Publications [#344777] of David B. Dunson

Papers Published

1. Han, S; Liao, X; Dunson, DB; Carin, L, Variational Gaussian copula inference, Proceedings of the 19th International Conference on Artificial Intelligence and Statistics, AISTATS 2016 (January, 2016), pp. 829-838
   (last updated on 2024/04/19)

   Abstract:
   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.