Variational inference for marginal longitudinal semiparametric regression

Stat

Volumn 2, Issue 1, 2013, Pages 61-71

  Menictas, Marianne ^a   Wand, Matt P ^a  

^a UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

Author keywords

Bayesian computing; Longitudinal data analysis; Mean field variational Bayes

Indexed keywords

EID: 84878567859     PISSN: None     EISSN: 20491573     Source Type: Journal    
DOI: 10.1002/sta4.18     Document Type: Article

References (11)

1. Al Kadiri, M, Carroll, RJ & Wand, MP (2010), 'Marginal longitudinal semiparametric regression via penalized splines', Statistics and Probability Letters, 80, 1242-1252.
2. Armagan, A, Dunson, DB & Clyde, M. (2011), Generalized Beta Mixtures of Gaussians, Advances in Neural Information Processing Systems 24 in Shawe-Taylor, J, Zemel, RS, Bartlett, P, Pereira, F & Weinberger, KQ (eds.), pp. 523-531.
3. Bishop, C M (2006), Pattern Recognition and Machine Learning, Springer, New York.
4. Faes, C, Ormerod, JT & Wand, MP (2010), 'Variational Bayesian inference for parametric and nonparametric regression with missing data', Journal of the American Statistical Association, 106, 959-971.
5. Huang, A & Wand, MP (2013), 'Simple marginally noninformative prior distributions for covariance matrices', Bayesian Analysis. in press.
6. Lee, Y, Nelder, J A & Pawitan, Y (2006), Generalized Linear Models with Random Effects, Chapman & Hall/CRC, Boca Raton, USA.
7. Ormerod, JT & Wand, MP (2010), 'Explaining variational approximations', The American Statistician, 64, 140-153.
8. Robinson, GK (1991), 'That BLUP is a good thing: the estimation of random effects (with discussion)', Statistical Science, 6, 15-51.
9. Spiegelhalter, DJ, Thomas, A, Best, NG, Gilks, WR & Lunn, D (2003), BUGS: Bayesian inference using Gibbs sampling, Medical Research Council Biostatistics Unit, Cambridge, UK. http://www.mrc-bsu.cam.ac.uk/bugs.
10. Wand, MP & Ormerod, JT (2011), 'Penalized wavelets: embedding wavelets into semiparametric regression', Electronic Journal of Statistics, 5, 1654-1717.
11. Wand, MP, Ormerod, JT, Padoan, SA & Frühwirth, R (2011), 'Mean field variational Bayes for elaborate distributions', Bayesian Analysis, 64, 847-900.