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Semiparametric Mean Field Variational Bayes: General Principles and Numerical Issues

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Figure

Figure 1: Factor graph corresponding to the model (11) and q-density product restriction(12).
Figure 2 shows the factor graph of the model, with factors p(φ) and p(x|φ) neighboring thestochastic node φ.
Figure 4: Upper panels: Dark grey shading shows points where ρ�
Figure 5: Iteration trajectories of four iterative algorithms aimed at solving the minimumKullback-Leibler problem for a Gumbel random sample of size n = 20 with hy-perparameters µq(φ) = 0 and σ2q(φ) = 1010.The initial value differs for eachpanel and is sho
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