Sparse Bayesian learning using TMB (Template Model Builder)

DOI10.1007/S11222-024-10476-8zbMATH Open1545.62058MaRDI QIDQ6606980FDOQ6606980

Ingvild M. Helgøy, Hans J. Skaug, Yushu Li

Publication date: 17 September 2024

Published in: Statistics and Computing (Search for Journal in Brave)

zbMATH Keywords

Laplace approximationrelevance vector machinesparse Bayesian learningtemplate model builder

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

• An Introduction to Statistical Learning
• 10.1162/15324430152748236
• Evaluating Derivatives
• Smooth relevance vector machine: a smoothness prior extension of the RVM
• Hierachical Bayesian models and sparsity: ℓ ₂ -magic
• Frequentist delta-variance approximations with mixed-effects models and TMB
• Incremental relevance sample-feature machine: a fast marginal likelihood maximization approach for joint feature selection and classification
• Fast Sparse Aperture ISAR Autofocusing and Imaging via ADMM Based Sparse Bayesian Learning

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