Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Rectified Gaussian Scale Mixtures and the Sparse Non-Negative Least
  Squares Problem   In this paper, we develop a Bayesian evidence maximization framework to solve
the sparse non-negative least squares (S-NNLS) problem. We introduce a family
of probability densities referred to as the Rectified Gaussian Scale Mixture
(R- GSM) to model the sparsity enforcing prior distribution for the solution.
The R-GSM prior encompasses a variety of heavy-tailed densities such as the
rectified Laplacian and rectified Student- t distributions with a proper choice
of the mixing density. We utilize the hierarchical representation induced by
the R-GSM prior and develop an evidence maximization framework based on the
Expectation-Maximization (EM) algorithm. Using the EM based method, we estimate
the hyper-parameters and obtain a point estimate for the solution. We refer to
the proposed method as rectified sparse Bayesian learning (R-SBL). We provide
four R- SBL variants that offer a range of options for computational complexity
and the quality of the E-step computation. These methods include the Markov
chain Monte Carlo EM, linear minimum mean-square-error estimation, approximate
message passing and a diagonal approximation. Using numerical experiments, we
show that the proposed R-SBL method outperforms existing S-NNLS solvers in
terms of both signal and support recovery performance, and is also very robust
against the structure of the design matrix.

20
The categories of this paper are: acc-phys
14
The categories of this paper are: math-ph
33
The categories of this paper are: plasm-ph
2
The categories of this paper are: math
11
The categories of this paper are: hep-lat
15
The categories of this paper are: nucl-ex
12
The categories of this paper are: nucl-th
19
The categories of this paper are: eess
13
The categories of this paper are: quant-ph
27
The categories of this paper are: comp-gas
35
The categories of this paper are: mtrl-th
10
The categories of this paper are: q-bio
34
The categories of this paper are: chem-ph
30
The categories of this paper are: q-alg
36
The categories of this paper are: cmp-lg
6
The categories of this paper are: astro-ph