Bayesian linear regression

E200667

Bayesian linear regression is a statistical modeling approach that treats regression coefficients and predictions probabilistically by placing prior distributions on parameters and updating them with observed data.

All labels observed (1)

Label Occurrences
Bayesian linear regression canonical 2

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Statements (49)

Predicate Object
instanceOf Bayesian method ⓘ
regression method ⓘ
statistical model ⓘ
supervised learning method ⓘ
assumes linear relationship between predictors and response ⓘ
basedOn Bayes' theorem ⓘ
linked to: Bayes’ theorem
belongsTo Bayesian statistics ⓘ
probabilistic modeling ⓘ
canBeEstimatedBy Gibbs sampling ⓘ
Laplace approximation ⓘ
linked to: Laplace method

Markov chain Monte Carlo ⓘ
variational inference ⓘ
canUse Laplace prior on coefficients ⓘ
sparse priors for variable selection ⓘ
spike-and-slab prior ⓘ
contrastsWith frequentist linear regression ⓘ
generalizes ordinary least squares with flat priors ⓘ
handles multicollinearity via shrinkage priors ⓘ
small sample sizes via informative priors ⓘ
isUsedFor model comparison ⓘ
parameter estimation ⓘ
prediction with uncertainty ⓘ
isUsedIn biostatistics ⓘ
econometrics ⓘ
engineering ⓘ
machine learning ⓘ
models relationship between predictors and response ⓘ
oftenAssumes Gaussian noise on observations ⓘ
oftenUses Gaussian prior on regression coefficients ⓘ
conjugate priors ⓘ
normal-inverse-Wishart prior ⓘ
normal-inverse-gamma prior ⓘ
outputs posterior covariance of coefficients ⓘ
posterior mean of coefficients ⓘ
produces posterior distribution of regression coefficients ⓘ
posterior predictive distribution for new observations ⓘ
provides credible intervals for regression coefficients ⓘ
full uncertainty quantification for parameters ⓘ
predictive intervals for responses ⓘ
requires specification of likelihood function ⓘ
specification of prior distributions ⓘ
supports Bayesian model averaging ⓘ
Bayesian model selection ⓘ
regularization via priors ⓘ
treats predictions as random variables ⓘ
regression coefficients as random variables ⓘ
uses likelihood function from observed data ⓘ
prior distribution on regression coefficients ⓘ
yields closed-form posterior with conjugate priors ⓘ

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Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

Bayesian inference → appliesTo → Bayesian linear regression ⓘ
Gibbs sampling → usedIn → Bayesian linear regression ⓘ