Estimation and testing of stochastic frontier models using variational Bayes
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Productivity Analysis"
DOI: 10.1007/s11123-018-0531-0
Abstract: We show how a wide range of stochastic frontier models can be estimated relatively easily using variational Bayes. We derive approximate posterior distributions and point estimates for parameters and inefficiency effects for (a) time invariant… read more here.
Keywords: variational bayes; using variational; estimation testing; frontier models ... See more keywords
Boosting prior knowledge in streaming variational Bayes
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DOI: 10.1016/j.neucom.2020.10.026
Abstract: Abstract Exploiting prior/human knowledge is an effective way to enhance Bayesian models, especially in cases of sparse or noisy data, for which building an entirely new model is not always possible. There is a lack… read more here.
Keywords: prior knowledge; knowledge; variational bayes; boosting prior ... See more keywords
Frequentist Consistency of Variational Bayes
Sign Up to like & getrecommendations! Published in 2017 at "Journal of the American Statistical Association"
DOI: 10.1080/01621459.2018.1473776
Abstract: ABSTRACT A key challenge for modern Bayesian statistics is how to perform scalable inference of posterior distributions. To address this challenge, variational Bayes (VB) methods have emerged as a popular alternative to the classical Markov… read more here.
Keywords: variational bayes; variational approximations; frequentist consistency; consistency variational ... See more keywords
Automatic Relevance Determination of Adaptive Variational Bayes Sparse Decomposition for Micro-Cracks Detection in Thermal Sensing
Sign Up to like & getrecommendations! Published in 2017 at "IEEE Sensors Journal"
DOI: 10.1109/jsen.2017.2722465
Abstract: Induction thermography has been applied as an emerging non-destructive testing and evaluation technique for a wide range of conductive materials. The infrared vision sensing acquired image sequences contain valuable information in both spatial and time… read more here.
Keywords: relevance determination; detection; adaptive variational; variational bayes ... See more keywords
Statistical Graph Signal Recovery Using Variational Bayes
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DOI: 10.1109/tcsii.2020.3045217
Abstract: This brief investigates the problem of Graph Signal Recovery (GSR) when the topology of the graph is not known in advance. In this brief, the elements of the weighted adjacency matrix is statistically related to… read more here.
Keywords: graph signal; statistical graph; recovery using; signal recovery ... See more keywords
Parallel- and Cyclic-Iterative Variational Bayes for Fast Kalman Filtering in Large-Dimensions
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DOI: 10.1109/tsp.2022.3229633
Abstract: This paper considers the linear-Gaussian filtering problem in large-dimensions, a framework in which the Kalman filter (KF) can be computationally prohibitive. As a remedy, a hybrid scheme combining KF with variational Bayes (VB), an approach… read more here.
Keywords: parallel cyclic; large dimensions; iterative variational; variational bayes ... See more keywords
Variational Bayes to Accelerate the Lagrange Multipliers towards the Dual Optimization of Reliability and Cost in Renewable Energy Systems
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DOI: 10.3390/a16010020
Abstract: Renewable energy sources are constantly increasing in the modern power systems. Due to their intermittent and uncertain potential, increased spinning reserve requirements are needed to conserve the reliability. On the other hand, each action towards… read more here.
Keywords: renewable energy; cost; energy; lagrange ... See more keywords