R-VGAL: a sequential variational Bayes algorithm for generalised linear mixed models.

Bao Anh Vu David Gunawan Andrew Zammit-Mangion

Published in: Stat. Comput. (2024)

Keyphrases

variational bayes
learning algorithm
dynamic programming
probabilistic model
monte carlo
k means
worst case
simulated annealing
expectation maximization
parameter estimation
bayesian framework
incomplete data
similarity measure
optimal solution
markov chain
closed form
prior information
machine learning