My blogs reporting quantitative financial analysis, artificial intelligence for stock investment & trading, and latest progress in signal processing and machine learning
Sunday, September 11, 2011
Bayesian Group Lasso Using Non-MCMC?
Recently I read several papers on Bayesian group Lasso. A common characteristics of these works is that they adopt the MCMC approach for inference. Due to MCMC, these algorithms unfortunately perform very very slowly. I am wondering whether there exists a Bayesian group Lasso without the aid of MCMC?
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