Hyperparameter estimation for sparse Bayesian learning models

DOI10.1137/24M162844XMaRDI QIDQ6587624zbMATH OpenFDO

Authors Feng Yu, Lixin Shen, Guohui Song

Publication date 14 August 2024

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/24M162844X

zbMATH Keywords

alternating minimizationhyperparameter estimationsparse Bayesian learning

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical optimization and variational techniques (65K10)

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Cited in

(1)

• Sparse empirical Bayes with L-smooth hyperpriors

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