3
votes
2answers
102 views

How to go about selecting an algorithm for approximate Bayesian inference

I am wondering if there are any good rules of thumb for how to go about selecting an approximate inference algorithm for a problem/model (specifically when exact inference is intractable)? When you ...
2
votes
1answer
259 views

Intractable posterior distributions

In Bayesian statistics, it is often mentioned that the posterior distribution is intractable and thus approximate inference must be applied. What are the factors that cause this intractability?