030) Full Text: DOI
Menictas, Marianne; Wand, Matt P. Variational inference for heteroscedastic semiparametric regression. (English) Zbl 1331.62236 Aust. N. Z. J. Stat. 57, No. 1, 119-138 (2015). MSC: 62G08 62F15 PDFBibTeX XMLCite \textit{M. Menictas} and \textit{M. P. Wand}, Aust. N. Z. J. Stat. 57, No. 1, 119--138 (2015; Zbl 1331.62236) Full Text: DOI
Zhao, Kaifeng; Lian, Heng Variational inferences for partially linear additive models with variable selection. (English) Zbl 1506.62210 Comput. Stat. Data Anal. 80, 223-239 (2014). MSC: 62-08 62F15 62J05 PDFBibTeX XMLCite \textit{K. Zhao} and \textit{H. Lian}, Comput. Stat. Data Anal. 80, 223--239 (2014; Zbl 1506.62210) Full Text: DOI
Luts, Jan; Ormerod, John T. Mean field variational Bayesian inference for support vector machine classification. (English) Zbl 1506.62120 Comput. Stat. Data Anal. 73, 163-176 (2014). MSC: 62-08 68T05 62G08 62F15 62H30 PDFBibTeX XMLCite \textit{J. Luts} and \textit{J. T. Ormerod}, Comput. Stat. Data Anal. 73, 163--176 (2014; Zbl 1506.62120) Full Text: DOI arXiv
You, Chong; Ormerod, John T.; Müller, Samuel On variational Bayes estimation and variational information criteria for linear regression models. (English) Zbl 1334.62123 Aust. N. Z. J. Stat. 56, No. 1, 73-87 (2014). MSC: 62J05 62F15 60J22 62B10 PDFBibTeX XMLCite \textit{C. You} et al., Aust. N. Z. J. Stat. 56, No. 1, 73--87 (2014; Zbl 1334.62123) Full Text: DOI
Tan, Linda S. L.; Nott, David J. A stochastic variational framework for fitting and diagnosing generalized linear mixed models. (English) Zbl 1327.62167 Bayesian Anal. 9, No. 4, 963-1004 (2014). MSC: 62F15 62J12 62J20 PDFBibTeX XMLCite \textit{L. S. L. Tan} and \textit{D. J. Nott}, Bayesian Anal. 9, No. 4, 963--1004 (2014; Zbl 1327.62167) Full Text: DOI arXiv Euclid
Neville, Sarah E.; Ormerod, John T.; Wand, M. P. Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies. (English) Zbl 1298.62050 Electron. J. Stat. 8, No. 1, 1113-1151 (2014). MSC: 62F15 62J07 PDFBibTeX XMLCite \textit{S. E. Neville} et al., Electron. J. Stat. 8, No. 1, 1113--1151 (2014; Zbl 1298.62050) Full Text: DOI Euclid
Nathoo, F. S.; Babul, A.; Moiseev, A.; Virji-Babul, N.; Beg, M. F. A variational Bayes spatiotemporal model for electromagnetic brain mapping. (English) Zbl 1419.62415 Biometrics 70, No. 1, 132-143 (2014). MSC: 62P10 62F15 92C55 PDFBibTeX XMLCite \textit{F. S. Nathoo} et al., Biometrics 70, No. 1, 132--143 (2014; Zbl 1419.62415) Full Text: DOI
Zobay, O. Variational Bayesian inference with Gaussian-mixture approximations. (English) Zbl 1294.62053 Electron. J. Stat. 8, 355-389 (2014). MSC: 62F15 62E17 PDFBibTeX XMLCite \textit{O. Zobay}, Electron. J. Stat. 8, No. 1, 355--389 (2014; Zbl 1294.62053) Full Text: DOI Euclid
Waldmann, Elisabeth; Kneib, Thomas; Yue, Yu Ryan; Lang, Stefan; Flexeder, Claudia Bayesian semiparametric additive quantile regression. (English) Zbl 07257456 Stat. Model. 13, No. 3, 223-252 (2013). MSC: 62-XX PDFBibTeX XMLCite \textit{E. Waldmann} et al., Stat. Model. 13, No. 3, 223--252 (2013; Zbl 07257456) Full Text: DOI
Pham, Tung H.; Ormerod, John T.; Wand, M. P. Mean field variational Bayesian inference for nonparametric regression with measurement error. (English) Zbl 1471.62160 Comput. Stat. Data Anal. 68, 375-387 (2013). MSC: 62-08 62G08 62F15 PDFBibTeX XMLCite \textit{T. H. Pham} et al., Comput. Stat. Data Anal. 68, 375--387 (2013; Zbl 1471.62160) Full Text: DOI
Tan, Linda S. L.; Nott, David J. Variational inference for generalized linear mixed models using partially noncentered parametrizations. (English) Zbl 1331.62167 Stat. Sci. 28, No. 2, 168-188 (2013). MSC: 62F15 62J12 PDFBibTeX XMLCite \textit{L. S. L. Tan} and \textit{D. J. Nott}, Stat. Sci. 28, No. 2, 168--188 (2013; Zbl 1331.62167) Full Text: DOI arXiv Euclid
Nott, David J.; Tran, Minh-Ngoc; Leng, Chenlei Variational approximation for heteroscedastic linear models and matching pursuit algorithms. (English) Zbl 1322.62031 Stat. Comput. 22, No. 2, 497-512 (2012). MSC: 62-07 62J05 PDFBibTeX XMLCite \textit{D. J. Nott} et al., Stat. Comput. 22, No. 2, 497--512 (2012; Zbl 1322.62031) Full Text: DOI arXiv
Tran, Minh-Ngoc; Nott, David J.; Kohn, Robert Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts. (English) Zbl 1295.62039 Electron. J. Stat. 6, 1170-1199 (2012). MSC: 62G07 62G08 PDFBibTeX XMLCite \textit{M.-N. Tran} et al., Electron. J. Stat. 6, 1170--1199 (2012; Zbl 1295.62039) Full Text: DOI Euclid
Neville, Sarah E.; Palmer, M. J.; Wand, M. P. Generalized extreme value additive model analysis via mean field variational Bayes. (English) Zbl 1334.62031 Aust. N. Z. J. Stat. 53, No. 3, 305-330 (2011). MSC: 62F15 62J07 62P12 PDFBibTeX XMLCite \textit{S. E. Neville} et al., Aust. N. Z. J. Stat. 53, No. 3, 305--330 (2011; Zbl 1334.62031) Full Text: DOI
Wand, M. P.; Ormerod, J. T. Penalized wavelets: embedding wavelets into semiparametric regression. (English) Zbl 1271.62089 Electron. J. Stat. 5, 1654-1717 (2011). MSC: 62G08 42C40 62F05 PDFBibTeX XMLCite \textit{M. P. Wand} and \textit{J. T. Ormerod}, Electron. J. Stat. 5, 1654--1717 (2011; Zbl 1271.62089) Full Text: DOI Euclid
Goldsmith, Jeff; Wand, Matt P.; Crainiceanu, Ciprian Functional regression via variational Bayes. (English) Zbl 1274.62200 Electron. J. Stat. 5, 572-602 (2011). MSC: 62F15 62G15 62G09 65C60 62P10 PDFBibTeX XMLCite \textit{J. Goldsmith} et al., Electron. J. Stat. 5, 572--602 (2011; Zbl 1274.62200) Full Text: DOI Euclid
Ormerod, John T. Grid based variational approximations. (English) Zbl 1247.62093 Comput. Stat. Data Anal. 55, No. 1, 45-56 (2011). MSC: 62F15 PDFBibTeX XMLCite \textit{J. T. Ormerod}, Comput. Stat. Data Anal. 55, No. 1, 45--56 (2011; Zbl 1247.62093) Full Text: DOI
Hall, Peter; Pham, Tung; Wand, M. P.; Wang, S. S. J. Asymptotic normality and valid inference for Gaussian variational approximation. (English) Zbl 1231.62029 Ann. Stat. 39, No. 5, 2502-2532 (2011). MSC: 62F12 62J12 62F25 62E20 65C60 PDFBibTeX XMLCite \textit{P. Hall} et al., Ann. Stat. 39, No. 5, 2502--2532 (2011; Zbl 1231.62029) Full Text: DOI arXiv
Nott, David J.; Li, Jialiang; Fielding, Mark Importance sampling as a variational approximation. (English) Zbl 1221.65029 Stat. Probab. Lett. 81, No. 8, 1052-1055 (2011). MSC: 65C60 62C10 62D05 PDFBibTeX XMLCite \textit{D. J. Nott} et al., Stat. Probab. Lett. 81, No. 8, 1052--1055 (2011; Zbl 1221.65029) Full Text: DOI