Sparse Bayesian learning using TMB (Template Model Builder)

DOI10.1007/S11222-024-10476-8MaRDI QIDQ6606980zbMATH OpenFDO

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

Publication date 17 September 2024

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11222-024-10476-8

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)

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Cites work

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• An introduction to statistical learning. With applications in R
• Evaluating Derivatives
• Fast Sparse Aperture ISAR Autofocusing and Imaging via ADMM Based Sparse Bayesian Learning
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• Hierachical Bayesian models and sparsity: \(\ell_2\)-magic
• Incremental relevance sample-feature machine: a fast marginal likelihood maximization approach for joint feature selection and classification
• Smooth relevance vector machine: a smoothness prior extension of the RVM

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