9 citations · 11 across the 9 of their papers we have counts for
3 papers · 1 filter
Corrected Integrated Laplace Approximation for Bayesian Inference in Latent Gaussian Models
Jinlin Lai, Charles C. Margossian, Daniel R. Sheldon
Latent Gaussian models (LGMs) are a popular class of Bayesian hierarchical models that include Gaussian processes, as well as certain spatial models and mixed-effect models. Effici…
Predictive variational inference: Learn the predictively optimal posterior distribution
Jinlin Lai, Antonio Linero, Yuling Yao
Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model missp…
Variational Marginal Particle Filters
Jinlin Lai, Justin Domke, Daniel Sheldon
Variational inference for state space models (SSMs) is known to be hard in general. Recent works focus on deriving variational objectives for SSMs from unbiased sequential Monte Ca…