Lichter, Jens; Wiemann, Paul F V; Kneib, Thomas - In: AStA Advances in Statistical Analysis 108 (2024) 2, pp. 279-331
Abstract Markov chain Monte Carlo (MCMC)-based simulation approaches are by far the most common method in Bayesian inference to access the posterior distribution. Recently, motivated by successes in machine learning, variational inference (VI) has gained in interest in statistics since it...