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Sparse Bayesian learning (SBL) associates to each weight in the underlying linear model a hyperparameter by assuming that each weight is Gaussian distributed with zero mean and precision (inverse variance) equal to its associated…

Machine Learning · Statistics 2025-12-02 Jakob Möderl , Erik Leitinger , Bernard Henri Fleury

This paper introduces a novel prior called Diversified Block Sparse Prior to characterize the widespread block sparsity phenomenon in real-world data. By allowing diversification on intra-block variance and inter-block correlation matrices,…

Machine Learning · Computer Science 2024-10-31 Yanhao Zhang , Zhihan Zhu , Yong Xia

Sparse Bayesian learning (SBL) has been extensively utilized in data-driven modeling to combat the issue of overfitting. While SBL excels in linear-in-parameter models, its direct applicability is limited in models where observations…

Computational Engineering, Finance, and Science · Computer Science 2023-10-24 Nastaran Dabiran , Brandon Robinson , Rimple Sandhu , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

Sparse Bayesian learning (SBL) has emerged as a fast and competitive method to perform sparse processing. The SBL algorithm, which is developed using a Bayesian framework, approximately solves a non-convex optimization problem using fixed…

Many signal processing applications require estimation of time-varying sparse signals, potentially with the knowledge of an imperfect dynamics model. In this paper, we propose an algorithm for dynamic filtering of time-varying sparse…

Signal Processing · Electrical Eng. & Systems 2020-01-01 Matthew R. O'Shaughnessy , Mark A. Davenport , Christopher J. Rozell

Sparse deep learning aims to address the challenge of huge storage consumption by deep neural networks, and to recover the sparse structure of target functions. Although tremendous empirical successes have been achieved, most sparse deep…

Machine Learning · Statistics 2020-11-17 Jincheng Bai , Qifan Song , Guang Cheng

Sparse Bayesian Learning (SBL) models are extensively used in signal processing and machine learning for promoting sparsity through hierarchical priors. The hyperparameters in SBL models are crucial for the model's performance, but they are…

Machine Learning · Computer Science 2024-01-08 Feng Yu , Lixin Shen , Guohui Song

Variational Bayesian inference is an important machine-learning tool that finds application from statistics to robotics. The goal is to find an approximate probability density function (PDF) from a chosen family that is in some sense…

Machine Learning · Computer Science 2022-09-27 Timothy D. Barfoot , Gabriele M. T. D'Eleuterio

We study a mean-field spike and slab variational Bayes (VB) approximation to Bayesian model selection priors in sparse high-dimensional linear regression. Under compatibility conditions on the design matrix, oracle inequalities are derived…

Methodology · Statistics 2020-11-20 Kolyan Ray , Botond Szabo

Accurate channel estimation is a key requirement in extremely large-scale multiple-input multiple-output (XL-MIMO) systems. Sparse Bayesian learning (SBL) is a well-established framework for exploiting channel sparsity, but its performance…

Signal Processing · Electrical Eng. & Systems 2026-05-28 Arttu Arjas , Italo Atzeni

There has been an intense development on the estimation of a sparse regression coefficient vector in statistics, machine learning and related fields. In this paper, we focus on the Bayesian approach to this problem, where sparsity is…

Computation · Statistics 2016-02-25 Xichen Huang , Jin Wang , Feng Liang

Bayesian methods have proved powerful in many applications for the inference of model parameters from data. These methods are based on Bayes' theorem, which itself is deceptively simple. However, in practice the computations required are…

Methodology · Statistics 2020-07-10 Michael A. Chappell , Mark W. Woolrich

Few Bayesian methods for analyzing high-dimensional sparse survival data provide scalable variable selection, effect estimation and uncertainty quantification. Such methods often either sacrifice uncertainty quantification by computing…

Methodology · Statistics 2022-07-06 Michael Komodromos , Eric Aboagye , Marina Evangelou , Sarah Filippi , Kolyan Ray

Variational Bayes (VB) has been used to facilitate the calculation of the posterior distribution in the context of Bayesian inference of the parameters of nonlinear models from data. Previously an analytical formulation of VB has been…

Signal Processing · Electrical Eng. & Systems 2020-07-06 Michael A. Chappell , Martin S. Craig , Mark W. Woolrich

The performance of sparse signal recovery from noise corrupted, underdetermined measurements can be improved if both sparsity and correlation structure of signals are exploited. One typical correlation structure is the intra-block…

Information Theory · Computer Science 2013-10-01 Benyuan Liu , Zhilin Zhang , Hongqi Fan , Qiang Fu

Bayesian Last Layer (BLL) models focus solely on uncertainty in the output layer of neural networks, demonstrating comparable performance to more complex Bayesian models. However, the use of Gaussian priors for last layer weights in…

Machine Learning · Computer Science 2024-08-08 Jian Xu , Zhiqi Lin , Shigui Li , Min Chen , Junmei Yang , Delu Zeng , John Paisley

In this paper, we address the fundamental problem of line spectral estimation in a Bayesian framework. We target model order and parameter estimation via variational inference in a probabilistic model in which the frequencies are…

Information Theory · Computer Science 2017-04-05 Mihai-Alin Badiu , Thomas Lundgaard Hansen , Bernard Henri Fleury

We propose a variational Bayesian (VB) procedure for high-dimensional linear model inferences with heavy tail shrinkage priors, such as student-t prior. Theoretically, we establish the consistency of the proposed VB method and prove that…

Machine Learning · Statistics 2020-10-27 Jincheng Bai , Qifan Song , Guang Cheng

In this letter, a binary sparse Bayesian learning (BSBL) algorithm is proposed to slove the one-bit compressed sensing (CS) problem in both single measurement vector (SMV) and multiple measurement vectors (MMVs). By utilising the…

Information Theory · Computer Science 2018-05-09 Jiang Zhu , Lin Han , Xiangming Meng , Zhiwei Xu

Sparse Bayesian learning (SBL) is a powerful framework for tackling the sparse coding problem. However, the most popular inference algorithms for SBL become too expensive for high-dimensional settings, due to the need to store and compute a…

Signal Processing · Electrical Eng. & Systems 2022-02-28 Alexander Lin , Andrew H. Song , Berkin Bilgic , Demba Ba
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