Random projections for Bayesian regression

DOI10.1007/S11222-015-9608-ZzbMath1505.62157arXiv1504.06122OpenAlexW2152435742WikidataQ59602664 ScholiaQ59602664MaRDI QIDQ144017

Katja Ickstadt, Alexander Munteanu, Leo N. Geppert, Christian Sohler, Jens Quedenfeld, Alexander Munteanu, Leo N. Geppert, Jens Quedenfeld, Christian Sohler, Katja Ickstadt

Publication date: 19 November 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.06122

zbMATH Keywords

data reductionBayesian regressionrandom projectionsposterior approximation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Bayesian inference (62F15) Randomized algorithms (68W20)

Related Items (5)

Optimal projection of observations in a Bayesian setting ⋮ On randomized sketching algorithms and the Tracy-Widom law ⋮ Random projections for Bayesian regression ⋮ RaProR ⋮ Unnamed Item

Uses Software

• R
• UCI-ml
• R-INLA
• Stan
• BayesDA
• ElemStatLearn
• abc
• RaProR

Cites Work

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