Generalized Extreme Value Additive Model Analysis Via Mean Field Variational Bayes

Blackwell Publishing Ltd
Publication Type:
Journal Article
Australian & New Zealand Journal of Statistics, 2011, 53 (3), pp. 305 - 330
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We develop Mean Field Variational Bayes methodology for fast approximate inference in Bayesian Generalized Extreme Value additive model analysis. Such models are useful for flexibly assessing the impact of continuous predictor variables on sample extreme
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