A comment on the "A unified Bayesian inference framework for generalized linear models"

2019/04/09 by Jiang Zhu, Zhu, Jiang · 3 citations
Computer Science · Engineering · #Gaussian Processes and Bayesian Inference #Control Systems and Identification #Fault Detection and Control Systems

paper · pdf · doi:10.48550/arxiv.1904.04485

Abstract

The recent work `A unified Bayesian inference framework for generalized linear models' \citemeng1 shows that the GLM can be solved via iterating between the standard linear module (SLM) (running with standard Bayesian algorithm) and the minimum mean squared error (MMSE) module. The proposed framework utilizes expectation propagation and corresponds to the sum-product version \citeRangan1. While in \citeRangan1, a max-sum GAMP is also proposed. What is their intrinsic relationship? This comment aims to answer this.

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