Hello,
An efficient implementation technique is describbed in there:
"Tipping, M., & Faul, A. (2003). Fast marginal likelihood maximization for sparse Bayesian models, paper presented at Ninth International Workshop on Artificial Intelligence and Statistics, Soc. for Artif. Intel. and Stat., Key West, Florida."
http://www.miketipping.com/papers/met-fastsbl.pdf
Regards,
F.
Hello,
An efficient implementation technique is describbed in there:
"Tipping, M., & Faul, A. (2003). Fast marginal likelihood maximization for sparse Bayesian models, paper presented at Ninth International Workshop on Artificial Intelligence and Statistics, Soc. for Artif. Intel. and Stat., Key West, Florida."
http://www.miketipping.com/papers/met-fastsbl.pdf
Regards,
F.