arXiv Machine Learning By Isma\"el Castillo, Alice L'Huillier, Kolyan Ray, Luke Travis

A variational Bayes approach to inference for low-dimensional parameters in high-dimensional linear regression

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arXiv:2406. 12659v3 Announce Type: replace-cross Abstract: We propose a scalable variational Bayes method for statistical inference for a single or pre-specified low-dimensional subset of the coordinates of a high-dimensional parameter in sparse linear regression.

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