Updating Variational Bayes: fast sequential posterior inference.
Nathaniel TomasettiCatherine S. ForbesAnastasios PanagiotelisPublished in: Stat. Comput. (2022)
Keyphrases
- variational bayes
- posterior distribution
- latent variables
- hyperparameters
- bayesian inference
- probability distribution
- markov chain monte carlo
- bayesian learning
- bayesian framework
- free energy
- probabilistic model
- gaussian process
- parameter estimation
- maximum a posteriori
- expectation propagation
- gaussian mixture model
- posterior probability
- model selection
- random variables
- exponential family
- log likelihood
- prior information
- cross validation
- expectation maximization
- machine learning
- least squares
- generative model
- latent dirichlet allocation
- markov random field
- mixture model
- topic models
- support vector
- closed form