Open Conference Systems, 50th Scientific meeting of the Italian Statistical Society

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Variational Approximations for Frequentist and Bayesian Inference
Luca Maestrini

Last modified: 2018-05-22


Variational approximations are a flexible instrument for deterministic approximate inference in complex statistical models. We illustrate the concept of variational approximation from both frequentist and Bayesian perspectives, providing methodological examples that take advantage of the classical concepts of exponential families.


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