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...

Full description

Bibliographic Details

Published in:	Neurocomputing (Amsterdam) Vol. 378; pp. 435 - 440
Main Author:	Tang, Ying
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 22.02.2020
Subjects:	Bayesian linear regression Gaussian prior Matrix-inversion-free Matrix-inversion-free Bayesian linear regression Gaussian prior
ISSN:	0925-2312, 1872-8286
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!