Leveraging joint sparsity in hierarchical Bayesian learning

Jan Glaubitz, Anne Gelb
3/29/2023
stat.MLcs.LGmath.NA

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Abstract

We present a hierarchical Bayesian learning approach to infer jointly sparse parameter vectors from multiple measurement vectors. Our model uses separate conditionally Gaussian priors for each parameter vector and common gamma-distributed hyper-parameters to enforce joint sparsity. The resulting joint-sparsity-promoting priors are combined with existing Bayesian inference methods to generate a new family of algorithms. Our numerical experiments, which include a multi-coil magnetic resonance imaging application, demonstrate that our new approach consistently outperforms commonly used hierarchical Bayesian methods.

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@article{glaubitz2023leveraging,
  title  = {Leveraging joint sparsity in hierarchical Bayesian learning},
  author = {Jan Glaubitz and Anne Gelb},
  year   = {2023},
  eprint = {2303.16954},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2303.16954v2}
}

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