The Annealing Sparse Bayesian Learning Algorithm

Benyuan Liu; Hongqi Fan; Zaiqi Lu; Qiang Fu

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arXiv · 1209.1033

The Annealing Sparse Bayesian Learning Algorithm

Benyuan Liu·Hongqi Fan·Zaiqi Lu·Qiang Fu

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Abstract

In this paper we propose a two-level hierarchical Bayesian model and an annealing schedule to re-enable the noise variance learning capability of the fast marginalized Sparse Bayesian Learning Algorithms. The performance such as NMSE and F-measure can be greatly improved due to the annealing technique. This algorithm tends to produce the most sparse solution under moderate SNR scenarios and can outperform most concurrent SBL algorithms while pertains small computational load.

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Benyuan Liu, Hongqi Fan, Zaiqi Lu, Qiang Fu. 2013-05-01. The Annealing Sparse Bayesian Learning Algorithm. https://arxiv.org/abs/1209.1033

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