The Hidden Markov Model (HMM) has been widely used in many applications such as speech recognition. A common challenge for applying the classical HMM is to determine the structure...
We show how variational Bayesian inference can be implemented for very large generalized linear models. Our relaxation is proven to be a convex problem for any log-concave model. ...
The variational Bayesian nonlinear blind source separation method introduced by Lappalainen and Honkela in 2000 is initialised with linear principal component analysis (PCA). Becau...
Antti Honkela, Stefan Harmeling, Leo Lundqvist, Ha...
Nonparametric Bayesian mixture models, in particular Dirichlet process (DP) mixture models, have shown great promise for density estimation and data clustering. Given the size of ...
Variational methods for model comparison have become popular in the neural computing/machine learning literature. In this paper we explore their application to the Bayesian analys...