Explaining variational approximations

Authors

J T. Ormerod, University of SydneyFollow
M P. Wand, University of WollongongFollow

RIS ID

33703

Publication Details

Ormerod, J. T. & Wand, M. P.. (2010). Explaining variational approximations. American Statistician, 64 (2), 140-153.

Abstract

Variational approximations facilitate approximate inference for the parameters in complex statistical models and provide fast, deterministic alternatives to Monte Carlo methods. However, much of the contemporary literature on variational approximations is in Computer Science rather than Statistics, and uses terminology, notation, and examples from the former field. In this article we explain variational approximation in statistical terms. In particular, we illustrate the ideas of variational approximation using examples that are familiar to statisticians.

Grant Number

ARC/DP0877055

Additional Grant Number

http://purl.org/au-research/grants/ARC/DP0877055