Affine-invariant ensemble transform methods for logistic regression
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Publication:2697401
DOI10.1007/s10208-022-09550-2MaRDI QIDQ2697401
Sebastian Reich, Jakiw Pidstrigach
Publication date: 12 April 2023
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.08061
logistic regression; Langevin dynamics; Bayesian inference; interacting particle systems; ensemble Kalman filter; affine invariance
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