@article{JMLR:v24:23-0104,
  author  = {Jackson Zhou and John T. Ormerod and Clara Grazian},
  title   = {Fast Expectation Propagation for Heteroscedastic, Lasso-Penalized, and Quantile Regression},
  journal = {Journal of Machine Learning Research},
  year    = {2023},
  volume  = {24},
  number  = {314},
  pages   = {1--39},
  url     = {http://jmlr.org/papers/v24/23-0104.html}
}