Structured Sparse Modelling with Hierarchical GP

04/27/2017
by   Danil Kuzin, et al.
0

In this paper a new Bayesian model for sparse linear regression with a spatio-temporal structure is proposed. It incorporates the structural assumptions based on a hierarchical Gaussian process prior for spike and slab coefficients. We design an inference algorithm based on Expectation Propagation and evaluate the model over the real data.

READ FULL TEXT
research
07/15/2018

Spatio-Temporal Structured Sparse Regression with Hierarchical Gaussian Process Priors

This paper introduces a new sparse spatio-temporal structured Gaussian p...
research
09/15/2015

Bayesian inference for spatio-temporal spike-and-slab priors

In this work, we address the problem of solving a series of underdetermi...
research
08/19/2015

Spatio-temporal Spike and Slab Priors for Multiple Measurement Vector Problems

We are interested in solving the multiple measurement vector (MMV) probl...
research
05/17/2013

Sparse Approximate Inference for Spatio-Temporal Point Process Models

Spatio-temporal point process models play a central role in the analysis...
research
12/10/2011

Convergent Expectation Propagation in Linear Models with Spike-and-slab Priors

Exact inference in the linear regression model with spike and slab prior...
research
11/28/2017

Dependent relevance determination for smooth and structured sparse regression

In many problem settings, parameter vectors are not merely sparse, but d...
research
07/09/2023

From Estimation to Sampling for Bayesian Linear Regression with Spike-and-Slab Prior

We consider Bayesian linear regression with sparsity-inducing prior and ...

Please sign up or login with your details

Forgot password? Click here to reset