Variational Bayesian inference for linear and logistic regression

2013-10-21 · Jan Drugowitsch

The article describe the model, derivation, and implementation of variational Bayesian inference for linear and logistic regression, both with and without automatic relevance determination. It has the dual function of acting as a tutorial for the derivation of variational Bayesian inference for simple models, as well as documenting, and providing brief examples for the MATLAB/Octave functions that implement this inference. These functions are freely available online.

📄 PDF Abstract BibTeX arXiv:1310.5438

Code (2)

DrugowitschLab/VBLinLogit 공식 구현

jdrugo/vb_linear 공식 구현

Tasks

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