This package implements Variational Gaussian approximate inference for Bayesian Generalised Linear Models. It follows the methods as described in:
E. Challis and D. Barber. Concave Gaussian Variational Approximations for Inference in Large-Scale Bayesian Linear Models. In Proceedings of the Fourteenth International Conference on Artificial Intelligence and Statistics, Geoffrey Gordon, David Dunson, and Miroslav Dudík, eds. JMLR W&CP, vol. 15 (draft), 2011.
which can be accessed on line at: http://web4.cs.ucl.ac.uk/staff/D.Barber/publications/challis_barber_aistats2011.pdf
- Changes to previous version:
Minor bug fix.
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