Affine-invariant ensemble transform methods for logistic regression

DOI10.1007/s10208-022-09550-2OpenAlexW3156190193MaRDI QIDQ2697401

Jakiw Pidstrigach, Sebastian Reich

Publication date: 12 April 2023

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.08061

zbMATH Keywords

logistic regressionLangevin dynamicsBayesian inferenceinteracting particle systemsensemble Kalman filteraffine invariance

Mathematics Subject Classification ID

Bayesian inference (62F15) General nonlinear regression (62J02) Monte Carlo methods (65C05)

Related Items (2)

Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering ⋮ Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors

Uses Software

• EnKF
• EnsembleQN

Cites Work

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