• Corpus ID: 237372175

Half-Space and Box Constraints as NUV Priors: First Results

@article{Keusch2021HalfSpaceAB,
  title={Half-Space and Box Constraints as NUV Priors: First Results},
  author={Raphael Keusch and Hans-Andrea Loeliger},
  journal={ArXiv},
  year={2021},
  volume={abs/2109.00036}
}
Normals with unknown variance (NUV) can represent many useful priors and blend well with Gaussian models and message passing algorithms. NUV representations of sparsifying priors have long been known, and NUV representations of binary (and M -level) priors have been proposed very recently. In this document, we propose NUV representations of half-space constraints and box constraints, which allows to add such constraints to any linear Gaussian model with any of the previously known NUV priors… 

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