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Laplace Variational Approximation for Semiparametric Regression in the Presence of Heteroskedastic Errors
Variational approximations provide fast, deterministic alternatives to Markov Chain Monte Carlo for Bayesian inference on the parameters of complex, hierarchical models. Variational approximations are often limited in practicality in the absence of conjugate posterior distributions. Recent work has...
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| Yayımlandı: | J Comput Graph Stat |
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| Asıl Yazarlar: | , , |
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
2016
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| Konular: | |
| Online Erişim: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5033129/ https://ncbi.nlm.nih.gov/pubmed/27667910 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/10618600.2014.983642 |
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