Variational Inference for Bayesian Bridge Regression

We study the implementation of Automatic Differentiation Variational inference (ADVI) for Bayesian inference on regression models with bridge penalization. The bridge approach uses $\ell_{\alpha}$ norm, with $\alpha \in (0, +\infty)$ to define a penalization on large values of the regression coeffic...

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Bibliographische Detailangaben

Hauptverfasser:	Zanini, Carlos Tadeu Pagani, Migon, Helio dos Santos, Dias, Ronaldo
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Learning Statistics - Computation Statistics - Machine Learning Statistics - Methodology
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