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On the Optimal K-te...
On the Optimal K-term Approximation of a Sparse Parameter Vector MMSE Estimate
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- Axell, Erik (author)
- Linköpings universitet,Kommunikationssystem,Tekniska högskolan
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- Larsson, Erik G. (author)
- Linköpings universitet,Kommunikationssystem,Tekniska högskolan
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- Larsson, Jan-Åke (author)
- Linköpings universitet,Informationskodning,Tekniska högskolan
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(creator_code:org_t)
- IEEE, 2009
- 2009
- English.
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In: Proceedings of the 2009 IEEE Workshop on Statistical Signal Processing (SSP'09). - : IEEE. - 9781424427093 ; , s. 245-248
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Abstract
Subject headings
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- This paper considers approximations of marginalization sums thatarise in Bayesian inference problems. Optimal approximations ofsuch marginalization sums, using a fixed number of terms, are analyzedfor a simple model. The model under study is motivated byrecent studies of linear regression problems with sparse parametervectors, and of the problem of discriminating signal-plus-noise samplesfrom noise-only samples. It is shown that for the model understudy, if only one term is retained in the marginalization sum, thenthis term should be the one with the largest a posteriori probability.By contrast, if more than one (but not all) terms are to be retained,then these should generally not be the ones corresponding tothe components with largest a posteriori probabilities.
Keyword
- MMSE estimation
- Bayesian inference
- marginalization
- TECHNOLOGY
- TEKNIKVETENSKAP
Publication and Content Type
- ref (subject category)
- kon (subject category)
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