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Fully Simplified Multivariate Normal Updates in Non-Conjugate Variational Message Passing

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Figure

Figure 1: Upper panels and lower left panel: approximate posterior density functions for β 0,β 1 and σ2 based on the variational approximation scheme described by Algorithm1 and MCMC, for the first replication of the simulation study described in thetext
Figure 1 displays side-by-side boxplots of accuracy scores defined by
Figure 2: Upper panels: approximate pointwise posterior means and 95% credible sets forthe mean function contributions f1, f2 and f3 according to the heteroscedasticadditive model (12)

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