Hyperparameter estimation for sparse Bayesian learning models

DOI10.1137/24m162844xzbMath1543.62299MaRDI QIDQ6587624

Guohui Song, Feng Yu, Li-Xin Shen

Publication date: 14 August 2024

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

zbMATH Keywords

sparse Bayesian learningalternating minimizationhyperparameter estimation

Mathematics Subject Classification ID

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

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