2017
DOI: 10.1016/j.sigpro.2016.08.027
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Low complexity sparse Bayesian learning using combined belief propagation and mean field with a stretched factor graph

Abstract: This paper concerns message passing based approaches to sparse Bayesian learning (SBL) with a linear model corrupted by additive white Gaussian noise with unknown variance. With the conventional factor graph, mean field (MF) message passing based algorithms have been proposed in the literature. In this work, instead of using the conventional factor graph, we modify the factor graph by adding some extra hard constraints (the graph looks like being 'stretched'), which enables the use of combined belief propagati… Show more

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Cited by 26 publications
(17 citation statements)
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“…As a result, the variational posterior also loses flexibility. To improve inference performance for sparse Bayesian learning, the authors of [ 40 ] proposes a hybrid mechanism by augmenting naive mean-field VMP with sum-product updates. This hybrid scheme reduces the complexity of the sum-product algorithm, while improving the accuracy of the naive VMP approach.…”
Section: Message Passing Variations Through Constraint Manipulationmentioning
confidence: 99%
“…As a result, the variational posterior also loses flexibility. To improve inference performance for sparse Bayesian learning, the authors of [ 40 ] proposes a hybrid mechanism by augmenting naive mean-field VMP with sum-product updates. This hybrid scheme reduces the complexity of the sum-product algorithm, while improving the accuracy of the naive VMP approach.…”
Section: Message Passing Variations Through Constraint Manipulationmentioning
confidence: 99%
“…However, the complexity of BP applied to such continuous and discrete variable coexisting factors is prohibitive, which motivates [5] the use of the EP rule to obtain Gaussian messages. To efficiently deal with such complex observation nodes, we employ the stretching method [26] to further decompose it into several sub‐nodes (factors).…”
Section: System Model and Its Factor Graphsmentioning
confidence: 99%
“…With the message (26), the m-type message m f h i → α l (α l ) from factor node f h i to variable node α l is computed by the BP rule, which yields…”
Section: Forward Message Passing: Formentioning
confidence: 99%
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