Variational inference for marginal longitudinal semiparametric regression
Variational inference for marginal longitudinal semiparametric regression
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DOI：
10.1002/sta4.18
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发表时间：
2013-01-01
期刊：
影响因子：
1.7
通讯作者：
Wand, Matt P.
中科院分区：
文献类型：
--
作者：
Menictas, Marianne;Wand, Matt P.
给出了边际纵向半参数回归中近似贝叶斯推断的变分推断方法。与现有的马尔可夫链蒙特卡罗方法相比，拟合和推理速度要快得多。数值研究表明，对于所考虑的这类模型，新方法是非常准确的。版权所有(C)2013 John Wiley&Sons，Ltd.
We derive a variational inference procedure for approximate Bayesian inference in marginal longitudinal semi-parametric regression. Fitting and inference is much faster than existing Markov chain Monte Carlo approaches. Numerical studies indicate that the new methodology is very accurate for the class of models under consideration. Copyright (C) 2013 John Wiley & Sons, Ltd.