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Analysis of Sparse Bayesian Learning

Faul, Anita C., Tipping, Michael E.·2002·Advances in Neural Information Processing Systems 14

Abstract

The recent introduction of the `relevance vector machine' has eectively demonstrated how sparsity may be obtained in generalised linear models within a Bayesian framework. Using a particular form of Gaussian parameter prior, `learning' is the maximisation, with respect to hyperparameters, of the marginal likelihood of the data. This paper studies the properties of that objective function, and demonstrates that conditioned on an individual hyperparameter, the marginal likelihood has a unique maximum which is computable in closed form. It is further shown that if a derived `sparsity criterion' is satis ed, this maximum is exactly equivalent to `pruning' the corresponding parameter from the model.

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Metadata

Authors
Faul, A. C., & Tipping, M. E.
Venue
Advances in Neural Information Processing Systems 14
Publisher
The MIT Press
Published
2002-11-08
Pages
383-390
OpenAlex
W2115606304
Cited by
287
References
6
FWCI
10.65
Type
book chapter
Language
en
Open access
closed

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CoChat. (2026). Citation check: Analysis of Sparse Bayesian Learning. https://app.cochat.ai/papers/10.7551/mitpress/1120.003.0054
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Faul, A. C., & Tipping, M. E. (2002). Analysis of Sparse Bayesian Learning. Advances in Neural Information Processing Systems 14. https://doi.org/10.7551/mitpress/1120.003.0054

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