Variational Gaussian copula inference

Published

Conference Paper

Copyright 2016 by the authors. We utilize copulas to constitute a unified framework for constructing and optimizing variational proposals in hierarchical Bayesian models. For models with continuous and non-Gaussian hidden variables, we propose a semiparametric and automated variational Gaussian copula approach, in which the parametric Gaussian copula family is able to preserve multivariate posterior dependence, and the nonparametric transformations based on Bernstein polynomials provide ample flexibility in characterizing the univariate marginal posteriors.

Duke Authors

Cited Authors

  • Han, S; Liao, X; Dunson, DB; Carin, L

Published Date

  • January 1, 2016

Published In

  • Proceedings of the 19th International Conference on Artificial Intelligence and Statistics, Aistats 2016

Start / End Page

  • 829 - 838

Citation Source

  • Scopus