Sparse Online Variational Bayesian Regression.

Kody J. H. Law Vitaly Zankin

Published in: SIAM/ASA J. Uncertain. Quantification (2022)

Keyphrases

variational bayesian
matrix factorization
factor analysis
exponential family
regression model
high dimensional
model selection
machine learning
multi class
dimensionality reduction
maximum likelihood
unsupervised learning