TY - GEN
T1 - Hierarchical sparse modeling using Spike and Slab priors
AU - Suo, Yuanming
AU - Dao, Minh
AU - Tran, Trac
AU - Srinivas, Umamahesh
AU - Monga, Vishal
PY - 2013/10/18
Y1 - 2013/10/18
N2 - Sparse modeling has demonstrated its superior performances in many applications. Compared to optimization based approaches, Bayesian sparse modeling generally provides a more sparse result with a knowledge of confidence. Using the Spike and Slab priors, we propose the hierarchical sparse models for the scenario of single task and multitask - Hi-BCS and CHi-BCS. We draw the connections of these two methods to their optimization based counterparts and use expectation propagation for inference. The experiment results using synthetic and real data demonstrate that the performance of Hi-BCS and Chi-BCS are comparable or better than their optimization based counterparts.
AB - Sparse modeling has demonstrated its superior performances in many applications. Compared to optimization based approaches, Bayesian sparse modeling generally provides a more sparse result with a knowledge of confidence. Using the Spike and Slab priors, we propose the hierarchical sparse models for the scenario of single task and multitask - Hi-BCS and CHi-BCS. We draw the connections of these two methods to their optimization based counterparts and use expectation propagation for inference. The experiment results using synthetic and real data demonstrate that the performance of Hi-BCS and Chi-BCS are comparable or better than their optimization based counterparts.
UR - http://www.scopus.com/inward/record.url?scp=84890502852&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84890502852&partnerID=8YFLogxK
U2 - 10.1109/ICASSP.2013.6638229
DO - 10.1109/ICASSP.2013.6638229
M3 - Conference contribution
AN - SCOPUS:84890502852
SN - 9781479903566
T3 - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
SP - 3103
EP - 3107
BT - 2013 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 - Proceedings
T2 - 2013 38th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013
Y2 - 26 May 2013 through 31 May 2013
ER -