The limited-memory recursive variational Gaussian approximation (L-RVGA)

DOI10.1007/s11222-023-10239-xzbMath1517.62027arXiv2303.14195MaRDI QIDQ6172928

Francis Bach, Marc Lambert, Silvère Bonnabel

Publication date: 20 July 2023

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

Full work available at URL: https://arxiv.org/abs/2303.14195

zbMATH Keywords

Kalman filterfactor analysisexpectation-maximizationvariational approximationBayesian logistic regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Generalized linear models (logistic models) (62J12)

Cites Work

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