A fast regression via SVD and marginalization

DOI10.1007/s00180-021-01135-xzbMath1505.62166arXiv2011.04829OpenAlexW3191580832MaRDI QIDQ2135884

Philip Greengard, Aki Vehtari, Andrew Gelman

Publication date: 10 May 2022

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.04829

zbMATH Keywords

singular value decompositionfast algorithmsmarginalizationBayesian regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items

Efficient reduced-rank methods for Gaussian processes with eigenfunction expansions

Uses Software

• lme4
• Stan
• BayesDA

Cites Work

• Matrix Completion and Low-Rank SVD via Fast Alternating Least Squares
• Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
• Bayesian large-scale multiple regression with summary statistics from genome-wide association studies
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
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