Papers › Variational Bayesian inference for linear and logistic regression

Variational Bayesian inference for linear and logistic regression

21 Oct 2013arXiv:1310.5438archive 2025-07-28

Jan Drugowitsch

The article describe the model, derivation, and implementation of variational Bayesian inference for linear and logistic regression, both with and without automatic relevance determination. It has the dual function of acting as a tutorial for the derivation of variational Bayesian inference for simple models, as well as documenting, and providing brief examples for the MATLAB/Octave functions that implement this inference. These functions are freely available online.

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DrugowitschLab/VBLinLogit officialmentioned in papermentioned on GitHub report
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