LR-GLM: High-Dimensional Bayesian Inference Using Low-Rank Data Approximations

Brian L. Trippe, Jonathan H. Huggins, Raj Agrawal, Tamara Broderick

Abstract: Due to the ease of modern data collection, applied statisticians often have access to a large set of covariates that they wish to relate to some observed outcome. Generalized linear models (GLMs) o...