Bayesian sparse learning with preconditioned stochastic gradient MCMC and its applications.
Yating WangWei DengGuang LinPublished in: J. Comput. Phys. (2021)
Keyphrases
- stochastic gradient
- sparse learning
- posterior distribution
- markov chain monte carlo
- relevance vector machine
- multi task
- posterior probability
- bayesian inference
- gaussian processes
- markov chain
- sparse representation
- monte carlo
- generative model
- parameter estimation
- bayesian networks
- sparse coding
- latent variables
- maximum likelihood
- particle filtering
- probability distribution
- hyperparameters
- bayesian framework
- maximum a posteriori
- support vector machine
- prior information