TY - GEN

T1 - Sparse linear regression with beta process priors

AU - Chen, Bo

AU - Paisley, John

AU - Carin, Lawrence

N1 - Generated from Scopus record by KAUST IRTS on 2021-02-09

PY - 2010/11/8

Y1 - 2010/11/8

N2 - A Bayesian approximation to finding the minimum ℓ0 norm solution for an underdetermined linear system is proposed that is based on the beta process prior. The beta process linear regression (BP-LR) model finds sparse solutions to the underdetermined model y = Φx + ∈, by modeling the vector x as an element-wise product of a non-sparse weight vector, w, and a sparse binary vector, z, that is drawn from the beta process prior. The hierarchical model is fully conjugate and therefore is amenable to fast inference methods. We demonstrate the model on a compressive sensing problem and on a correlated-feature problem, where we show the ability of the BP-LR to selectively remove the irrelevant features, while preserving the relevant groups of correlated features. ©2010 IEEE.

AB - A Bayesian approximation to finding the minimum ℓ0 norm solution for an underdetermined linear system is proposed that is based on the beta process prior. The beta process linear regression (BP-LR) model finds sparse solutions to the underdetermined model y = Φx + ∈, by modeling the vector x as an element-wise product of a non-sparse weight vector, w, and a sparse binary vector, z, that is drawn from the beta process prior. The hierarchical model is fully conjugate and therefore is amenable to fast inference methods. We demonstrate the model on a compressive sensing problem and on a correlated-feature problem, where we show the ability of the BP-LR to selectively remove the irrelevant features, while preserving the relevant groups of correlated features. ©2010 IEEE.

UR - http://ieeexplore.ieee.org/document/5495400/

UR - http://www.scopus.com/inward/record.url?scp=78049373434&partnerID=8YFLogxK

U2 - 10.1109/ICASSP.2010.5495400

DO - 10.1109/ICASSP.2010.5495400

M3 - Conference contribution

SN - 9781424442966

SP - 1234

EP - 1237

BT - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

ER -