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We consider Poisson regression with the canonical link function. This regression model is widely used in regression analysis involving count data; one important application in electrical engineering is transmission tomography. In this paper, we establish the variable selection consistency and estimation consistency of the ℓ1-regularized maximum-likelihood estimator in this regression model, and characterize...
Point process generalized linear models (GLMs) have been widely used for neural spike trains analysis. Statistical inference for GLMs include maximum likelihood and Bayesian estimation. Variational Bayesian (VB) methods provide a computationally appealing means to infer the posterior density of unknown parameters, in which conjugate priors are designed for the regression coefficients in logistic and...
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