Linear regression

[ocramz]

Write a howto/tutorial comparing a few ways of doing linear regression in Haskell.

Frequentist

• [ ] least-squares linear regression (e.g. with hmatrix)
• [ ] LASSO linear regression (?) (needs cyclical coordinate descent)
  • theory : Chapter 3 of Hastie, Tibshirani, Friedman

Bayesian

• [ ] Closed-form posterior
  • theory : Chapter 3 of Bishop
• [ ] Sampling-based (i.e. no closed form posterior)
  • e.g. Markov chain MC (via http://hackage.haskell.org/package/declarative )
  • theory and algorithms : e.g. http://matt-wand.utsacademics.info/webStatSem/bayLinRegWbLec2x2.pdf