Conditionally conjugate mean-field variational Bayes for logistic models

DOI10.1214/19-STS712zbMath1429.62318arXiv1711.06999MaRDI QIDQ2292397

Tommaso Rigon, Daniele Durante

Publication date: 3 February 2020

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.06999

zbMATH Keywords

logistic regressionBayesian inferencequadratic approximationvariational Bayes\textsc{em}Pólya-gamma data augmentation

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

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Uses Software

• BayesLogit
• PRMLT

Cites Work

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