A note on mean-field variational approximations in Bayesian probit models

作者：Armagan Artin^*; Zaretzki Russell L

来源：Computational Statistics & Data Analysis, 2011, 55(1): 641-643.

DOI：10.1016/j.csda.2010.06.005

• Variational inference
• Bayesian probit model
• Gibbs sampling

We correct some conclusions presented by Consonni and Mann (2007) on the performance of mean-field variational approximations to Bayesian inferences in the case of a simple probit model. We show that some of their presentations are misleading and thus their results do not fairly present the performance of such approximations in terms of point estimation under the specified model.

• 出版日期2011-1-1