Multivariate sharp quadratic bounds via \(\boldsymbol{\Sigma}\)-strong convexity and the Fenchel connection

DOI10.1214/15-EJS1061zbMath1336.62126MaRDI QIDQ887249

Ryan P. Browne, Paul D. McNicholas

Publication date: 28 October 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1440680331

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Convexity of real functions of several variables, generalizations (26B25)

Related Items (1)

Conditionally conjugate mean-field variational Bayes for logistic models

Cites Work

• Monotonicity of quadratic-approximation algorithms
• Sharp quadratic majorization in one dimension
• Variational approximations in Bayesian model selection for finite mixture distributions
• Multinomial logistic regression algorithm
• An introduction to variational methods for graphical models
• Variational Analysis
• Stability and Euler Approximation of One-sided Lipschitz Differential Inclusions
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