A fast regression via SVD and marginalization.
Philip GreengardAndrew GelmanAki VehtariPublished in: Comput. Stat. (2022)
Keyphrases
- singular value decomposition
- regression model
- linear regression
- model selection
- polynomial regression
- locally weighted
- regression problems
- least squares
- dimensionality reduction
- message passing
- cross validation
- singular values
- ridge regression
- classification and regression problems
- log log
- simple linear
- regression function
- data mining