GradVI optimizes the variational empirical Bayes regression objective with quasi-Newton methods, achieving similar accuracy to CAVI but faster convergence on correlated predictors and much faster trend filtering.
ℓ1 Trend Filtering
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ME 1years
2024 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Gradient-based optimization for variational empirical Bayes multiple regression
GradVI optimizes the variational empirical Bayes regression objective with quasi-Newton methods, achieving similar accuracy to CAVI but faster convergence on correlated predictors and much faster trend filtering.