A non-iterative posterior sampling algorithm for Laplace linear regression model.
Fengkai YangHaijing YuanPublished in: Commun. Stat. Simul. Comput. (2017)
Keyphrases
- sampling algorithm
- linear regression model
- markov chain monte carlo
- regression model
- regression analysis
- linear regression
- random sampling
- metropolis hastings
- posterior distribution
- probability distribution
- markov chain
- generative model
- posterior probability
- reservoir sampling
- gaussian process
- parameter estimation
- particle filter
- machine learning
- monte carlo
- bayesian inference
- hyperparameters
- bayesian framework
- sample size
- least squares
- probabilistic model
- training set