TY - GEN
T1 - Variational inference for multiplicative intensity models
AU - LAU, John W.
AU - CRIPPS, Edward
AU - HUI, Wendy
PY - 2020/6
Y1 - 2020/6
N2 - We extend variational inference approximation of probability density functions to multiplicative intensity functions. For Bayesian nonparametrics, this provides a computationally efficient alternative to the blocked Gibbs sampler described in Ishwaran and James (2004). Simulation results are presented to demonstrate performance.
AB - We extend variational inference approximation of probability density functions to multiplicative intensity functions. For Bayesian nonparametrics, this provides a computationally efficient alternative to the blocked Gibbs sampler described in Ishwaran and James (2004). Simulation results are presented to demonstrate performance.
KW - Variational inference
KW - Multiplicative intensity
KW - Bayesian nonparametrics
UR - http://www.scopus.com/inward/record.url?scp=85079409837&partnerID=8YFLogxK
U2 - 10.1016/j.spl.2020.108720
DO - 10.1016/j.spl.2020.108720
M3 - Other Article
SN - 0167-7152
VL - 161
SP - 108720
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
ER -