Nearly Optimal Variational Inference for High Dimensional Regression with Shrinkage Priors.
Jincheng BaiQifan SongGuang ChengPublished in: CoRR (2020)
Keyphrases
- variational inference
- high dimensional
- bayesian inference
- closed form
- regression model
- topic models
- dirichlet process
- variational methods
- probabilistic model
- dynamic programming
- mixture model
- gaussian process
- bayesian networks
- high dimensional data
- model selection
- low dimensional
- dimensionality reduction
- bayesian framework
- posterior distribution
- probabilistic graphical models
- machine learning