Gaussian Variational Approximation With a Factor Covariance Structure-Reference-Cited by-同舟云学术

Gaussian Variational Approximation With a Factor Covariance Structure

Published:2018-06-05 Issue:3 Volume:27 Page:465-478
ISSN:1061-8600
Container-title:Journal of Computational and Graphical Statistics
language:en
Short-container-title:Journal of Computational and Graphical Statistics

Author:

Ong Victor M.-H.¹,Nott David J.¹²,Smith Michael S.³

Affiliation:

1. Department of Statistics and Applied Probability, National University of Singapore, Singapore

2. Institute of Operations Research and Analytics, National University of Singapore, Singapore

3. Melbourne Business School, University of Melbourne, Carlton, VIC, Australia

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Discrete Mathematics and Combinatorics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10618600.2017.1390472

Reference48 articles.

1. Archer, E., Park, I. M., Buesing, L., Cunningham, J., and Paninski, L. (2016), “Black Box Variational Inference for State Space Models,” arXiv:1511.07367.

2. Latent Variable Models and Factor Analysis

3. Large-Scale Machine Learning with Stochastic Gradient Descent

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