2017/10/26 by Lu, Jingwei, Politte, David G., O'Sullivan, Joseph A.
#FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Probability (math.PR)
paper · doi:10.48550/arxiv.1710.09522
In the classic sparsity-driven problems, the fundamental L-1 penalty method has been shown to have good performance in reconstructing signals for a wide range of problems. However this performance relies on a good choice of penalty weight which is often found from empirical experiments. We propose an algorithm called the Laplacian variational automatic relevance determination (Lap-VARD) that takes this penalty weight as a parameter of a prior Laplace distribution. Optimization of this parameter using an automatic relevance determination framework results in a balance between the sparsity and accuracy of signal reconstruction. Our algorithm is implemented in a transmission tomography model with sparsity constraint in wavelet domain.