Statistics > Machine Learning
[Submitted on 21 Oct 2013 (v1), last revised 29 Jun 2019 (this version, v4)]
Title:Variational Bayesian inference for linear and logistic regression
View PDFAbstract:The article describe the model, derivation, and implementation of variational Bayesian inference for linear and logistic regression, both with and without automatic relevance determination. It has the dual function of acting as a tutorial for the derivation of variational Bayesian inference for simple models, as well as documenting, and providing brief examples for the MATLAB/Octave functions that implement this inference. These functions are freely available online.
Submission history
From: Jan Drugowitsch [view email][v1] Mon, 21 Oct 2013 07:10:51 UTC (9 KB)
[v2] Mon, 16 Jun 2014 15:40:34 UTC (1,907 KB)
[v3] Tue, 8 Aug 2017 21:34:00 UTC (1,907 KB)
[v4] Sat, 29 Jun 2019 00:31:44 UTC (1,907 KB)
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