A variational approximation for analyzing the dynamics of panel data.
Jurijs NazarovsRudrasis ChakrabortySongwong TasneeyapantSathya N. RaviVikas SinghPublished in: UAI (2021)
Keyphrases
- panel data
- variational approximation
- em algorithm
- bayesian inference
- latent variables
- approximate inference
- variational inference
- exact inference
- kullback leibler
- stock returns
- variational bayes
- parameter estimation
- maximum likelihood
- graphical models
- decision trees
- markov chain monte carlo
- medical images
- probabilistic model