Multivariate sharp quadratic bounds via -strong convexity and the Fenchel connection

DOI10.1214/15-EJS1061MaRDI QIDQ887249zbMATH OpenFDO

Authors 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

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

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Cites work

• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 2188755 (Why is no real title available?)
• An introduction to variational methods for graphical models
• Monotonicity of quadratic-approximation algorithms
• Multinomial logistic regression algorithm
• Sharp quadratic majorization in one dimension
• Stability and Euler Approximation of One-sided Lipschitz Differential Inclusions
• Variational Analysis
• Variational approximations in Bayesian model selection for finite mixture distributions

Cited in

(1)

• Conditionally conjugate mean-field variational Bayes for logistic models

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