Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models.
Hans J. SkaugDavid A. FournierPublished in: Comput. Stat. Data Anal. (2006)
Keyphrases
- marginal likelihood
- hierarchical models
- model selection
- exact inference
- approximate inference
- gaussian process
- hierarchical model
- information criterion
- hyperparameters
- closed form
- hierarchical structures
- bayesian networks
- expectation propagation
- graphical models
- bayesian information criterion
- exponential family
- variational methods
- probabilistic inference
- belief propagation
- factor analysis
- free energy
- approximation algorithms
- parameter estimation
- em algorithm
- text mining
- machine learning
- bayesian inference
- least squares