Gaussian variational approximation with sparse precision matrices
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Publication:1702005
DOI10.1007/s11222-017-9729-7zbMath1384.62105arXiv1605.05622OpenAlexW3103982962MaRDI QIDQ1702005
David J. Nott, Linda S. L. Tan
Publication date: 27 February 2018
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.05622
variational Bayesstochastic gradient algorithmsGaussian variational approximationsparse precision matrix
Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Learning and adaptive systems in artificial intelligence (68T05)
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