Laplace approximations for fast Bayesian inference in generalized additive models based on P-splines.
Oswaldo GressaniPhilippe LambertPublished in: Comput. Stat. Data Anal. (2021)
Keyphrases
- bayesian inference
- expectation propagation
- generalized additive models
- probabilistic model
- hyperparameters
- variational bayes
- prior information
- variational inference
- bayesian model
- variational approximation
- gibbs sampler
- gaussian process
- hidden variables
- statistical inference
- markov networks
- approximate inference
- feature selection
- closed form
- particle filter
- feature vectors