Comparing different inference algorithm on a Bayesian linear model with the Prestige dataset [1]. Bayesian linear Model and Variational Bayes algorithm are from Brodersen's tutorial [2].
Comparing different algorithms
- Variational Bayes (under development)
- Metropilis-Hasting Algorithm (under development)
- Elliptical slice sampler for Beta [3]
Reference
- Functions and Datasets to Accompany J. Fox and S. Weisberg, An R Companion to Applied Regression, Second Edition, Sage, 2011.
- https://people.inf.ethz.ch/bkay/talks/Brodersen_2013_03_22.pdf
- Murray, Iain, Ryan Prescott Adams, and David JC MacKay. "Elliptical slice sampling." AISTATS. Vol. 13. 2010.