Bayesian inference for generalized linear model with linear inequality constraints.
Rahul GhosalSujit K. GhoshPublished in: Comput. Stat. Data Anal. (2022)
Keyphrases
- linear model
- bayesian inference
- inequality constraints
- convex quadratic
- probabilistic model
- prior information
- least squares
- linear models
- hyperparameters
- constrained optimization
- nonlinear programming
- nonlinear models
- regression model
- statistical inference
- interior point methods
- markov networks
- optimality conditions
- equality constraints
- gaussian process
- linear programming
- particle filter
- learning algorithm