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Sparse Bayesian learning for basis selection

✍ Scribed by Wipf, D.P.; Rao, B.D.


Book ID
118127429
Publisher
IEEE
Year
2004
Tongue
English
Weight
317 KB
Volume
52
Category
Article
ISSN
1053-587X

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Constructing Bayesian formulations of sp
✍ Gavin C. Cawley; Nicola L.C. Talbot πŸ“‚ Article πŸ“… 2005 πŸ› Elsevier Science 🌐 English βš– 240 KB

We present here a simple technique that simplifies the construction of Bayesian treatments of a variety of sparse kernel learning algorithms. An incomplete Cholesky factorisation is employed to modify the dual parameter space, such that the Gaussian prior over the dual model parameters is whitened.