Explaining variational approximations

Publication Type:
Journal Article
Citation:
American Statistician, 2010, 64 (2), pp. 140 - 153
Issue Date:
2010-05-01
Metrics:
Full metadata record
Files in This Item:
Filename Description Size
Thumbnail2010000255OK.pdf399.91 kB
Adobe PDF
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. © 2010 American Statistical Association.
Please use this identifier to cite or link to this item: