Extended Stochastic Gradient MCMC for Large-Scale Bayesian Variable Selection.
Qifan SongYan SunMao YeFaming LiangPublished in: CoRR (2020)
Keyphrases
- variable selection
- stochastic gradient
- posterior distribution
- markov chain monte carlo
- cross validation
- posterior probability
- linear models
- high dimensional
- model selection
- bayesian inference
- markov chain
- nearest neighbor classifier
- high dimensional data
- monte carlo
- dimension reduction
- latent variables
- step size
- approximate inference
- bayesian framework
- generative model
- feature selection
- data sets
- parameter estimation
- dimensionality reduction
- importance sampling
- face recognition