Please use this identifier to cite or link to this item:
http://hdl.handle.net/1942/12878
Title: | Variational Bayesian Inference for Parametric and Nonparametric Regression With Missing Data | Authors: | FAES, Christel Ormerod, J. T. Wand, M. P. |
Issue Date: | 2011 | Publisher: | AMER STATISTICAL ASSOC | Source: | JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 106(495), p. 959-971 | Abstract: | Bayesian hierarchical models are attractive structures for conducting regression analyses when the data are subject to missingness. However, the requisite probability calculus is challenging and Monte Carlo methods typically are employed. We develop an alternative approach based on deterministic variational Bayes approximations. Both parametric and nonparametric regression are considered. Attention is restricted to the more challenging case of missing predictor data. We demonstrate that variational Bayes can achieve good accuracy, but with considerably less computational overhead. The main ramification is fast approximate Bayesian inference in parametric and nonparametric regression models with missing data. Supplemental materials accompany the online version of this article. | Notes: | Faes, C (reprint author), Hasselt Univ, Interuniv Inst Biostat & Stat Bioinformat, BE-3590 Diepenbeek, Belgium. [Ormerod, J. T.] Univ Sydney, Sch Math & Stat, Sydney, NSW 2006, Australia. [Wand, M. P.] Univ Technol Sydney, Sch Math Sci, Sydney, NSW 2007, Australia. matt.wand@uts.edu.au | Keywords: | Statistics & Probability, semiparametric regression; modelling framework; graphical models; priors; approximations; distributions; binary;Directed acyclic graphs; Incomplete data; Mean field approximation; Penalized splines; Variational approximation | Document URI: | http://hdl.handle.net/1942/12878 | ISSN: | 0162-1459 | e-ISSN: | 1537-274X | DOI: | 10.1198/jasa.2011.tm10301 | ISI #: | 000296224200024 | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2012 |
Appears in Collections: | Research publications |
Show full item record
SCOPUSTM
Citations
36
checked on Sep 3, 2020
WEB OF SCIENCETM
Citations
53
checked on Jul 18, 2024
Page view(s)
80
checked on Apr 17, 2023
Google ScholarTM
Check
Altmetric
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.