PASS-GLM: Polynomial approximate sufficient statistics for scalable Bayesian GLM inference

Generalized linear models (GLMs) - such as logistic regression, Poisson regression, and robust regression - provide interpretable models for diverse data types. Probabilistic approaches, particularly Bayesian ones, allow coherent estimates of uncertainty, incorporation of prior information, and shar...

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Bibliographic Details
Main Authors: Huggins, Jonathan H., Broderick, Tamara A
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:English
Published: 2020
Online Access:https://hdl.handle.net/1721.1/128777