Research not for publishing papers, but for fun, for satisfying curiosity, and for revealing the truth.

This blog reports latest progresses in
(1) Signal Processing and Machine Learning for Biomedicine, Neuroimaging, Wearable Healthcare, and Smart-Home
(2) Sparse Signal Recovery and Compressed Sensing of Signals by Exploiting Spatiotemporal Structures
(3) My Works

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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