A Variational Approach to Robust Regression

  • Authors:
  • Anita C. Faul;Michael E. Tipping

  • Affiliations:
  • -;-

  • Venue:
  • ICANN '01 Proceedings of the International Conference on Artificial Neural Networks
  • Year:
  • 2001

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Abstract

We consider the problem of regression estimation within a Bayesian framework for models linear in the parameters and where the target variables are contaminated by 'outliers'. We introduce an explicit distribution to explain outlying observations, and utilise a variational approximation to realise a practical inference strategy.