Random projections for Bayesian regression
نویسندگان
چکیده
منابع مشابه
Random projections for Bayesian regression
This article deals with random projections applied as a data reduction technique for Bayesian regression analysis. We show sufficient conditions under which the entire d-dimensional distribution is approximately preserved under random projections by reducing the number of data points from n to k ∈ O(poly(d/ε)) in the case n d. Under mild assumptions, we prove that evaluating a Gaussian likeliho...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2015
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-015-9608-z