Bayesian Multivariate Linear Regression Algorithm

A Bayesian Multivariate Linear Regression Algorithm is a linear regression algorithm that users BAYES rule to work out a posterior distribution for w given the data.

• Counter-Example(s):
  • MLE-based Linear Regression.
• See: Multivariate Linear Regression, Linear Regression, MMSE Estimator.

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References

2014

• (Wikipedia, 2014) ⇒ http://en.wikipedia.org/wiki/Bayesian_multivariate_linear_regression Retrieved:2014-11-13.
  • In statistics, Bayesian multivariate linear regression is a

    Bayesian approach to multivariate linear regression, i.e. linear regression where the predicted outcome is a vector of correlated random variables rather than a single scalar random variable. A more general treatment of this approach can be found in the article MMSE estimator.

2013

• http://people.idsia.ch/~juergen/mooreneural.pdf

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