Work

Structured Sparse Modelling with Hierarchical GP

Year: 2017
Type: preprint
Abstract: In this paper a new Bayesian model for sparse linear regression with a spatio-temporal structure is proposed. It incorporates the structural assumptions based on a hierarchical Gaussian process prior for spike and slab coefficients. We design an inference algorithm based on Expectation Propagation and evaluate the model over the real data.
Language: English
Open Access status: green
OpenAlex ID: W2611895898
Cites: 14
Cited by:
Related to: 10