Inference for Generalized Linear Models via Alternating Directions and Bethe Free Energy Minimization

Sundeep Rangan, Alyson K. Fletcher, Philip Schniter +1

Generalized Linear Models (GLMs), where a random vector $\mathbf{x}$ is observed through a noisy, possibly nonlinear, function of a linear transform $\mathbf{z}=\mathbf{Ax}$ arise…