Title
Explaining variational approximations
Document Type
Journal Article
RIS ID
33703
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
COinS
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Publication Details
Ormerod, J. T. & Wand, M. P.. (2010). Explaining variational approximations. American Statistician, 64 (2), 140-153.