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Basics of Variational Approximations

James Totterdell

2021-03-24

Source: vignettes/web_only/00-basics.Rmd
00-basics.Rmd

(Ormerod and Wand 2010)

(Rhode and Wand 2016)

References

Ormerod, John T., and Matt P. Wand. 2010. “Explaining Variational Approximations.” The American Statistician 64 (2): 140–53.
Rhode, David, and Matt P. Wand. 2016. “Semiparametric Mean Field Variational Bayes: General Principles and Numerical Issues.” Journal of Machine Learning Research 17: 1–47.