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Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…
Variational Bayes (VB) is a recent approximate method for Bayesian inference. It has the merit of being a fast and scalable alternative to Markov Chain Monte Carlo (MCMC) but its approximation error is often unknown. In this paper, we…
Variational Bayes (VB) has become a widely-used tool for Bayesian inference in statistics and machine learning. Nonetheless, the development of the existing VB algorithms is so far generally restricted to the case where the variational…
Variational Bayes (VB) is rapidly becoming a popular tool for Bayesian inference in statistical modeling. However, the existing VB algorithms are restricted to cases where the likelihood is tractable, which precludes the use of VB in many…
Variational Bayes methods approximate the posterior density by a family of tractable distributions whose parameters are estimated by optimisation. Variational approximation is useful when exact inference is intractable or very costly. Our…
With the advancements of computer architectures, the use of computational models proliferates to solve complex problems in many scientific applications such as nuclear physics and climate research. However, the potential of such models is…
Variational Bayes (VB) is a common strategy for approximate Bayesian inference, but simple methods are only available for specific classes of models including, in particular, representations having conditionally conjugate constructions…
Model comparison is the cornerstone of theoretical progress in psychological research. Common practice overwhelmingly relies on tools that evaluate competing models by balancing in-sample descriptive adequacy against model flexibility, with…
Variational Bayes (VB) inference is one of the most important algorithms in machine learning and widely used in engineering and industry. However, VB is known to suffer from the problem of local optima. In this Letter, we generalize VB by…
The digital telecommunications receiver is an important context for inference methodology, the key objective being to minimize the expected loss function in recovering the transmitted information. For that criterion, the optimal decision is…
Despite the popularism of Bayesian neural networks in recent years, its use is somewhat limited in complex and big data situations due to the computational cost associated with full posterior evaluations. Variational Bayes (VB) provides a…
Bayesian approach, as a useful tool for quantifying uncertainties, has been widely used for solving inverse problems of partial differential equations (PDEs). One of the key difficulties for employing Bayesian approach for the issue is how…
Variational Bayes (VB) inference algorithm is used widely to estimate both the parameters and the unobserved hidden variables in generative statistical models. The algorithm -- inspired by variational methods used in computational physics…
The Infinite Relational Model (IRM) is a probabilistic model for relational data clustering that partitions objects into clusters based on observed relationships. This paper presents Averaged CVB (ACVB) solutions for IRM,…
Mean field variational Bayes (MFVB) is a popular posterior approximation method due to its fast runtime on large-scale data sets. However, it is well known that a major failing of MFVB is that it underestimates the uncertainty of model…
Variational Bayesian (VB) methods produce posterior inference in a time frame considerably smaller than traditional Markov Chain Monte Carlo approaches. Although the VB posterior is an approximation, it has been shown to produce good…
Gaussian and discrete non-Gaussian spatial datasets are common across fields like public health, ecology, geosciences, and social sciences. Bayesian spatial generalized linear mixed models (SGLMMs) are a flexible class of models for…
Variational Bayes (VB), a method originating from machine learning, enables fast and scalable estimation of complex probabilistic models. Thus far, applications of VB in discrete choice analysis have been limited to mixed logit models with…
We propose a family of variational approximations to Bayesian posterior distributions, called $\alpha$-VB, with provable statistical guarantees. The standard variational approximation is a special case of $\alpha$-VB with $\alpha=1$. When…
Mean-field Variational Bayes (MFVB) is an approximate Bayesian posterior inference technique that is increasingly popular due to its fast runtimes on large-scale datasets. However, even when MFVB provides accurate posterior means for…