A0536
Title: Variational Bayes for models with nuisance parameters
Authors: Paco Tseng - University of Sydney (Australia)
Minh-Ngoc Tran - University of Sydney (Australia) [presenting]
Robert Kohn - University of New South Wales (Australia)
Abstract: Statistical models with nuisance parameters are ubiquitous in statistics and its related fields. Elimination of nuisance parameters, for reliable inference about the main parameters of interest, is an important problem for statistical inference in those models. We revisit this problem and present a range of Variational Bayes approaches for eliminating nuisance parameters and efficient inference about the main parameters.