VBVarSel is an annealed variational Bayes algorithm for simultaneous clustering and variable selection that is claimed to be substantially faster than current methods with comparable accuracy.
In: Rizzi A, Vichi M, Bock HH (eds) Advances in Data Science and Classification
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Annealed variational mixtures for disease subtyping and biomarker discovery
VBVarSel is an annealed variational Bayes algorithm for simultaneous clustering and variable selection that is claimed to be substantially faster than current methods with comparable accuracy.