Expectation propagation in linear regression models with spike-and-slab priors

DOI10.1007/s10994-014-5475-7zbMath1359.62290OpenAlexW1964699659MaRDI QIDQ493741

Alberto Suárez, José Miguel Hernández-Lobato, Daniel Hernández-Lobato

Publication date: 4 September 2015

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10994-014-5475-7

zbMATH Keywords

linear regressionspike-and-slabexpectation propagationselective shrinkage

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (10)

Patch-Based Image Restoration Using Expectation Propagation ⋮ An Approximated Collapsed Variational Bayes Approach to Variable Selection in Linear Regression ⋮ Knowledge elicitation via sequential probabilistic inference for high-dimensional prediction ⋮ A novel variational Bayesian method for variable selection in logistic regression models ⋮ Expectation propagation in linear regression models with spike-and-slab priors ⋮ Temporal Causal Inference with Time Lag ⋮ Implicitly adaptive importance sampling ⋮ Unnamed Item ⋮ Unbiasing in iterative reconstruction algorithms for discrete compressed sensing ⋮ Compressed sensing reconstruction using expectation propagation

Uses Software

• R
• PRMLT

Cites Work

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• Bayesian Wavelet Regression on Curves With Application to a Spectroscopic Calibration Problem
• Bayesian Compressive Sensing
• Methods for Modifying Matrix Factorizations
• Compressed sensing

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