EP-GIG priors and applications in Bayesian sparse learning

MaRDI QIDQ5405182zbMATH OpenFDO

Authors Shusen Wang, Dehua Liu, Michael Jordan, Zhihua Zhang

Publication date 1 April 2014

Full work available at URL https://arxiv.org/abs/1204.4243, http://www.jmlr.org/papers/v13/zhang12b.html

zbMATH Keywords

expectation-maximization algorithmsgeneralized inverse Gaussian distributionsiteratively reweighted minimization methodsscale mixtures of exponential power distributionssparsity priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Learning and adaptive systems in artificial intelligence (68T05)

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(7)

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• A probabilistic learning algorithm for robust modeling using neural networks with random weights
• Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization
• Bayesian sparsity-path-analysis of genetic association signal using generalized \(t\) priors
• Expectation propagation in linear regression models with spike-and-slab priors
• Extremizing and Antiextremizing in Bayesian Ensembles of Binary-Event Forecasts
• Maximum a posteriori estimation in graphical models using local linear approximation

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