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Sparse linear regression with beta process priors

Publication ,  Journal Article
Chen, B; Paisley, J; Carin, L
Published in: ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
January 1, 2010

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.

Duke Scholars

Published In

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

DOI

ISSN

1520-6149

Publication Date

January 1, 2010

Start / End Page

1234 / 1237
 

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Chen, B., Paisley, J., & Carin, L. (2010). Sparse linear regression with beta process priors. ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, 1234–1237. https://doi.org/10.1109/ICASSP.2010.5495400
Chen, B., J. Paisley, and L. Carin. “Sparse linear regression with beta process priors.” ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, January 1, 2010, 1234–37. https://doi.org/10.1109/ICASSP.2010.5495400.
Chen B, Paisley J, Carin L. Sparse linear regression with beta process priors. ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. 2010 Jan 1;1234–7.
Chen, B., et al. “Sparse linear regression with beta process priors.” ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, Jan. 2010, pp. 1234–37. Scopus, doi:10.1109/ICASSP.2010.5495400.
Chen B, Paisley J, Carin L. Sparse linear regression with beta process priors. ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. 2010 Jan 1;1234–1237.

Published In

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

DOI

ISSN

1520-6149

Publication Date

January 1, 2010

Start / End Page

1234 / 1237