Sparse methods for automatic relevance determination

© 2021 Elsevier B.V. This work considers methods for imposing sparsity in Bayesian regression with applications in nonlinear system identification. We first review automatic relevance determination (ARD) and analytically demonstrate the need to additional regularization or thresholding to achieve sp...

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Bibliographic Details
Main Authors: Rudy, Samuel H, Sapsis, Themistoklis P
Format: Article
Language:English
Published: Elsevier BV 2022
Online Access:https://hdl.handle.net/1721.1/139640.2