Beyond EM: A faster Bayesian linear regression algorithm without matrix inversions

•We propose a novel matrix inversion free algorithm for solving the Bayesian linear regression problem with Gaussian priors.•Compared with the conventional gradient based and EM algorithms, our proposed one runs significantly faster while achieving the similar precision performance.•An iterative met...

Celý popis

Podrobná bibliografia

Vydané v:	Neurocomputing (Amsterdam) Ročník 378; s. 435 - 440
Hlavný autor:	Tang, Ying
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier B.V 22.02.2020
Predmet:	Bayesian linear regression Gaussian prior Matrix-inversion-free Matrix-inversion-free Bayesian linear regression Gaussian prior
ISSN:	0925-2312, 1872-8286
On-line prístup:	Získať plný text
Tagy:	Pridať tag Žiadne tagy, Buďte prvý, kto otaguje tento záznam!