A variational approach to robust regression

被引：0

作者：

Faul, AC ^{[1
]}

Tipping, ME ^{[1
]}

机构：

[1] Microsoft Res, Cambridge, England

来源：

ARTIFICIAL NEURAL NETWORKS-ICANN 2001, PROCEEDINGS | 2001年 / 2130卷

关键词：

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

We consider the problem of regression estimation within a Bayesian framework for models linear in the parameters and where the target variables are contaminated by 'outliers'. We introduce an explicit distribution to explain outlying observations, and utilise a variational approximation to realise a practical inference strategy.

引用

页码：95 / 102

页数：8

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