Syed Abbas Z. Naqvi

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We consider the application of Bayesian spike-and-slab models in high-dimensional feature selection problems. To do so, we propose a simple yet effective fast approximate Bayesian inference algorithm based on Laplace's method. We exploit two efficient optimization methods, GIST [Gong et al., 2013] and L-BFGS [Nocedal, 1980], to obtain the mode of the(More)
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