Smith, Michael Stanley
- Fast and Accurate Variational Inference for Models with Many Latent\n Variables
2020/05/15 by Rubén Loaiza‐Maya, Loaiza-Maya, Rubén, Smith, Michael Stanley +4 · 2 citations
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #62P20 #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Forecasting Techniques and Applications #G.3 #Gaussian Processes and Bayesian Inference #Methodology (stat.ME) #Monetary Policy and Economic Impact
- Implicit Copulas: An Overview
2021/09/10 by Smith, Michael Stanley · 2 citations
#Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME)
- Cutting Feedback in Misspecified Copula Models
2023/10/05 by Smith, Michael Stanley, Yu, Weichang, Nott, David J. +1 · 2 citations
#Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
- High-dimensional copula variational approximation through transformation
2019/04/16 by Smith, Michael Stanley, Rubén Loaiza‐Maya, David J. Nott +2 · 1 citation
Computer Science · #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Machine Learning and Algorithms
- Implicit Copula Variational Inference
2021/11/18 by Rubén Loaiza‐Maya, Smith, Michael Stanley, Loaiza-Maya, Rubén · 1 citation
Mathematics · Computer Science · #Statistical Methods and Inference #Data Analysis with R #Statistical Methods and Bayesian Inference
- Variational inference for cutting feedback in misspecified models
2021/08/25 by Xuejun Yu, David J. Nott, Yu, Xuejun +2 · 1 citation
Computer Science · Decision Sciences · #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Methodology (stat.ME) #Probabilistic and Robust Engineering Design