Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series

Journal of Computational And Graphical Statistics (JCGS), 2017

26 December 2017

Papers citing "Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series"

3 / 3 papers shown

Title
Cutting Feedback in Misspecified Copula ModelsJournal of the American Statistical Association (JASA), 2023 Michael Stanley Smith Weichang Yu David J. Nott David T. Frazier 273 2 0 05 Oct 2023
Natural Gradient Hybrid Variational Inference with Application to Deep Mixed ModelsStatistics and computing (Stat. Comput.), 2023 Weiben Zhang M. Smith Worapree Maneesoonthorn Rubén Loaiza-Maya 123 1 0 27 Feb 2023
High-dimensional copula variational approximation through transformation M. Smith Rubén Loaiza-Maya David J. Nott 230 37 0 16 Apr 2019