Variational Bayes With Intractable Likelihood

Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator

(2015) A. Doucet et al.   BIOMETRIKA

Mean field variational Bayes for continuous sparse signal shrinkage: Pitfalls and remedies

(2014) Sarah E. Neville et al.   Electronic Journal of Statistics

Variational Inference for Generalized Linear Mixed Models Using Partially Noncentered Parametrizations

(2013) Linda S. L. Tan et al.   STATISTICAL SCIENCE

Regression Density Estimation With Variational Methods and Stochastic Approximation

(2012) David J. Nott et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

On some properties of Markov chain Monte Carlo simulation methods based on the particle filter

(2012) Michael K. Pitt et al.   JOURNAL OF ECONOMETRICS

Gaussian Variational Approximate Inference for Generalized Linear Mixed Models

(2011) J. T. Ormerod et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Likelihood-free Bayesian inference for -stable models

(2010) G.W. Peters et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

The pseudo-marginal approach for efficient Monte Carlo computations

(2009) Christophe Andrieu et al.   ANNALS OF STATISTICS