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Explaining Variational Approximations
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Cited by:
- Angelo Mele, 2013. "Approximate variational inference for a model of social interactions," Working Papers 13-16, NET Institute.
- Mengbing Li & Daniel E. Park & Maliha Aziz & Cindy M. Liu & Lance B. Price & Zhenke Wu, 2023. "Integrating sample similarities into latent class analysis: a tree‐structured shrinkage approach," Biometrics, The International Biometric Society, vol. 79(1), pages 264-279, March.
- Steffen Nestler & Edgar Erdfelder, 2023. "Random Effects Multinomial Processing Tree Models: A Maximum Likelihood Approach," Psychometrika, Springer;The Psychometric Society, vol. 88(3), pages 809-829, September.
- Chan, Joshua C.C. & Yu, Xuewen, 2022.
"Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Joshua C.C. Chan & Xuewen Yu, 2020. "Fast and accurate variational inference for large Bayesian VARs with stochastic volatility," CAMA Working Papers 2020-108, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Joshua C. C. Chan & Xuewen Yu, 2022. "Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility," Papers 2206.08438, arXiv.org.
- Gefang, Deborah & Koop, Gary & Poon, Aubrey, 2023. "Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage," International Journal of Forecasting, Elsevier, vol. 39(1), pages 346-363.
- Hui ‘Fox’ Ling & Christian Franzen, 2017. "Online learning of time-varying stochastic factor structure by variational sequential Bayesian factor analysis," Quantitative Finance, Taylor & Francis Journals, vol. 17(8), pages 1277-1304, August.
- Deborah Gefang & Gary Koop & Aubrey Poon, 2019.
"Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage,"
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers
ESCoE DP-2019-07, Economic Statistics Centre of Excellence (ESCoE).
- Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage," CAMA Working Papers 2019-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Discussion Papers in Economics 19/05, Division of Economics, School of Business, University of Leicester.
- Arthur White & Thomas Brendan Murphy, 2016. "Exponential family mixed membership models for soft clustering of multivariate data," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 10(4), pages 521-540, December.
- Gary Koop & Dimitris Korobilis, 2023.
"Bayesian Dynamic Variable Selection In High Dimensions,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1047-1074, August.
- Gary Koop & Dimitris Korobilis, 2018. "Bayesian dynamic variable selection in high dimensions," Papers 1809.03031, arXiv.org, revised May 2020.
- Korobilis, Dimitris & Koop, Gary, 2020. "Bayesian dynamic variable selection in high dimensions," MPRA Paper 100164, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2020. "Bayesian dynamic variable selection in high dimensions," Working Papers 2020_11, Business School - Economics, University of Glasgow.
- Steffen Nestler & Sarah Humberg, 2022. "A Lasso and a Regression Tree Mixed-Effect Model with Random Effects for the Level, the Residual Variance, and the Autocorrelation," Psychometrika, Springer;The Psychometric Society, vol. 87(2), pages 506-532, June.
- Philip T. Reiss & Jeff Goldsmith, 2017. "Comment," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(517), pages 161-164, January.
- Korobilis, Dimitris & Koop, Gary, 2018.
"Variational Bayes inference in high-dimensional time-varying parameter models,"
Essex Finance Centre Working Papers
22665, University of Essex, Essex Business School.
- Koop, Gary & Korobilis, Dimitris, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," MPRA Paper 87972, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Working Paper series 18-31, Rimini Centre for Economic Analysis.
- Rub'en Loaiza-Maya & Didier Nibbering, 2022. "Fast variational Bayes methods for multinomial probit models," Papers 2202.12495, arXiv.org, revised Oct 2022.
- Hajargasht, Gholamreza & Rao, D.S. Prasada, 2019.
"Multilateral index number systems for international price comparisons: Properties, existence and uniqueness,"
Journal of Mathematical Economics, Elsevier, vol. 83(C), pages 36-47.
- Gholamreza Hajargasht & Prasada Rao, 2018. "Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness," Papers 1811.04197, arXiv.org, revised Dec 2018.
- Gholamreza Hajargasht & D.S. Prasada Rao, 2019. "Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness," CEPA Working Papers Series WP032019, School of Economics, University of Queensland, Australia.
- Ruben Loaiza-Maya & Michael Stanley Smith, 2017. "Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series," Papers 1712.09150, arXiv.org, revised Jul 2018.
- Mauro Bernardi & Daniele Bianchi & Nicolas Bianco, 2022. "Smoothing volatility targeting," Papers 2212.07288, arXiv.org.
- Matias Quiroz & Robert Kohn & Mattias Villani & Minh-Ngoc Tran, 2019.
"Speeding Up MCMC by Efficient Data Subsampling,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 831-843, April.
- Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015. "Speeding Up Mcmc By Efficient Data Subsampling," Working Paper Series 297, Sveriges Riksbank (Central Bank of Sweden).
- Kohn, Robert & Quiroz, Matias & Tran, Minh-Ngoc & Villani, Mattias, 2016. "Speeding up MCMC by Efficient Data Subsampling," Working Papers 2123/16205, University of Sydney Business School, Discipline of Business Analytics.
- Nicolas Depraetere & Martina Vandebroek, 2017. "A comparison of variational approximations for fast inference in mixed logit models," Computational Statistics, Springer, vol. 32(1), pages 93-125, March.
- Martin, Gael M. & Frazier, David T. & Maneesoonthorn, Worapree & Loaiza-Maya, Rubén & Huber, Florian & Koop, Gary & Maheu, John & Nibbering, Didier & Panagiotelis, Anastasios, 2024.
"Bayesian forecasting in economics and finance: A modern review,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 811-839.
- Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2022. "Bayesian Forecasting in Economics and Finance: A Modern Review," Papers 2212.03471, arXiv.org, revised Jul 2023.
- Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023. "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers 1/23, Monash University, Department of Econometrics and Business Statistics.
- Linda S. L. Tan, 2021. "Use of model reparametrization to improve variational Bayes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(1), pages 30-57, February.
- Joshua Chan, 2023. "BVARs and Stochastic Volatility," Papers 2310.14438, arXiv.org.
- T. Rajala & D. J. Murrell & S. C. Olhede, 2018. "Detecting multivariate interactions in spatial point patterns with Gibbs models and variable selection," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(5), pages 1237-1273, November.
- repec:csb:stintr:v:17:y:2016:i:1:p:91-104 is not listed on IDEAS
- Badi H. Baltagi & Georges Bresson & Jean-Michel Etienne, 2020.
"Growth Empirics: a Bayesian Semiparametric Model With Random Coefficients for a Panel of OECD Countries,"
Advances in Econometrics, in: Essays in Honor of Cheng Hsiao, volume 41, pages 217-253,
Emerald Group Publishing Limited.
- Badi Baltagi & Georges Bresson & Jean-Michel Etienne, 2020. "Growth Empirics: A Bayesian Semiparametric Model with Random Coefficients for a Panel of OECD Countries," Center for Policy Research Working Papers 229, Center for Policy Research, Maxwell School, Syracuse University.
- Gholamreza Hajargasht & William E. Griffiths, 2018.
"Estimation and testing of stochastic frontier models using variational Bayes,"
Journal of Productivity Analysis, Springer, vol. 50(1), pages 1-24, October.
- Gholamreza Hajargasht & William E. Griffiths, 2016. "Estimation and Testing of Stochastic Frontier Models using Variational Bayes," Department of Economics - Working Papers Series 2024, The University of Melbourne.
- Bresson Georges & Chaturvedi Anoop & Rahman Mohammad Arshad & Shalabh, 2021.
"Seemingly unrelated regression with measurement error: estimation via Markov Chain Monte Carlo and mean field variational Bayes approximation,"
The International Journal of Biostatistics, De Gruyter, vol. 17(1), pages 75-97, May.
- Georges Bresson & Anoop Chaturvedi & Mohammad Arshad Rahman & Shalabh, 2020. "Seemingly Unrelated Regression with Measurement Error: Estimation via Markov chain Monte Carlo and Mean Field Variational Bayes Approximation," Papers 2006.07074, arXiv.org.
- Falk Bräuning & Siem Jan Koopman, 2016.
"The Dynamic Factor Network Model with an Application to Global Credit-Risk,"
Tinbergen Institute Discussion Papers
16-105/III, Tinbergen Institute.
- Falk Bräuning & Siem Jan Koopman, 2016. "The dynamic factor network model with an application to global credit risk," Working Papers 16-13, Federal Reserve Bank of Boston.
- Elisabeth Waldmann & Thomas Kneib & Yu Ryan Yu & Stefan Lang, 2012. "Bayesian semiparametric additive quantile regression," Working Papers 2012-06, Faculty of Economics and Statistics, Universität Innsbruck.
- Loaiza-Maya, Rubén & Smith, Michael Stanley & Nott, David J. & Danaher, Peter J., 2022.
"Fast and accurate variational inference for models with many latent variables,"
Journal of Econometrics, Elsevier, vol. 230(2), pages 339-362.
- Rub'en Loaiza-Maya & Michael Stanley Smith & David J. Nott & Peter J. Danaher, 2020. "Fast and Accurate Variational Inference for Models with Many Latent Variables," Papers 2005.07430, arXiv.org, revised Apr 2021.
- Gael M. Martin & David T. Frazier & Christian P. Robert, 2022. "Computing Bayes: From Then `Til Now," Monash Econometrics and Business Statistics Working Papers 14/22, Monash University, Department of Econometrics and Business Statistics.
- Gunawan, David & Kohn, Robert & Nott, David, 2021. "Variational Bayes approximation of factor stochastic volatility models," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1355-1375.
- Abdallah, Imad & Tatsis, Konstantinos & Chatzi, Eleni, 2020. "Unsupervised local cluster-weighted bootstrap aggregating the output from multiple stochastic simulators," Reliability Engineering and System Safety, Elsevier, vol. 199(C).
- Bruno Jacobs & Dennis Fok & Bas Donkers, 2021.
"Understanding Large-Scale Dynamic Purchase Behavior,"
Marketing Science, INFORMS, vol. 40(5), pages 844-870, September.
- Jacobs, B.J.D. & Fok, D. & Donkers, A.C.D., 2020. "Understanding Large-Scale Dynamic Purchase Behavior," ERIM Report Series Research in Management ERS-2020-010-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Ong, Victor M.-H. & Nott, David J. & Tran, Minh-Ngoc & Sisson, Scott A. & Drovandi, Christopher C., 2018. "Likelihood-free inference in high dimensions with synthetic likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 128(C), pages 271-291.
- Bansal, Prateek & Krueger, Rico & Graham, Daniel J., 2021. "Fast Bayesian estimation of spatial count data models," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
- Gefang, Deborah & Hall, Stephen G. & Tavlas, George S. & Wang, Yongli, 2024. "Quantifying spillovers among regions," Journal of International Money and Finance, Elsevier, vol. 140(C).
- Nott, David J. & Li, Jialiang & Fielding, Mark, 2011. "Importance sampling as a variational approximation," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1052-1055, August.
- Rico Krueger & Prateek Bansal & Michel Bierlaire & Ricardo A. Daziano & Taha H. Rashidi, 2019. "Variational Bayesian Inference for Mixed Logit Models with Unobserved Inter- and Intra-Individual Heterogeneity," Papers 1905.00419, arXiv.org, revised Jan 2020.
- Hernandez-Stumpfhauser Daniel & Breidt F. Jay & Opsomer Jean D., 2016. "Variational Approximations for Selecting Hierarchical Models of Circular Data in a Small Area Estimation Application," Statistics in Transition New Series, Polish Statistical Association, vol. 17(1), pages 91-104, March.
- Yin Song & Shufei Ge & Jiguo Cao & Liangliang Wang & Farouk S. Nathoo, 2022. "A Bayesian spatial model for imaging genetics," Biometrics, The International Biometric Society, vol. 78(2), pages 742-753, June.
- Minjeong Jeon & Frank Rijmen & Sophia Rabe-Hesketh, 2017. "A Variational Maximization–Maximization Algorithm for Generalized Linear Mixed Models with Crossed Random Effects," Psychometrika, Springer;The Psychometric Society, vol. 82(3), pages 693-716, September.
- Kazuhiro Yamaguchi & Kensuke Okada, 2020. "Variational Bayes Inference for the DINA Model," Journal of Educational and Behavioral Statistics, , vol. 45(5), pages 569-597, October.
- Youngseon Lee & Seongil Jo & Jaeyong Lee, 2022. "A variational inference for the Lévy adaptive regression with multiple kernels," Computational Statistics, Springer, vol. 37(5), pages 2493-2515, November.
- Sangheum Hwang & Myong K. Jeong, 2018. "Robust relevance vector machine for classification with variational inference," Annals of Operations Research, Springer, vol. 263(1), pages 21-43, April.
- Asim Ansari & Yang Li & Jonathan Z. Zhang, 2018. "Probabilistic Topic Model for Hybrid Recommender Systems: A Stochastic Variational Bayesian Approach," Marketing Science, INFORMS, vol. 37(6), pages 987-1008, November.
- Luts, Jan & Ormerod, John T., 2014. "Mean field variational Bayesian inference for support vector machine classification," Computational Statistics & Data Analysis, Elsevier, vol. 73(C), pages 163-176.
- Gholamreza Hajargasht, 2015. "Stochastic frontiers with a Rayleigh distribution," Journal of Productivity Analysis, Springer, vol. 44(2), pages 199-208, October.
- Gerlach, Richard & Abeywardana, Sachin, 2016. "Variational Bayes for assessment of dynamic quantile forecasts," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1385-1402.
- Zhao, Kaifeng & Lian, Heng, 2014. "Variational inferences for partially linear additive models with variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 80(C), pages 223-239.
- Gael M. Martin & David T. Frazier & Christian P. Robert, 2020. "Computing Bayes: Bayesian Computation from 1763 to the 21st Century," Monash Econometrics and Business Statistics Working Papers 14/20, Monash University, Department of Econometrics and Business Statistics.
- Prateek Bansal & Rico Krueger & Michel Bierlaire & Ricardo A. Daziano & Taha H. Rashidi, 2019. "Bayesian Estimation of Mixed Multinomial Logit Models: Advances and Simulation-Based Evaluations," Papers 1904.03647, arXiv.org, revised Dec 2019.
- Gael M. Martin & David T. Frazier & Christian P. Robert, 2021. "Approximating Bayes in the 21st Century," Monash Econometrics and Business Statistics Working Papers 24/21, Monash University, Department of Econometrics and Business Statistics.
- Deborah Gefang & Stephen G. Hall & George S. Tavlas, 2022. "Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices," Papers 2205.15420, arXiv.org, revised Aug 2023.
- F. S. Nathoo & A. Babul & A. Moiseev & N. Virji-Babul & M. F. Beg, 2014. "A variational Bayes spatiotemporal model for electromagnetic brain mapping," Biometrics, The International Biometric Society, vol. 70(1), pages 132-143, March.
- Elizabeth G. Ryan & Christopher C. Drovandi & James M. McGree & Anthony N. Pettitt, 2016. "A Review of Modern Computational Algorithms for Bayesian Optimal Design," International Statistical Review, International Statistical Institute, vol. 84(1), pages 128-154, April.
- McGrory, C.A. & Pettitt, A.N. & Titterington, D.M. & Alston, C.L. & Kelly, M., 2016. "Transdimensional sequential Monte Carlo using variational Bayes — SMCVB," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 246-254.
- Daniel Hernandez-Stumpfhauser & F. Jay Breidt & Jean D. Opsomer, 2016. "Variational Approximations For Selecting Hierarchical Models Of Circular Data In A Small Area Estimation Application," Statistics in Transition New Series, Polish Statistical Association, vol. 17(1), pages 91-104, March.
- Bräuning, Falk & Koopman, Siem Jan, 2020. "The dynamic factor network model with an application to international trade," Journal of Econometrics, Elsevier, vol. 216(2), pages 494-515.
- Mauro Bernardi & Daniele Bianchi & Nicolas Bianco, 2022. "Variational inference for large Bayesian vector autoregressions," Papers 2202.12644, arXiv.org, revised Jun 2023.
- Bansal, Prateek & Krueger, Rico & Bierlaire, Michel & Daziano, Ricardo A. & Rashidi, Taha H., 2020. "Bayesian estimation of mixed multinomial logit models: Advances and simulation-based evaluations," Transportation Research Part B: Methodological, Elsevier, vol. 131(C), pages 124-142.
- Ormerod, John T., 2011. "Grid based variational approximations," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 45-56, January.
- Daziano, Ricardo A., 2022. "Willingness to delay charging of electric vehicles," Research in Transportation Economics, Elsevier, vol. 94(C).
- Reza Hajargasht, 2019. "Approximation Properties of Variational Bayes for Vector Autoregressions," Papers 1903.00617, arXiv.org.
- Kazuhiro Yamaguchi, 2023. "Bayesian Analysis Methods for Two-Level Diagnosis Classification Models," Journal of Educational and Behavioral Statistics, , vol. 48(6), pages 773-809, December.
- Henry Scharf & Mevin B. Hooten & Devin S. Johnson, 2017. "Imputation Approaches for Animal Movement Modeling," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 22(3), pages 335-352, September.
- Sebastian Jaimungal, 2022. "Reinforcement learning and stochastic optimisation," Finance and Stochastics, Springer, vol. 26(1), pages 103-129, January.
- Xiaoping Shi & Xiang-Sheng Wang & Augustine Wong, 2022. "Explicit Gaussian Variational Approximation for the Poisson Lognormal Mixed Model," Mathematics, MDPI, vol. 10(23), pages 1-18, December.
- Luca Benedetti & Eric Boniardi & Leonardo Chiani & Jacopo Ghirri & Marta Mastropietro & Andrea Cappozzo & Francesco Denti, 2024. "Variational inference for semiparametric Bayesian novelty detection in large datasets," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 18(3), pages 681-703, September.