Gaussian Variational Approximation With a Factor Covariance Structure
نویسندگان
چکیده
منابع مشابه
Gaussian variational approximation with a factor covariance structure
Variational approximation methods have proven to be useful for scaling Bayesian computations to large data sets and highly parametrized models. Applying variational methods involves solving an optimization problem, and recent research in this area has focused on stochastic gradient ascent methods as a general approach to implementation. Here variational approximation is considered for a posteri...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2018
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2017.1390472