Accelerated Bayesian Kernel Machine Regression: A Gaussian Variational Approximation with the Horseshoe Prior

Puntos clave

• The approach enhances posterior distribution accuracy, resulting in improved predictions.
• Using Gaussian variational approximation under the horseshoe prior yielded enhanced performance metrics.
• Observation of high efficiency in the accelerated Bayesian kernel machine regression methodology was recorded.
• These findings suggest potential broad applications across various statistical modeling scenarios.