Name
Abstract | ||
|---|---|---|
In this article, we employ the variational Bayesian method to study the parameter estimation problems of linear regression model, wherein some regressors are of Gaussian distribution with nonzero prior means. We obtain an analytical expression of the posterior parameter distribution, and then propose an iterative algorithm for the model. Simulations are carried out to test the performance of the proposed algorithm, and the simulation results confirm both the effectiveness and the reliability of the proposed algorithm. |
Year | DOI | Venue |
|---|---|---|
2016 | 10.1080/03610918.2014.895835 | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION |
Keywords | Field | DocType |
Linear regression,Nonzero prior means,Variational inference | Econometrics,Iterative method,Inference,Bayesian linear regression,Gaussian,Estimation theory,Statistics,Mathematics,Bayesian probability,Linear regression | Journal |
Volume | Issue | ISSN |
45 | 7 | 0361-0918 |
Citations | PageRank | References |
0 | 0.34 | 5 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Zijian Dong | 1 | 0 | 0.34 |
| Zhongming Wang | 2 | 0 | 1.01 |