Sparse Online Variational Bayesian Regression
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Publication:5052896
DOI10.1137/21M1401188zbMath1498.62019arXiv2102.12261OpenAlexW3130506185MaRDI QIDQ5052896
Publication date: 25 November 2022
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.12261
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10) Numerical optimization and variational techniques (65K10)
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