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Bayesian linear regression

Bayesian linear regression is a type of conditional modeling in which the mean of one variable is described by a linear combination of other variables, with the goal of obtaining the posterior probability of the regression coefficients (as well as other parameters describing the distribution of the regressand) and ultimately allowing the out-of-sample prediction of the (often labelled y{\displaystyle y}) conditional on observed values of the regressors (usually X{\displaystyle X}).

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